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Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…
In this paper, we consider binary response models with linear quantile restrictions. Considerably generalizing previous research on this topic, our analysis focuses on an infinite collection of quantile estimators. We derive a uniform…
We address the problem of testing hypotheses about a specific value of the Fr\'echet mean in metric spaces, extending classical mean testing from Euclidean spaces to more general settings. We extend an Euclidean testing procedure…
Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging…
We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…
The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…
As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…
Prior work has explored directly regularizing the output distributions of probabilistic models to alleviate peaky (i.e. over-confident) predictions, a common sign of overfitting. This class of techniques, of which label smoothing is one,…
Filtering and smoothing with a generalised representation of uncertainty is considered. Here, uncertainty is represented using a class of outer measures. It is shown how this representation of uncertainty can be propagated using…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
Two new omnibus tests of uniformity for data on the hypersphere are proposed. The new test statistics exploit closed-form expressions for orthogonal polynomials, feature tuning parameters, and are related to a "smooth maximum" function and…
In this work, we revisit the problem of uniformity testing of discrete probability distributions. A fundamental problem in distribution testing, testing uniformity over a known domain has been addressed over a significant line of works, and…
In this paper, we consider tests for ultrahigh-dimensional partially linear regression models. The presence of ultrahigh-dimensional nuisance covariates and unknown nuisance function makes the inference problem very challenging. We adopt…
This paper provides some useful tests for fitting a parametric single-index regression model when covariates are measured with error and validation data is available. We propose two tests whose consistency rates do not depend on the…
Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…
Large samples have been generated routinely from various sources. Classic statistical models, such as smoothing spline ANOVA models, are not well equipped to analyze such large samples due to expensive computational costs. In particular,…
Accurately estimating data density is crucial for making informed decisions and modeling in various fields. This paper presents a novel nonparametric density estimation procedure that utilizes bivariate penalized spline smoothing over…
We present an approach to deep estimation of discrete conditional probability distributions. Such models have several applications, including generative modeling of audio, image, and video data. Our approach combines two main techniques:…
Spatially-explicit estimates of population density, together with appropriate estimates of uncertainty, are required in many management contexts. Density Surface Models (DSMs) are a two-stage approach for estimating spatially-varying…
We deal with the problem of gradient estimation for stochastic differentiable relaxations of algorithms, operators, simulators, and other non-differentiable functions. Stochastic smoothing conventionally perturbs the input of a…