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Many statistical machine approaches could ultimately highlight novel features of the etiology of complex diseases by analyzing multi-omics data. However, they are sensitive to some deviations in distribution when the observed samples are…
We develop a mixture-based approach to robust density modeling and outlier detection for experimental multivariate data that includes measurement error information. Our model is designed to infer atypical measurements that are not due to…
One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case…
Pretrained contextualized language models such as BERT and T5 have established a new state-of-the-art for ad-hoc search. However, it is not yet well-understood why these methods are so effective, what makes some variants more effective than…
In recent years, deep neural network (DNN) compression systems have proved to be highly effective for designing source codes for many natural sources. However, like many other machine learning systems, these compressors suffer from…
Utility preference robust optimization (PRO) has recently been proposed to deal with optimal decision making problems where the decision maker's (DM) preference over gains and losses is ambiguous. In this paper, we take a step further to…
Parameter estimation of mixture regression model using the expectation maximization (EM) algorithm is highly sensitive to outliers. Here we propose a fast and efficient robust mixture regression algorithm, called Component-wise Adaptive…
The Weibull distribution is a commonly adopted choice for modeling the survival of systems subject to maintenance over time. When only proxy indicators and censored observations are available, it becomes necessary to express the…
Multinomial logit bandit is a sequential subset selection problem which arises in many applications. In each round, the player selects a $K$-cardinality subset from $N$ candidate items, and receives a reward which is governed by a {\it…
We consider a dynamic assortment selection problem, where in every round the retailer offers a subset (assortment) of $N$ substitutable products to a consumer, who selects one of these products according to a multinomial logit (MNL) choice…
Nonnegative Tucker Factorization (NTF) minimizes the euclidean distance or Kullback-Leibler divergence between the original data and its low-rank approximation which often suffers from grossly corruptions or outliers and the neglect of…
We study Off-Policy Evaluation (OPE) in contextual bandit settings with large action spaces. The benchmark estimators suffer from severe bias and variance tradeoffs. Parametric approaches suffer from bias due to difficulty specifying the…
In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…
The shift between the training and testing distributions is commonly due to sample selection bias, a type of bias caused by non-random sampling of examples to be included in the training set. Although there are many approaches proposed to…
We study a stylized dynamic assortment planning problem during a selling season of finite length $T$. At each time period, the seller offers an arriving customer an assortment of substitutable products and the customer makes the purchase…
Phase-Based Ranging (PBR) offers several advantages for estimating distances between wirelessly connected devices, including high accuracy over large distances and the removal of the need for antenna arrays at each transceiver. This study…
In recommender systems, users always choose the favorite items to rate, which leads to data missing not at random and poses a great challenge for unbiased evaluation and learning of prediction models. Currently, the doubly robust (DR)…
In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…
Distributionally Robust Optimisation (DRO) protects risk-averse decision-makers by considering the worst-case risk within an ambiguity set of distributions based on the empirical distribution or a model. To further guard against finite,…
Outlier detection and concept drift detection represent two challenges in data analysis. Most studies address these issues separately. However, joint detection mechanisms in regression remain underexplored, where the continuous nature of…