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We consider (robust) inference in the context of a factor model for tensor-valued sequences. We study the consistency of the estimated common factors and loadings space when using estimators based on minimising quadratic loss functions.…
Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…
The success of deep learning has inspired recent interests in applying neural networks in statistical inference. In this paper, we investigate the use of deep neural networks for nonparametric regression with measurement errors. We propose…
Confirmatory factor analysis (CFA) is a statistical method for identifying and confirming the presence of latent factors among observed variables through the analysis of their covariance structure. Compared to alternative factor models, CFA…
Randomization is a basis for the statistical inference of treatment effects without strong assumptions on the outcome-generating process. Appropriately using covariates further yields more precise estimators in randomized experiments. R. A.…
Survival analysis holds a crucial role across diverse disciplines, such as economics, engineering and healthcare. It empowers researchers to analyze both time-invariant and time-varying data, encompassing phenomena like customer churn,…
It\^{o} processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such It\^{o} processes. We are interested in the…
In the first part of this work, we develop a novel scheme for solving nonparametric regression problems. That is the approximation of possibly low regular and noised functions from the knowledge of their approximate values given at some…
This article presents an Analysis of Variance model for functional data that explicitly incorporates phase variability through a time-warping component, allowing for a unified approach to estimation and inference in presence of amplitude…
There exist many problem domains where the interpretability of neural network models is essential for deployment. Here we introduce a recurrent architecture composed of input-switched affine transformations - in other words an RNN without…
This article explores the generalized analysis-of-variance or ANOVA dimensional decomposition (ADD) for multivariate functions of dependent random variables. Two notable properties, stemming from weakened annihilating conditions, reveal…
In safety-critical deep learning applications robustness measurement is a vital pre-deployment phase. However, existing robustness verification methods are not sufficiently practical for deploying machine learning systems in the real world.…
Recurrent Neural Networks (RNNs) have achieved tremendous success in processing sequential data, yet understanding and analyzing their behaviours remains a significant challenge. To this end, many efforts have been made to extract finite…
Multivariate time-series anomaly detection, which is critical for identifying unexpected events, has been explored in the field of machine learning for several decades. However, directly applying these methods to data from forceful tool use…
We propose a novel nonparametric regression framework subject to the positive definiteness constraint. It offers a highly modular approach for estimating covariance functions of stationary processes. Our method can impose positive…
In this article, we propose a new nonparametric data analysis tool, which we call nonparametric modal regression, to investigate the relationship among interested variables based on estimating the mode of the conditional density of a…
This paper presents a data-driven receding horizon fault estimation method for additive actuator and sensor faults in unknown linear time-invariant systems, with enhanced robustness to stochastic identification errors. State-of-the-art…
Functional data analysis tools, such as function-on-function regression models, have received considerable attention in various scientific fields because of their observed high-dimensional and complex data structures. Several statistical…
We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear…
Most deep anomaly detection models are based on learning normality from datasets due to the difficulty of defining abnormality by its diverse and inconsistent nature. Therefore, it has been a common practice to learn normality under the…