Related papers: Robust Variable Selection and Estimation Via Adapt…

In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ between two sub-populations. We develop $\ell_1$-penalized estimators of both regression coefficients and the threshold…

Regression problems are traditionally analyzed via univariate characteristics like the regression function, scale function and marginal density of regression errors. These characteristics are useful and informative whenever the association…

Neural networks achieve outstanding accuracy in classification and regression tasks. However, understanding their behavior still remains an open challenge that requires questions to be addressed on the robustness, explainability and…

In this paper, we develop a new sequential regression modeling approach for data streams. Data streams are commonly found around us, e.g in a retail enterprise sales data is continuously collected every day. A demand forecasting model is an…

The paper introduces structured machine learning regressions for heavy-tailed dependent panel data potentially sampled at different frequencies. We focus on the sparse-group LASSO regularization. This type of regularization can take…

In this paper, we extend the existing double linear policy by incorporating time-varying weights instead of constant weights and study a certain robustness property, called robust positive expectation (RPE), in a discrete-time setting. We…

We construct and analyze an estimator of association between random variables based on their similarity in both direction and magnitude. Under special conditions, the proposed measure becomes a robust and consistent estimator of the linear…

Considering censored outcomes in survival analysis can lead to quite complex results in the model setting of causal inference. Causal inference has attracted a lot of attention over the past few years, but little research has been done on…

Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Multi-agent collaboration has emerged as a powerful paradigm for enhancing the reasoning capabilities of large language models, yet it suffers from interaction-level ambiguity that blurs generation, critique, and revision, making credit…

In artificial neural networks, learning from data is a computationally demanding task in which a large number of connection weights are iteratively tuned through stochastic-gradient-based heuristic processes over a cost-function. It is not…

This paper addresses the problem of providing robust estimators under a functional logistic regression model. Logistic regression is a popular tool in classification problems with two populations. As in functional linear regression,…

This paper proposes a novel non-parametric multidimensional convex regression estimator which is designed to be robust to adversarial perturbations in the empirical measure. We minimize over convex functions the maximum (over Wasserstein…

In this paper, we consider a linear regression model with AR(p) error terms with the assumption that the error terms have a t distribution as a heavy tailed alternative to the normal distribution. We obtain the estimators for the model…

While significant progress has been made in specifying neural networks capable of representing uncertainty, deep networks still often suffer from overconfidence and misaligned predictive distributions. Existing approaches for measuring this…

In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments, and…

Reinforcement learning (RL) has become an effective way to improve prompt alignment and perceptual quality in diffusion and flow-matching generators. A critical step for applying online RL to flow matching is turning the deterministic…

High-dimensional linear regression is a fundamental tool in modern statistics, particularly when the number of predictors exceeds the sample size. The classical Lasso, which relies on the squared loss, performs well under Gaussian noise…

In high-dimensional data settings where $p\gg n$, many penalized regularization approaches were studied for simultaneous variable selection and estimation. However, with the existence of covariates with weak effect, many existing variable…