Related papers: Column Generation Algorithms for Nonparametric Ana…
Neural networks used for image classification tasks in critical applications must be tested with sufficient realistic data to assure their correctness. To effectively test an image classification neural network, one must obtain realistic…
We propose a novel polyhedral uncertainty set for robust optimization, termed the smooth uncertainty set, which captures dependencies of uncertain parameters by constraining their pairwise differences. The bounds on these differences may be…
Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…
This paper considers a class of nonparametric autoregressive models with nonstationarity. We propose a nonparametric kernel test for the conditional mean and then establish an asymptotic distribution of the proposed test. Both the setting…
For light curve generation, a pre-planned photometry survey is needed nowadays, where all of the exposure coordinates have to be given and don't change during the survey. This thesis shows it is not required and we can data-mine these light…
Representation learning plays a crucial role in automated feature selection, particularly in the context of high-dimensional data, where non-parametric methods often struggle. In this study, we focus on supervised learning scenarios where…
We propose a new inexact column-and-constraint generation (i-C&CG) method to solve two-stage robust optimization problems. The method allows solutions to the master problems to be inexact, which is desirable when solving large-scale and/or…
We study the problem of efficiently producing, in an online fashion, generative models of scalar, multiclass, and vector-valued outcomes that cannot be falsified on the basis of the observed data and a pre-specified collection of…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…
Nonparametric and machine learning methods are flexible methods for obtaining accurate predictions. Nowadays, data sets with a large number of predictors and complex structures are fairly common. In the presence of item nonresponse,…
Generative Adversarial Networks (GANs) have become the gold standard when it comes to learning generative models for high-dimensional distributions. Since their advent, numerous variations of GANs have been introduced in the literature,…
Submodular optimization is a special class of combinatorial optimization arising in several machine learning problems, but also in cooperative control of complex systems. In this paper, we consider agents in an asynchronous, unreliable and…
Column Generation (CG) is an iterative algorithm for solving linear programs (LPs) with an extremely large number of variables (columns). CG is the workhorse for tackling large-scale \textit{integer} linear programs, which rely on CG to…
Single index linear models for binary response with random coefficients have been extensively employed in many econometric settings under various parametric specifications of the distribution of the random coefficients. Nonparametric…
For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…
Random graph generation is an important tool for studying large complex networks. Despite abundance of random graph models, constructing models with application-driven constraints is poorly understood. In order to advance state-of-the-art…
Handling imbalanced target distributions in regression poses a persistent challenge, as the underrepresentation of relevant target values can significantly hinder model performance. Existing data-level solutions often adapt…
The analysis of parametric and non-parametric uncertainties of very large dynamical systems requires the construction of a stochastic model of said system. Linear approaches relying on random matrix theory and principal componant analysis…
Generative adversarial networks (GAN) are a powerful subclass of generative models. Despite a very rich research activity leading to numerous interesting GAN algorithms, it is still very hard to assess which algorithm(s) perform better than…
A massive dataset often consists of a growing number of (potentially) heterogeneous sub-populations. This paper is concerned about testing various forms of heterogeneity arising from massive data. In a general nonparametric framework, a set…