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Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…
Thanks to their ability to capture complex dependence structures, copulas are frequently used to glue random variables into a joint model with arbitrary marginal distributions. More recently, they have been applied to solve statistical…
A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…
Principal component analysis (PCA) is one of the most popular dimension reduction methods. The usual PCA is known to be sensitive to the presence of outliers, and thus many robust PCA methods have been developed. Among them, the Tyler's…
We propose elliptical graphical models based on conditional uncorrelatedness as a general- ization of Gaussian graphical models by letting the population distribution be elliptical instead of normal, allowing the fitting of data with…
Face anti-spoofing (FAS) plays a crucial role in securing face recognition systems. Empirically, given an image, a model with more consistent output on different views of this image usually performs better, as shown in Fig.1. Motivated by…
Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…
In this paper, we introduce an innovative testing procedure for assessing individual hypotheses in high-dimensional linear regression models with measurement errors. This method remains robust even when either the X-model or Y-model is…
While deep learning-based classification is generally tackled using standardized approaches, a wide variety of techniques are employed for regression. In computer vision, one particularly popular such technique is that of confidence-based…
Conformal prediction (CP) converts any model's output to prediction sets with a guarantee to cover the true label with (adjustable) high probability. Robust CP extends this guarantee to worst-case (adversarial) inputs. Existing baselines…
We propose a dependence-aware predictive modeling framework for multivariate risks stemmed from an insurance contract with bundling features - an important type of policy increasingly offered by major insurance companies. The bundling…
We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of negligible variation for the response surface. These directions span the orthogonal complement of the minimal space…
In large-scale biomedical research, it's common to gather ultra-high dimensional data that includes right-censored survival times. Feature screening has emerged as a crucial statistical technique for handling such data. In this paper, we…
We develop adaptive estimation and inference methods for high-dimensional Gaussian copula regression that achieve the same performance without the knowledge of the marginal transformations as that for high-dimensional linear regression.…
Topic models have been prevalent for decades with various applications. However, existing topic models commonly suffer from the notorious topic collapsing: discovered topics semantically collapse towards each other, leading to highly…
The composite likelihood (CL) is amongst the computational methods used for the estimation of high-dimensional multivariate normal (MVN) copula models with discrete responses. Its computational advantage, as a surrogate likelihood method,…
This paper deals with model order selection in context of correlated noise. More precisely, one considers sources embedded in an additive Complex Elliptically Symmetric (CES) noise, with unknown parameters. The main difficultly for…
Kernel ridge regression, KRR, is a generalization of linear ridge regression that is non-linear in the data, but linear in the model parameters. Here, we introduce an equivalent formulation of the objective function of KRR, which opens up…
We consider inference for the parameters of a linear model when the covariates are random and the relationship between response and covariates is possibly non-linear. Conventional inference methods such as z-intervals perform poorly in…
Conformal prediction has received tremendous attention in recent years and has offered new solutions to problems in missing data and causal inference; yet these advances have not leveraged modern semiparametric efficiency theory for more…