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The presence of label noise often misleads the training of deep neural networks. Departing from the recent literature which largely assumes the label noise rate is only determined by the true label class, the errors in human-annotated…
This paper introduces a novel approach for learning to rank (LETOR) based on the notion of monotone retargeting. It involves minimizing a divergence between all monotonic increasing transformations of the training scores and a parameterized…
This article introduces an iterative distributed computing estimator for the multinomial logistic regression model with large choice sets. Compared to the maximum likelihood estimator, the proposed iterative distributed estimator achieves…
In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…
Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…
The structural properties of mechanical metamaterials are typically studied with two-scale methods based on computational homogenization. Because such materials have a complex microstructure, enriched schemes such as second-order…
Regularized regression approaches such as the Lasso have been widely adopted for constructing sparse linear models in high-dimensional datasets. A complexity in fitting these models is the tuning of the parameters which control the level of…
We propose a computationally intensive method, the random lasso method, for variable selection in linear models. The method consists of two major steps. In step 1, the lasso method is applied to many bootstrap samples, each using a set of…
This paper investigates the asymptotic distribution of the maximum-likelihood estimate (MLE) in multinomial logistic models in the high-dimensional regime where dimension and sample size are of the same order. While classical large-sample…
Estimating the unconstrained mean and covariance matrix is a popular topic in statistics. However, estimation of the parameters of $N_p(\mu,\Sigma)$ under joint constraints such as $\Sigma\mu = \mu$ has not received much attention. It can…
Bootstrap is a useful tool for making statistical inference, but it may provide erroneous results under complex survey sampling. Most studies about bootstrap-based inference are developed under simple random sampling and stratified random…
In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random effects data sets. We apply bootstrap reweighting independently to the levels of each factor, giving each…
We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the sense that most of its parameters are zero but some are not. We use the SCAD penalty function, which provides model selection…
We present a new fitting technique based on the parametric bootstrap method, which relies on the idea to produce artificial measurements using the estimated probability distribution of the experimental data. In order to investigate the main…
Standard gradient descent methods yield point estimates with no measure of confidence. This limitation is acute in overparameterized and low-data regimes, where models have many parameters relative to available data and can easily overfit.…
Reliable forward uncertainty quantification in engineering requires methods that account for aleatory and epistemic uncertainties. In many applications, epistemic effects arising from uncertain parameters and model form dominate prediction…
The primary objective of this scholarly work is to develop two estimation procedures - maximum likelihood estimator (MLE) and method of trimmed moments (MTM) - for the mean and variance of lognormal insurance payment severity data sets…
A regression method for proportional, or fractional, data with mixed effects is outlined, designed for analysis of datasets in which the outcomes have substantial weight at the bounds. In such cases a normal approximation is particularly…
Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…
We consider a problem of ecological inference, in which individual-level covariates are known, but labeled data is available only at the aggregate level. The intended application is modeling voter preferences in elections. In Rosenman and…