Related papers: Double robust inference for continuous updating GM…
We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…
This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…
This paper develops a consistent series-based specification test for semiparametric panel data models with fixed effects. The test statistic resembles the Lagrange Multiplier (LM) test statistic in parametric models and is based on a…
Walley's Imprecise Dirichlet Model (IDM) for categorical data overcomes several fundamental problems which other approaches to uncertainty suffer from. Yet, to be useful in practice, one needs efficient ways for computing the…
Nonparametric two-sample tests such as the Maximum Mean Discrepancy (MMD) are often used to detect differences between two distributions in machine learning applications. However, the majority of existing literature assumes that error-free…
The escalating threat of adversarial attacks on deep learning models, particularly in security-critical fields, has underscored the need for robust deep learning systems. Conventional robustness evaluations have relied on adversarial…
Performativity means that the deployment of a predictive model incentivizes agents to strategically adapt their behavior, thereby inducing a model-dependent distribution shift. Practitioners often repeatedly retrain the model on data…
Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…
We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…
We introduce a data-driven framework for approximating the convex set of $N$-representable two-electron reduced density matrices (2-RDMs). Traditional approaches characterize this set through linear matrix inequalities that define its…
Cyber-Physical Systems (CPS) in domains such as manufacturing and energy distribution generate complex time series data crucial for Prognostics and Health Management (PHM). While Deep Learning (DL) methods have demonstrated strong…
While Diffusion Language Models (DLMs) are theoretically well-suited for iterative refinement due to their non-causal structure, they often fail to reliably revise incorrect tokens in practice. The key challenge lies in the model's…
In many statistical and econometric applications, we gather individual samples from various interconnected populations that undeniably exhibit common latent structures. Utilizing a model that incorporates these latent structures for such…
In this paper, we propose an easy-to-implement residual-based specification testing procedure for detecting structural changes in factor models, which is powerful against both smooth and abrupt structural changes with unknown break dates.…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…
Logic provides a controlled testbed for evaluating LLM-based reasoners, yet standard SAT-style benchmarks often conflate surface difficulty (length, wording, clause order) with the structural phenomena that actually determine…
We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…
Many economic and causal parameters depend on nonparametric or high dimensional first steps. We give a general construction of locally robust/orthogonal moment functions for GMM, where moment conditions have zero derivative with respect to…
In safety-critical applications, machine learning models should generalize well under worst-case distribution shifts, that is, have a small robust risk. Invariance-based algorithms can provably take advantage of structural assumptions on…
Single-level reformulations of (non-convex) distributionally robust optimization (DRO) problems are often intractable, as they contain semiinfinite dual constraints. Based on such a semiinfinite reformulation, we present a safe…