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Reduced rank regression (RRR) is a fundamental tool for modeling multiple responses through low-dimensional latent structures, offering both interpretability and strong predictive performance in high-dimensional settings. Classical RRR…
Many dynamic ensemble selection (DES) methods are known in the literature. A previously-developed by the authors, method consists in building a randomized classifier which is treated as a model of the base classifier. The model is…
The robustness of image segmentation has been an important research topic in the past few years as segmentation models have reached production-level accuracy. However, like classification models, segmentation models can be vulnerable to…
In this dissertation we propose alternative analysis of distributed stochastic gradient descent (SGD) algorithms that rely on spectral properties of the data covariance. As a consequence we can relate questions pertaining to speedups and…
This paper expands the analysis of randomized low-rank approximation beyond the Gaussian distribution to four classes of random matrices: (1) independent sub-Gaussian entries, (2) independent sub-Gaussian columns, (3) independent bounded…
Robust estimators for generalized linear models (GLMs) are not easy to develop due to the nature of the distributions involved. Recently, there has been growing interest in robust estimation methods, particularly in contexts involving a…
We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide…
The problem of searching for a model-based scene interpretation is analyzed within a probabilistic framework. Object models are formulated as generative models for range data of the scene. A new statistical criterion, the truncated object…
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…
Different types of training data have led to numerous schemes for supervised classification. Current learning techniques are tailored to one specific scheme and cannot handle general ensembles of training data. This paper presents a…
In this paper, we establish weak consistency and asymptotic normality of an M-estimator of the regression function for left truncated and right censored (LTRC) model, where it is assumed that the observations form a stationary alpha-mixing…
The regularized random forest (RRF) was recently proposed for feature selection by building only one ensemble. In RRF the features are evaluated on a part of the training data at each tree node. We derive an upper bound for the number of…
Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In contrast, few…
The Heckman selection model is one of the most well-renounced econometric models in the analysis of data with sample selection. This model is designed to rectify sample selection biases based on the assumption of bivariate normal error…
We consider the problem of robustly predicting as well as the best linear combination of $d$ given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination. For…
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…
Ranked set sampling (RSS) is a stratified sampling method that improves efficiency over simple random sampling (SRS) by utilizing auxiliary information for ranking and stratification. While balanced RSS (BRSS) assumes equal allocation…
In this paper we propose a bimodal gamma distribution using a quadratic transformation based on the alpha-skew-normal model. We discuss several properties of this distribution such as mean, variance, moments, hazard rate and entropy…
Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…
We study the problem of estimating the mean of an identity covariance Gaussian in the truncated setting, in the regime when the truncation set comes from a low-complexity family $\mathcal{C}$ of sets. Specifically, for a fixed but unknown…