Related papers: Deep Learning-Based Estimation and Goodness-of-Fit…
We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…
In recent years, deep learning models have demonstrated remarkable success in various domains, such as computer vision, natural language processing, and speech recognition. However, the generalization capabilities of these models can be…
This research explores the reliability of deep learning, specifically Long Short-Term Memory (LSTM) networks, for estimating the Hurst parameter in fractional stochastic processes. The study focuses on three types of processes: fractional…
While precise data observation is essential for the learning processes of predictive models, it can be challenging owing to factors such as insufficient observation accuracy, high collection costs, and privacy constraints. In this paper, we…
We propose a general framework for interactively learning models, such as (binary or non-binary) classifiers, orderings/rankings of items, or clusterings of data points. Our framework is based on a generalization of Angluin's equivalence…
We study the estimation of a high dimensional approximate factor model in the presence of both cross sectional dependence and heteroskedasticity. The classical method of principal components analysis (PCA) does not efficiently estimate the…
Understanding the contribution of individual features in predictive models remains a central goal in interpretable machine learning, and while many model-agnostic methods exist to estimate feature importance, they often fall short in…
Based on the user-item bipartite network, collaborative filtering (CF) recommender systems predict users' interests according to their history collections, which is a promising way to solve the information exploration problem. However, CF…
Deep artificial neural networks show high predictive performance in many fields, but they do not afford statistical inferences and their black-box operations are too complicated for humans to comprehend. Because positing that a relationship…
Explainable Artificial Intelligence (XAI) is increasingly essential as AI systems are deployed in critical fields such as healthcare and finance, offering transparency into AI-driven decisions. Two major XAI paradigms, counterfactual…
This paper proposes a novel two-step strategy for testing the goodness-of-fit of parametric regression models in ultra-high dimensional sparse settings, where the predictor dimension far exceeds the sample size. This regime usually renders…
Survival analysis is complicated by censored data, high-dimensional features, and non-linear interactions. Classical models offer interpretability and superior calibration but are restricted to linear or predefined functional forms, while…
The increment ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2007) for estimating the memory parameter either of a stationary or an increment stationary Gaussian process. Here three extensions are proposed in…
The popularity of deep learning methods in the time series domain boosts interest in interpretability studies, including counterfactual (CF) methods. CF methods identify minimal changes in instances to alter the model predictions. Despite…
Learning sophisticated feature interactions behind user behaviors is critical in maximizing CTR for recommender systems. Despite great progress, existing methods seem to have a strong bias towards low- or high-order interactions, or require…
Computer vision is difficult, partly because the desired mathematical function connecting input and output data is often complex, fuzzy and thus hard to learn. Coarse-to-fine (C2F) learning is a promising direction, but it remains unclear…
We propose a novel deep learning method which combines classical regularization with data augmentation for estimating myelin water fraction (MWF) in the brain via biexponential analysis. Our aim is to design an accurate deep learning…
We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…
Collaborative filtering (CF) has become a popular method for developing recommender systems (RSs) where ratings of a user for new items are predicted based on her past preferences and available preference information of other users. Despite…
While local basis function (LBF) estimation algorithms, commonly used for identifying/tracking systems with time-varying parameters, demonstrate good performance under the assumption of normally distributed measurement noise, the estimation…