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Deep neural networks are increasingly being used for the analysis of medical images. However, most works neglect the uncertainty in the model's prediction. We propose an uncertainty-aware deep kernel learning model which permits the…
This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest -- means, variances, and other moments of the random…
Data mining is routinely used to organize ensembles of short temporal observations so as to reconstruct useful, low-dimensional realizations of an underlying dynamical system. In this paper, we use manifold learning to organize unstructured…
Machine learning has made important headway in helping to improve the treatment of quantum many-body systems. A domain of particular relevance are correlated inhomogeneous systems. What has been missing so far is a general, scalable…
This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…
Non-representative surveys are commonly used and widely available but suffer from selection bias that generally cannot be entirely eliminated using weighting techniques. Instead, we propose a Bayesian method to synthesize longitudinal…
The use of deep learning for medical imaging has seen tremendous growth in the research community. One reason for the slow uptake of these systems in the clinical setting is that they are complex, opaque and tend to fail silently. Outside…
This paper considers a linear panel model with interactive fixed effects and unobserved individual and time heterogeneities that are captured by some latent group structures and an unknown structural break, respectively. To enhance realism…
Modeling user behavior is critical across many industries where understanding preferences, intent, or decisions informs personalization, targeting, and strategic outcomes. Surveys have long served as a classical mechanism for collecting…
This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…
This paper constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear model with common and heterogeneous coefficients as well as cross-sectional heteroskedasticity. The panel considered in…
This paper introduces multimodal conformal regression. Traditionally confined to scenarios with solely numerical input features, conformal prediction is now extended to multimodal contexts through our methodology, which harnesses internal…
Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…
Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…
In machine learning, a bias occurs whenever training sets are not representative for the test data, which results in unreliable models. The most common biases in data are arguably class imbalance and covariate shift. In this work, we aim to…
We provide new results for nonparametric identification, estimation, and inference of causal effects using `proxy controls': observables that are noisy but informative proxies for unobserved confounding factors. Our analysis applies to…
Forecasting time series data is a critical area of research with applications spanning from stock prices to early epidemic prediction. While numerous statistical and machine learning methods have been proposed, real-life prediction problems…
In the practical business of asset management by investment trusts and the like, the general practice is to manage over the medium to long term owing to the burden of operations and increase in transaction costs with the increase in…
Passive transformation of waves via nonlinear systems is ubiquitous in settings ranging from acoustics to optics and electromagnetics. Passivity is of particular importance for responding rapidly to stimuli and nonlinearity enormously…
We consider multi-response and multitask regression models, where the parameter matrix to be estimated is expected to have an unknown grouping structure. The groupings can be along tasks, or features, or both, the last one indicating a…