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High-dimensional time series are a core ingredient of the statistical modeling toolkit, for which numerous estimation methods are known.But when observations are scarce or corrupted, the learning task becomes much harder.The question is:…

Signal Processing · Electrical Eng. & Systems 2022-05-06 Guillaume Dalle , Yohann de Castro

Estimating causal quantities traditionally relies on bespoke estimators tailored to specific assumptions. Recently proposed Causal Foundation Models (CFMs) promise a more unified approach by amortising causal discovery and inference in a…

Covariate shift occurs when the distribution of input features differs between the training and testing phases. In covariate shift, estimating an unknown function's moment is a classical problem that remains under-explored, despite its…

Machine Learning · Statistics 2025-07-01 Zhen Zhang , Xin Liu , Shaoli Wang , Jiaye Teng

We consider the problem of predicting a response $Y$ from a set of covariates $X$ when test and training distributions differ. Since such differences may have causal explanations, we consider test distributions that emerge from…

Methodology · Statistics 2021-08-19 Rune Christiansen , Niklas Pfister , Martin Emil Jakobsen , Nicola Gnecco , Jonas Peters

Sequential experimental design to discover interventions that achieve a desired outcome is a key problem in various domains including science, engineering and public policy. When the space of possible interventions is large, making an…

Machine Learning · Computer Science 2023-08-17 Jiaqi Zhang , Louis Cammarata , Chandler Squires , Themistoklis P. Sapsis , Caroline Uhler

Transfer learning has emerged as a powerful technique for improving the performance of machine learning models on new domains where labeled training data may be scarce. In this approach a model trained for a source task, where plenty of…

Machine Learning · Computer Science 2020-06-19 Seyed Mohammadreza Mousavi Kalan , Zalan Fabian , A. Salman Avestimehr , Mahdi Soltanolkotabi

Transfer learning for nonparametric regression is considered. We first study the non-asymptotic minimax risk for this problem and develop a novel estimator called the confidence thresholding estimator, which is shown to achieve the minimax…

Machine Learning · Statistics 2024-01-24 T. Tony Cai , Hongming Pu

Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…

Machine Learning · Computer Science 2024-11-05 Edwige Cyffers , Muni Sreenivas Pydi , Jamal Atif , Olivier Cappé

Learning behavioral patterns from observational data has been a de-facto approach to motion forecasting. Yet, the current paradigm suffers from two shortcomings: brittle under distribution shifts and inefficient for knowledge transfer. In…

Machine Learning · Computer Science 2022-04-06 Yuejiang Liu , Riccardo Cadei , Jonas Schweizer , Sherwin Bahmani , Alexandre Alahi

Robust causal discovery from observational data under imperfect prior knowledge remains a significant and largely unresolved challenge. Existing methods typically presuppose perfect priors or can only handle specific, pre-identified error…

Machine Learning · Computer Science 2025-11-11 Zidong Wang , Xi Lin , Chuchao He , Xiaoguang Gao

Learning representations that capture the underlying data generating process is a key problem for data efficient and robust use of neural networks. One key property for robustness which the learned representation should capture and which…

Machine Learning · Computer Science 2022-06-24 Mathieu Chevalley , Charlotte Bunne , Andreas Krause , Stefan Bauer

Data scarcity is a tremendous challenge in causal effect estimation. In this paper, we propose to exploit additional data sources to facilitate estimating causal effects in the target population. Specifically, we leverage additional source…

Machine Learning · Computer Science 2021-06-01 Thanh Vinh Vo , Pengfei Wei , Trong Nghia Hoang , Tze-Yun Leong

A sensor network is considered where a sequence of random variables is observed at each sensor. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some…

Statistics Theory · Mathematics 2014-08-21 Taposh Banerjee , Venugopal. V. Veeravalli

Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier…

Machine Learning · Computer Science 2018-04-10 Shayak Sen , Piotr Mardziel , Anupam Datta , Matthew Fredrikson

Transfer Learning aims to optimally aggregate samples from a target distribution, with related samples from a so-called source distribution to improve target risk. Multiple procedures have been proposed over the last two decades to address…

Machine Learning · Statistics 2025-04-29 Steve Hanneke , Samory Kpotufe

Active learning aims to develop label-efficient algorithms by querying the most representative samples to be labeled by a human annotator. Current active learning techniques either rely on model uncertainty to select the most uncertain…

Computer Vision and Pattern Recognition · Computer Science 2021-03-31 Sayna Ebrahimi , William Gan , Dian Chen , Giscard Biamby , Kamyar Salahi , Michael Laielli , Shizhan Zhu , Trevor Darrell

Large data sets often require performing distributed statistical estimation, with a full data set split across multiple machines and limited communication between machines. To study such scenarios, we define and study some refinements of…

Information Theory · Computer Science 2014-06-24 John C. Duchi , Michael I. Jordan , Martin J. Wainwright , Yuchen Zhang

Ensuring generalization to unseen environments remains a challenge. Domain shift can lead to substantially degraded performance unless shifts are well-exercised within the available training environments. We introduce a simple robust…

Machine Learning · Computer Science 2021-10-20 Yilun Xu , Tommi Jaakkola

We consider nonparametric regression under covariate shift, where we observe samples from both the target distribution and a related but distinct source distribution. We introduce a novel object, the transfer function, and show that…

Statistics Theory · Mathematics 2026-03-09 Petr Zamolodtchikov

Modern machine learning (ML) methods typically fail to adequately capture causal information. Consequently, such models do not handle data distributional shifts, are vulnerable to adversarial examples, and often learn spurious correlations.…

Quantum Physics · Physics 2026-01-27 Rishi Goel , Casey R. Myers , Sally Shrapnel