Related papers: Extent of occurrence reconstruction using a new da…
Survey sampling plays an important role in the efficient allocation and management of resources. The essence of survey sampling lies in acquiring a sample of data points from a population and subsequently using this sample to estimate the…
We reconsider the classic problem of recovering exogenous variation from an endogenous regressor. Two-stage least squares recovers exogenous variation through presuming the existence of an instrumental variable. We rely instead on the…
We study stochastic programs where the decision-maker cannot observe the distribution of the exogenous uncertainties but has access to a finite set of independent samples from this distribution. In this setting, the goal is to find a…
We propose a generative model that achieves minimax-optimal convergence rates for estimating probability distributions supported on unknown low-dimensional manifolds. Building on Fefferman's solution to the geometric Whitney problem, our…
A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these nominal distributions are themselves estimated from data,…
Estimation of population size using incomplete lists (also called the capture-recapture problem) has a long history across many biological and social sciences. For example, human rights and other groups often construct partial and…
This paper is devoted to the algorithmic development of inverse elastic scattering problems. We focus on reconstructing the locations and shapes of elastic scatterers with known dictionary data for the nearly incompressible materials. The…
Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…
We consider the case in which a robot has to navigate in an unknown environment but does not have enough on-board power or payload to carry a traditional depth sensor (e.g., a 3D lidar) and thus can only acquire a few (point-wise) depth…
Weak lensing by large-scale structure is a powerful probe of cosmology if the apparent alignments in the shapes of distant galaxies can be accurately measured. We study the performance of a fully data-driven approach, based on…
We present a new framework to address the non-convex robust hypothesis testing problem, wherein the goal is to seek the optimal detector that minimizes the maximum of worst-case type-I and type-II risk functions. The distributional…
We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…
We propose a new stochastic first-order algorithmic framework to solve stochastic composite nonconvex optimization problems that covers both finite-sum and expectation settings. Our algorithms rely on the SARAH estimator introduced in…
Statistical models with constrained probability distributions are abundant in machine learning. Some examples include regression models with norm constraints (e.g., Lasso), probit, many copula models, and latent Dirichlet allocation (LDA).…
We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…
This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…
High-dimensional time series are a core ingredient of the statistical modeling toolkit, for which numerous estimation methods are known.But when observations are scarce or corrupted, the learning task becomes much harder.The question is:…
In the framework of shape constrained estimation, we review methods and works done in convex set estimation. These methods mostly build on stochastic and convex geometry, empirical process theory, functional analysis, linear programming,…
Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…