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Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…
In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…
We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…
In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…
Unsupervised learning has recently significantly gained in popularity, especially with deep learning-based approaches. Despite numerous successes and approaching supervised-level performance on a variety of academic benchmarks, it is still…
Deep representation learning is a crucial procedure in multimedia analysis and attracts increasing attention. Most of the popular techniques rely on convolutional neural network and require a large amount of labeled data in the training…
While deep learning models have shown remarkable performance in various tasks, they are susceptible to learning non-generalizable spurious features rather than the core features that are genuinely correlated to the true label. In this…
In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…
This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…
A novel semi-supervised learning technique is introduced based on a simple iterative learning cycle together with learned thresholding techniques and an ensemble decision support system. State-of-the-art model performance and increased…
Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or…
Neural networks have become a prominent approach to solve inverse problems in recent years. Amongst the different existing methods, the Deep Image/Inverse Priors (DIPs) technique is an unsupervised approach that optimizes a highly…
We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…
In the context of regressing a response $Y$ on a predictor $X$, we consider estimating the local modes of the distribution of $Y$ given $X=x$ when $X$ is prone to measurement error. We propose two nonparametric estimation methods, with one…
In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given…
Two-sample feature selection is the problem of finding features that describe a difference between two probability distributions, which is a ubiquitous problem in both scientific and engineering studies. However, existing methods have…
We develop an unsupervised, nonparametric, and scalable statistical learning method for detection of unknown objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that…
Unsupervised machine learning is a cornerstone of artificial intelligence as it provides algorithms capable of learning tasks, such as classification of data, without explicit human assistance. We present an unsupervised deep learning…
We propose a deep supervised learning algorithm based on low-discrepancy sequences as the training set. By a combination of theoretical arguments and extensive numerical experiments we demonstrate that the proposed algorithm significantly…
Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…