Related papers: Inference on Time Series Nonparametric Conditional…

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Causal and nonparametric estimands in economics and biostatistics can often be viewed as the mean of a linear functional applied to an unknown outcome regression function. Naively learning the regression function and taking a sample mean of…

A novel estimation approach for a general class of semi-parametric multivariate time series models is introduced where the conditional mean is modeled through parametric functions. The focus of the estimation is the conditional mean…

We develop a nonparametric extension of the sequential generalized likelihood ratio (GLR) test and corresponding time-uniform confidence sequences for the mean of a univariate distribution. By utilizing a geometric interpretation of the GLR…

A dimension reduction method based on the "Nonlinear Level set Learning" (NLL) approach is presented for the pointwise prediction of functions which have been sparsely sampled. Leveraging geometric information provided by the Implicit…

State-space models provide an important body of techniques for analyzing time-series, but their use requires estimating unobserved states. The optimal estimate of the state is its conditional expectation given the observation histories, and…

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…

Inference tasks in signal processing are often characterized by the availability of reliable statistical modeling with some missing instance-specific parameters. One conventional approach uses data to estimate these missing parameters and…

This paper analyzes a new regularized learning scheme for high dimensional partially linear support vector machine. The proposed approach consists of an empirical risk and the Lasso-type penalty for linear part, as well as the standard…

Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences…

Representations of the world environment play a crucial role in artificial intelligence. It is often inefficient to conduct reasoning and inference directly in the space of raw sensory representations, such as pixel values of images.…

We develop a general assumption-lean framework for constructing uniformly valid confidence sets for functionals defined by moment equalities, referred to as $Z$-functionals. Our approach combines self-normalized statistics with a test…

Many recent theoretical works on \emph{meta-learning} aim to achieve guarantees in leveraging similar representational structures from related tasks towards simplifying a target task. The main aim of theoretical guarantees on the subject is…

Recent state-of-the-art artificial agents lack the ability to adapt rapidly to new tasks, as they are trained exclusively for specific objectives and require massive amounts of interaction to learn new skills. Meta-reinforcement learning…

In the last few decades, the study of ordinal data in which the variable of interest is not exactly observed but only known to be in a specific ordinal category has become important. In Psychometrics such variables are analysed under the…

The following learning problem arises naturally in various applications: Given a finite sample from a categorical or count time series, can we learn a function of the sample that (nearly) maximizes the probability of correctly guessing the…

Signal-agnostic data exploration based on machine learning could unveil very subtle statistical deviations of collider data from the expected Standard Model of particle physics. The beneficial impact of a large training sample on machine…

In this paper, we derive rates of convergence in the high-dimensional central limit theorem for Polyak--Ruppert averaged iterates generated by entropy-regularized asynchronous Q-learning with linear function approximation and a polynomial…