Related papers: Simultaneous Confidence Bands for Functional Data …

This paper introduces Targeted Function Balancing (TFB), a covariate balancing weights framework for estimating the average treatment effect of a binary intervention. TFB first regresses an outcome on covariates, and then selects weights…

This paper presents a framework for designing provably safe feedback controllers for sampled-data control affine systems with measurement and actuation uncertainties. Based on the interval Taylor model of nonlinear functions, a sampled-data…

Gaussian processes are now commonly used in dimensionality reduction approaches tailored to neuroscience, especially to describe changes in high-dimensional neural activity over time. As recording capabilities expand to include neuronal…

Radial Basis Function (RBF), or Gaussian, kernels are among the most widely used parametric kernels in machine learning, particularly in methods such as Support Vector Machines (SVM) and kernel-based subspace approaches. The kernel…

Despite decades of research, creating accurate, robust, and efficient lattice Boltzmann methods (LBM) on non-uniform grids with seamless GPU acceleration remains challenging. This work introduces a novel strategy to address this challenge…

Two-timescale stochastic approximation (TTSA) is among the most general frameworks for iterative stochastic algorithms. This includes well-known stochastic optimization methods such as SGD variants and those designed for bilevel or minimax…

Gaussian processes (GPs) are widely-used tools in spatial statistics and machine learning and the formulae for the mean function and covariance kernel of a GP $T u$ that is the image of another GP $u$ under a linear transformation $T$…

To detect changes in the mean of a time series, one may use previsible detection procedures based on nonparametric kernel prediction smoothers which cover various classic detection statistics as special cases. Bandwidth selection,…

Gaussian process factor analysis (GPFA) is a latent variable modeling technique commonly used to identify smooth, low-dimensional latent trajectories underlying high-dimensional neural recordings. Specifically, researchers model spiking…

We tackle the problem of collaborative filtering (CF) with side information, through the lens of Gaussian Process (GP) regression. Driven by the idea of using the kernel to explicitly model user-item similarities, we formulate the GP in a…

Asymptotic inference using functional principal component regression (FPCR) has long been considered difficult, largely because, upon any scalar scaling, the FPCR estimator fails to satisfy a central limit theorem, leading to the prevailing…

The synthetic control method (SCM) is a widely used tool for evaluating causal effects of policy changes in panel data settings. Recent studies have extended its framework to accommodate complex outcomes that take values in metric spaces,…

Fourier feature approximations have been successfully applied in the literature for scalable Gaussian Process (GP) regression. In particular, Quadrature Fourier Features (QFF) derived from Gaussian quadrature rules have gained popularity in…

The paper studies the problem of constructing nonparametric simultaneous confidence bands with nonasymptotic and distribition-free guarantees. The target function is assumed to be band-limited and the approach is based on the theory of…

In this paper, we consider the challenge of maximizing an unknown function f for which evaluations are noisy and are acquired with high cost. An iterative procedure uses the previous measures to actively select the next estimation of f…

Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…

We propose a bootstrapping framework to quantify uncertainty in time-frequency representations (TFRs) generated by the short-time Fourier transform (STFT) and the STFT-based synchrosqueezing transform (SST) for oscillatory signals with…

We present results of a unitary triangle fit based on the scan method. This frequentist approach employs Gaussian uncertainties for experimental quantities, but makes no arbitrary assumptions about the distribution of theoretical errors.…

We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…

Gaussian processes (GP) are one of the most successful frameworks to model uncertainty. However, GP optimization (e.g., GP-UCB) suffers from major scalability issues. Experimental time grows linearly with the number of evaluations, unless…