Related papers: Uniform Inference on High-dimensional Spatial Pane…
We introduce a flexible framework for making inferences about general linear forms of a large matrix based on noisy observations of a subset of its entries. In particular, under mild regularity conditions, we develop a universal procedure…
We conjecture that the inherent difference in generalisation between adaptive and non-adaptive gradient methods in deep learning stems from the increased estimation noise in the flattest directions of the true loss surface. We demonstrate…
Longitudinal or panel data can be represented as a matrix with rows indexed by units and columns indexed by time. We consider inferential questions associated with the missing data version of panel data induced by staggered adoption. We…
In this paper, we develop a multi-step estimation procedure to simultaneously estimate the varying-coefficient functions using a local-linear generalized method of moments (GMM) based on continuous moment conditions. To incorporate spatial…
This work proposes a semantic segmentation network that produces high-quality uncertainty estimates in a single forward pass. We exploit general representations from foundation models and unlabelled datasets through a Masked Image Modeling…
We study high-dimensional two-sample mean comparison and address the curse of dimensionality through data-adaptive projections. Leveraging the low-dimensional and localized signal structures commonly seen in single-cell genomics data, our…
In social networks, neighborhood is crucial for understanding individual behavior in response to environments, and thus it is essential to analyze an individual's local perspective within the global network. This paper studies how to…
Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures. We provide results for uniform inference on high-dimensional graphical models…
This paper studies high-dimensional regression with two-way structured data. To estimate the high-dimensional coefficient vector, we propose the generalized matrix decomposition regression (GMDR) to efficiently leverage any auxiliary…
This work introduces a novel two-stage distributed framework to globally estimate constant parameters in a networked system, separating shared information from local estimation. The first stage uses dynamic average consensus to aggregate…
State space models (SSMs) are a flexible approach to modeling complex time series. However, inference in SSMs is often computationally prohibitive for long time series. Stochastic gradient MCMC (SGMCMC) is a popular method for scalable…
This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…
Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…
Panel data allows for the modeling of unobserved heterogeneity, significantly raising the number of nuisance parameters and making high dimensionality a practical issue. Meanwhile, temporal and cross-sectional dependence in panel data…
We present $\Gamma$-nets, a method for generalizing value function estimation over timescale. By using the timescale as one of the estimator's inputs we can estimate value for arbitrary timescales. As a result, the prediction target for any…
The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…
In this paper, deep neural network (DNN) is integrated with spatial modulation-orthogonal frequency division multiplexing (SM-OFDM) technique for end-to-end data detection over Rayleigh fading channel. This proposed system directly…
We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…
The exponential growth in data sizes and storage costs has brought considerable challenges to the data science community, requiring solutions to run learning methods on such data. While machine learning has scaled to achieve predictive…
Neural networks in general, from MLPs and CNNs to attention-based Transformers, are constructed from layers of linear combinations followed by nonlinear operations such as ReLU, Sigmoid, or Softmax. Despite their strength, these…