Related papers: Estimation of Individual Micro Data from Aggregate…
We develop a generally applicable full-information inference method for heterogeneous agent models, combining aggregate time series data and repeated cross sections of micro data. To handle unobserved aggregate state variables that affect…
We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions…
A fundamental problem in collaborative sensing lies in providing an accurate prediction of critical events (e.g., hazardous environmental condition, urban abnormalities, economic trends). However, due to the resource constraints,…
We are interested in estimating the effect of a treatment applied to individuals at multiple sites, where data is stored locally for each site. Due to privacy constraints, individual-level data cannot be shared across sites; the sites may…
Building the conditional probability distribution of wind power forecast errors benefits both wind farms (WFs) and independent system operators (ISOs). Establishing the joint probability distribution of wind power and the corresponding…
We consider a collaborative learning setting where the goal of each agent is to improve their own model by leveraging the expertise of collaborators, in addition to their own training data. To facilitate the exchange of expertise among…
This paper proposes a few-shot classification framework based on Large Language Models (LLMs) to predict whether the next day will have spikes in real-time electricity prices. The approach aggregates system state information, including…
Collective privacy loss becomes a colossal problem, an emergency for personal freedoms and democracy. But, are we prepared to handle personal data as scarce resource and collectively share data under the doctrine: as little as possible, as…
The Adversarially Learned Mixture Model (AMM) is a generative model for unsupervised or semi-supervised data clustering. The AMM is the first adversarially optimized method to model the conditional dependence between inferred continuous and…
We introduce a novel statistical significance-based approach for clustering hierarchical data using semi-parametric linear mixed-effects models designed for responses with laws in the exponential family (e.g., Poisson and Bernoulli). Within…
For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…
Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…
We systematically investigate the preservation of differential privacy in functional data analysis, beginning with functional mean estimation and extending to varying coefficient model estimation. Our work introduces a distributed learning…
We revisit the problem of designing scalable protocols for private statistics and private federated learning when each device holds its private data. Locally differentially private algorithms require little trust but are (provably) limited…
Conformal Prediction is a machine learning methodology that produces valid prediction regions under mild conditions. In this paper, we explore the application of making predictions over multiple data sources of different sizes without…
As wildfires become increasingly destructive and expensive to control, effective management of active wildfires requires accurate, real-time fire spread predictions. To enhance the forecasting accuracy of active fires, data assimilation…
The vast majority of theoretical results in machine learning and statistics assume that the available training data is a reasonably reliable reflection of the phenomena to be learned or estimated. Similarly, the majority of machine learning…
We study the parameter estimation problem in mixture models with observational nonidentifiability: the full model (also containing hidden variables) is identifiable, but the marginal (observed) model is not. Hence global maxima of the…
Estimating the Individual Treatment Effect from observational data, defined as the difference between outcomes with and without treatment or intervention, while observing just one of both, is a challenging problems in causal learning. In…
The ability to estimate joint, conditional and marginal probability distributions over some set of variables is of great utility for many common machine learning tasks. However, estimating these distributions can be challenging,…