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We develop and analyze a principled approach to kernel ridge regression under covariate shift. The goal is to learn a regression function with small mean squared error over a target distribution, based on unlabeled data from there and…
Regression trees are a popular machine learning algorithm that fit piecewise constant models by recursively partitioning the predictor space. This paper focuses on statistical inference for a data-dependent model obtained from a fitted…
Computerized Adaptive Testing (CAT) has proven effective for efficient LLM evaluation on multiple-choice benchmarks, but modern LLM evaluation increasingly relies on generation tasks where outputs are scored continuously rather than marked…
Automatic target recognition (ATR) is an important use case for synthetic aperture radar (SAR) image interpretation. Recent years have seen significant advancements in SAR ATR technology based on semi-supervised learning. However, existing…
The subject of tail estimation for randomly censored data from a heavy tailed distribution receives growing attention, motivated by applications for instance in actuarial statistics. The bias of the available estimators of the extreme value…
This paper considers doing quantile regression on censored data using neural networks (NNs). This adds to the survival analysis toolkit by allowing direct prediction of the target variable, along with a distribution-free characterisation of…
Survival random forest is a popular machine learning tool for modeling censored survival data. However, there is currently no statistically valid and computationally feasible approach for estimating its confidence band. This paper proposes…
Accurate value estimates are important for off-policy reinforcement learning. Algorithms based on temporal difference learning typically are prone to an over- or underestimation bias building up over time. In this paper, we propose a…
Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…
The semiparametric accelerated failure time (AFT) model offers a direct and interpretable alternative to the Cox proportional hazards model, yet practical diagnostic tools for this framework remain limited. We introduce afttest, an R…
Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…
When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…
Click-through rate (CTR) prediction plays an indispensable role in online platforms. Numerous models have been proposed to capture users' shifting preferences by leveraging user behavior sequences. However, these historical sequences often…
We consider the problem of non-parametric regression with a potentially large number of covariates. We propose a convex, penalized estimation framework that is particularly well-suited for high-dimensional sparse additive models. The…
In this paper, we study a novel approach for the estimation of quantiles when facing potential right censoring of the responses. Contrary to the existing literature on the subject, the adopted strategy of this paper is to tackle censoring…
The linear regression model cannot be fitted to high-dimensional data, as the high-dimensionality brings about empirical non-identifiability. Penalized regression overcomes this non-identifiability by augmentation of the loss function by a…
Learning causal effects of a binary exposure on time-to-event endpoints can be challenging because survival times may be partially observed due to censoring and systematically biased due to truncation. In this work, we present debiased…
Traditional statistical and machine learning methods typically assume that the training and test data follow the same distribution. However, this assumption is frequently violated in real-world applications, where the training data in the…
Databases derived from electronic health records (EHRs) are commonly subject to left truncation, a type of selection bias induced due to patients needing to survive long enough to satisfy certain entry criteria. Standard methods to adjust…
Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…