Related papers: Is a Transformed Low Discrepancy Design Also Low D…
``Benign overfitting'', the ability of certain algorithms to interpolate noisy training data and yet perform well out-of-sample, has been a topic of considerable recent interest. We show, using a fixed design setup, that an important class…
Data sites selected from modeling high-dimensional problems often appear scattered in non-paternalistic ways. Except for sporadic clustering at some spots, they become relatively far apart as the dimension of the ambient space grows. These…
It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…
Generative adversarial networks constitute a powerful approach to generative modeling. While generated samples often are indistinguishable from real data, there is no guarantee that they will follow the true data distribution. For…
When machine learning models are deployed on a test distribution different from the training distribution, they can perform poorly, but overestimate their performance. In this work, we aim to better estimate a model's performance under…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
Interval exchange transformations are typically uniquely ergodic maps and therefore have uniformly distributed orbits. Their degree of uniformity can be measured in terms of the star-discrepancy. Few examples of interval exchange…
Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
Estimating the innovation probability density is an important issue in any regression analysis. This paper focuses on functional autoregressive models. A residual-based kernel estimator is proposed for the innovation density. Asymptotic…
Solving large-scale optimization on-the-fly is often a difficult task for real-time computer graphics applications. To tackle this challenge, model reduction is a well-adopted technique. Despite its usefulness, model reduction often…
This study formulates a volumetric inverse-design methodology to generate a pair of complementary focusing metalenses for terahertz imaging: the two lenses exhibit equal and opposite shifts in focal length with frequency. An asymmetry…
For data segmentation in high-dimensional linear regression settings, the regression parameters are often assumed to be sparse segment-wise, which enables many existing methods to estimate the parameters locally via $\ell_1$-regularised…
A procedure for unfolding the true distribution from experimental data is presented. Machine learning methods are applied for simultaneous identification of an apparatus function and solving of an inverse problem. A priori information about…
The task of distribution generalization concerns making reliable prediction of a response in unseen environments. The structural causal models are shown to be useful to model distribution changes through intervention. Motivated by the…
Reweighting a distribution to minimize a distance to a target distribution is a powerful and flexible strategy for estimating a wide range of causal effects, but can be challenging in practice because optimal weights typically depend on…
In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…
Hyper-differential sensitivity analysis with respect to model discrepancy was recently developed to enable uncertainty quantification for optimization problems. The approach consists of two primary steps: (i) Bayesian calibration of the…
Reliable and accurate estimation of the error of an ML model in unseen test domains is an important problem for safe intelligent systems. Prior work uses disagreement discrepancy (DIS^2) to derive practical error bounds under distribution…
A theoretical framework is developed to describe the transformation that distributes probability density functions uniformly over space. In one dimension, the cumulative distribution can be used, but does not generalize to higher…