Related papers: Whiteout: when do fixed-X knockoffs fail?
In recent years, there has been an explosion of research into developing more robust deep neural networks against adversarial examples. Adversarial training appears as one of the most successful methods. To deal with both the robustness…
In statistical prediction, classical approaches for model selection and model evaluation based on covariance penalties are still widely used. Most of the literature on this topic is based on what we call the "Fixed-X" assumption, where…
Causal effect estimation from observational data is an important and much studied research topic. The instrumental variable (IV) and local causal discovery (LCD) patterns are canonical examples of settings where a closed-form expression…
Empirical economists are often deterred from the application of fixed effects binary choice models mainly for two reasons: the incidental parameter problem and the computational challenge even in moderately large panels. Using the example…
We are developing a general framework for using learned Bayesian models for decision-theoretic control of search and reasoningalgorithms. We illustrate the approach on the specific task of controlling both general and domain-specific…
It is a common saying that testing for conditional independence, i.e., testing whether whether two random vectors $X$ and $Y$ are independent, given $Z$, is a hard statistical problem if $Z$ is a continuous random variable (or vector). In…
The traditional framework for feature selection treats all features as costing the same amount. However, in reality, a scientist often has considerable discretion regarding which variables to measure, and the decision involves a tradeoff…
When facing time-variant problems in analog computing, the desirable RNN design requires finite-time convergence and robustness with respect to various types of uncertainties, due to the time-variant nature and difficulties in…
Denoising by frame thresholding is one of the most basic and efficient methods for recovering a discrete signal or image from data that are corrupted by additive Gaussian white noise. The basic idea is to select a frame of analyzing…
In this paper, we consider the problem of learning models with a latent factor structure. The focus is to find what is possible and what is impossible if the usual strong factor condition is not imposed. We study the minimax rate and…
It is a common phenomenon that for high-dimensional and nonparametric statistical models, rate-optimal estimators balance squared bias and variance. Although this balancing is widely observed, little is known whether methods exist that…
Discrete and especially binary random variables occur in many machine learning models, notably in variational autoencoders with binary latent states and in stochastic binary networks. When learning such models, a key tool is an estimator of…
Deciding feasibility of large systems of linear equations and inequalities is one of the most fundamental algorithmic tasks. However, due to data inaccuracies or modeling errors, in practical applications one often faces linear systems that…
In data analysis problems where we are not able to rely on distributional assumptions, what types of inference guarantees can still be obtained? Many popular methods, such as holdout methods, cross-validation methods, and conformal…
Randomized smoothing is a technique for providing provable robustness guarantees against adversarial attacks while making minimal assumptions about a classifier. This method relies on taking a majority vote of any base classifier over…
Given $d \ge 1$, let $(A_i)_{i\ge 1}$ be a sequence of random $d\times d$ real matrices and $Q$ be a random vector in $\mathbb{R}^d$. We consider fixed points of multivariate smoothing transforms, i.e. random variables $X\in \mathbb{R}^d$…
Suppose that a data analyst wishes to report the results of a least squares linear regression only if the overall null hypothesis, $H_0^{1:p}: \beta_1= \beta_2 = \ldots = \beta_p=0$, is rejected. This practice, which we refer to as…
Text classifiers have promising applications in high-stake tasks such as resume screening and content moderation. These classifiers must be fair and avoid discriminatory decisions by being invariant to perturbations of sensitive attributes…
In practical situations, most experimental designs often yield unbalanced data which have different numbers of observations per unit because of cost constraints, or missing data, etc. In this paper, we consider the Bayesian approach to…
Fairwashing refers to the risk that an unfair black-box model can be explained by a fairer model through post-hoc explanation manipulation. In this paper, we investigate the capability of fairwashing attacks by analyzing their…