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We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

We give a Markov chain based algorithm for sampling almost uniform solutions of constraint satisfaction problems (CSPs). Assuming a canonical setting for the Lov\'asz local lemma, where each constraint is violated by a small number of…

Data Structures and Algorithms · Computer Science 2021-04-13 Weiming Feng , Kun He , Yitong Yin

The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…

Methodology · Statistics 2018-03-15 Fabian Dunker , Konstantin Eckle , Katharina Proksch , Johannes Schmidt-Hieber

In additive models with many nonparametric components, a number of regularized estimators have been proposed and proven to attain various error bounds under different combinations of sparsity and fixed smoothness conditions. Some of these…

Statistics Theory · Mathematics 2020-11-16 Yisha Yao , Cun-Hui Zhang

Accurate detection of the cosmological 21-cm global signal requires galactic foreground models which can remove power over ~$10^6$. Although foreground and global signal models unavoidably exhibit overlap in their vector-spaces inducing…

Cosmology and Nongalactic Astrophysics · Physics 2023-10-31 Joshua J. Hibbard , David Rapetti , Jack O. Burns , Nivedita Mahesh , Neil Bassett

In supervised learning, automatically assessing the quality of the labels before any learning takes place remains an open research question. In certain particular cases, hypothesis testing procedures have been proposed to assess whether a…

Machine Learning · Computer Science 2023-12-19 Weisong Yang , Rafael Poyiadzi , Niall Twomey , Raul Santos Rodriguez

It can be difficult to assess the quality of a fitted model when facing unsupervised learning problems. Latent variable models, such as variation autoencoders and Gaussian mixture models, are often trained with likelihood-based approaches.…

Machine Learning · Computer Science 2023-06-16 Cédric Beaulac

Randomized experiments are the gold standard for estimating the average treatment effect (ATE). While covariate adjustment can reduce the asymptotic variances of the unbiased Horvitz-Thompson estimators for the ATE, it suffers from…

Methodology · Statistics 2025-08-22 Xin Lu , Lei Shi , Hanzhong Liu , Peng Ding

This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…

Statistics Theory · Mathematics 2025-02-11 Jaimin Shah , Martina Cardone , Cynthia Rush , Alex Dytso

Contrastive learning -- a modern approach to extract useful representations from unlabeled data by training models to distinguish similar samples from dissimilar ones -- has driven significant progress in foundation models. In this work, we…

Machine Learning · Statistics 2025-10-15 Licong Lin , Song Mei

In generalized extreme value model for the r largest order statistics, denoted by rGEV, the selection of r is critical. The existing entropy difference test for selecting r is applicable to large sample. Another existing method (the score…

Methodology · Statistics 2026-03-02 Yire Shin , Jihong Park , Jeong-Soo Park

In many real world applications of machine learning, models have to meet certain domain-based requirements that can be expressed as constraints (e.g., safety-critical constraints in autonomous driving systems). Such constraints are often…

Machine Learning · Computer Science 2022-06-20 Kshitij Goyal , Sebastijan Dumancic , Hendrik Blockeel

This work is concerned with nonparametric goodness-of-fit testing in the context of nonlinear inverse problems with random observations. Bayesian posterior distributions based upon a Gaussian process prior distribution are proven to…

Statistics Theory · Mathematics 2026-02-11 Remo Kretschmann , Han Cheng Lie

This study develops a framework for testing hypotheses on structural parameters in incomplete models. Such models make set-valued predictions and hence do not generally yield a unique likelihood function. The model structure, however,…

Econometrics · Economics 2019-12-03 Hiroaki Kaido , Yi Zhang

We consider the problem of quantifying the quality of a model selection problem for a graphical model. We discuss this by formulating the problem as a detection problem. Model selection problems usually minimize a distance between the…

Information Theory · Computer Science 2017-10-19 Navid Tafaghodi Khajavi , Anthony Kuh

A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…

Methodology · Statistics 2010-04-27 Jean-Baptiste Aubin , Samuela Leoni-Aubin

We propose a new one-sample test for normality in a Reproducing Kernel Hilbert Space (RKHS). Namely, we test the null-hypothesis of belonging to a given family of Gaussian distributions. Hence our procedure may be applied either to test…

Statistics Theory · Mathematics 2015-07-13 Jérémie Kellner , Alain Celisse

In a well-calibrated risk prediction model, the average predicted probability is close to the true event rate for any given subgroup. Such models are reliable across heterogeneous populations and satisfy strong notions of algorithmic…

Machine Learning · Computer Science 2023-07-31 Jean Feng , Alexej Gossmann , Romain Pirracchio , Nicholas Petrick , Gene Pennello , Berkman Sahiner

Finding an unconstrained and statistically interpretable reparameterization of a covariance matrix is still an open problem in statistics. Its solution is of central importance in covariance estimation, particularly in the recent…

Methodology · Statistics 2012-02-09 Mohsen Pourahmadi

The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…

Statistics Theory · Mathematics 2014-08-27 Olga Klopp , Jean Lafond , Eric Moulines , Joseph Salmon