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We consider the framework of non-stationary stochastic optimization [Besbes et al, 2015] with squared error losses and noisy gradient feedback where the dynamic regret of an online learner against a time varying comparator sequence is…

We study inference for linear quantile regression with two-way clustered data. Using a separately exchangeable array framework and a projection decomposition of the quantile score, we characterize regime-dependent convergence rates and…

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

We derive new variance formulas for inference on a general class of estimands of causal average treatment effects in a Randomized Control Trial (RCT). We generalize Robins (1988) and show that when the estimand of interest is the Sample…

The superior performance of object detectors is often established under the condition that the test samples are in the same distribution as the training data. However, in many practical applications, out-of-distribution (OOD) instances are…

Shape estimation and object reconstruction are common problems in image analysis. Mathematically, viewing objects in the image plane as random sets reduces the problem of shape estimation to inference about sets. Currently existing…

It has previously been shown that ordinary least squares can be used to estimate the coefficients of the single-index model under only mild conditions. However, the estimator is non-robust leading to poor estimates for some models. In this…

Set-valued classification, a new classification paradigm that aims to identify all the plausible classes that an observation belongs to, can be obtained by learning the acceptance regions for all classes. Many existing set-valued…

Evaluating blocked randomized experiments from a potential outcomes perspective has two primary branches of work. The first focuses on larger blocks, with multiple treatment and control units in each block. The second focuses on matched…

The classical paradigm of scoring rules is to discriminate between two different forecasts by comparing them with observations. The probability distribution of the observed record is assumed to be perfect as a verification benchmark. In…

There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…

Fairness-aware learning is a novel framework for classification tasks. Like regular empirical risk minimization (ERM), it aims to learn a classifier with a low error rate, and at the same time, for the predictions of the classifier to be…

In this paper we propose a new regression interpretation of the Cholesky factor of the covariance matrix, as opposed to the well known regression interpretation of the Cholesky factor of the inverse covariance, which leads to a new class of…

We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means or medians of the random variables belonging to a non-empty, bounded interval; (ii) the means or medians of the random…

The one-class classification problem is a well-known research endeavor in pattern recognition. The problem is also known under different names, such as outlier and novelty/anomaly detection. The core of the problem consists in modeling and…

We develop a pseudo-likelihood theory for rank one matrix estimation problems in the high dimensional limit. We prove a variational principle for the limiting pseudo-maximum likelihood which also characterizes the performance of the…

Machine learning methods must be trusted to make appropriate decisions in real-world environments, even when faced with out-of-distribution (OOD) samples. Many current approaches simply aim to detect OOD examples and alert the user when an…

Learning in models with discrete latent variables is challenging due to high variance gradient estimators. Generally, approaches have relied on control variates to reduce the variance of the REINFORCE estimator. Recent work (Jang et al.…

This paper focuses on exploring the sparsity of the inverse covariance matrix $\bSigma^{-1}$, or the precision matrix. We form blocks of parameters based on each off-diagonal band of the Cholesky factor from its modified Cholesky…

Machine learning models often generalize poorly to out-of-distribution (OOD) data as a result of relying on features that are spuriously correlated with the label during training. Recently, the technique of Invariant Risk Minimization (IRM)…