Related papers: A Locally Adaptive Shrinkage Approach to False Sel…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
Selectivity estimation aims at estimating the number of database objects that satisfy a selection criterion. Answering this problem accurately and efficiently is essential to many applications, such as density estimation, outlier detection,…
Under normality and homoscedasticity assumptions, Linear Discriminant Analysis (LDA) is known to be optimal in terms of minimising the Bayes error for binary classification. In the heteroscedastic case, LDA is not guaranteed to minimise…
It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…
As an important problem in modern data analytics, classification has witnessed varieties of applications from different domains. Different from conventional classification approaches, fair classification concerns the issues of unintentional…
Recent methods for long-tailed instance segmentation still struggle on rare object classes with few training data. We propose a simple yet effective method, Feature Augmentation and Sampling Adaptation (FASA), that addresses the data…
The fused lasso is an important method for signal processing when the hidden signals are sparse and blocky. It is often used in combination with the squared loss function. However, the squared loss is not suitable for heavy tail error…
Controlling the False Discovery Rate (FDR) in a variable selection procedure is critical for reproducible discoveries, and it has been extensively studied in sparse linear models. However, it remains largely open in scenarios where the…
Multi-agent reinforcement Learning (MARL) is often challenged by the sight range dilemma, where agents either receive insufficient or excessive information from their environment. In this paper, we propose a novel method, called Dynamic…
The focus of this paper is to extend Fisher's linear discriminant analysis (LDA) to both densely re-corded functional data and sparsely observed longitudinal data for general $c$-category classification problems. We propose an efficient…
Feature selection is a critical task in machine learning and statistics. However, existing feature selection methods either (i) rely on parametric methods such as linear or generalized linear models, (ii) lack theoretical false discovery…
Some recent papers have extended the concept of finite-time stability (FTS) to the context of 2D linear systems, where it has been referred to as finite-region stability (FRS). FRS methodologies make even more sense than the classical FTS…
Distributionally Robust Supervised Learning (DRSL) is necessary for building reliable machine learning systems. When machine learning is deployed in the real world, its performance can be significantly degraded because test data may follow…
This paper presents adaptive conformal selection (ACS), an interactive framework for model-free selection with guaranteed error control. Building on conformal selection (Jin and Cand\`es, 2023b), ACS generalizes the approach to support…
The dominant approach to generating from language models subject to some constraint is locally constrained decoding (LCD), incrementally sampling tokens at each time step such that the constraint is never violated. Typically, this is…
We revisit the adaptive Lasso as well as the thresholded Lasso with refitting, in a high-dimensional linear model, and study prediction error, $\ell_q$-error ($q \in \{1, 2 \} $), and number of false positive selections. Our theoretical…
Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…
Large Reasoning Language Models (LRLMs or LRMs) demonstrate remarkable capabilities in complex reasoning tasks, but suffer from significant computational inefficiencies due to overthinking phenomena. Existing efficient reasoning methods…
We introduce a novel method for sparse regression and variable selection, which is inspired by modern ideas in multiple testing. Imagine we have observations from the linear model y = X beta + z, then we suggest estimating the regression…
For high-dimensional classification, it is well known that naively performing the Fisher discriminant rule leads to poor results due to diverging spectra and noise accumulation. Therefore, researchers proposed independence rules to…