Related papers: Dyson Equation for Correlated Linearizations and T…
Generating high quality uncertainty estimates for sequential regression, particularly deep recurrent networks, remains a challenging and open problem. Existing approaches often make restrictive assumptions (such as stationarity) yet still…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
Standard methods in non-linear analysis are used to show that there exists a parabolic branching of solutions of the Lichnerowicz-York equation with an unscaled source. We also apply these methods to the extended conformal thin sandwich…
When working with textual data, a natural application of disentangled representations is fair classification where the goal is to make predictions without being biased (or influenced) by sensitive attributes that may be present in the data…
In self-supervised representation learning, a common idea behind most of the state-of-the-art approaches is to enforce the robustness of the representations to predefined augmentations. A potential issue of this idea is the existence of…
In this study, we propose a test for the coefficient randomness in autoregressive models where the autoregressive coefficient is local to unity, which is empirically relevant given the results of earlier studies. Under this specification,…
We study the theoretical behavior of denoising score matching--the learning task associated to diffusion models--when the data distribution is supported on a low-dimensional manifold and the score is parameterized using a random feature…
Image restoration problems are often ill-posed, leading to significant uncertainty in reconstructed images. Accurately quantifying this uncertainty is essential for the reliable interpretation of reconstructed images. However, image…
Nonparametric regression problems with qualitative constraints such as monotonicity or convexity are ubiquitous in applications. For example, in predicting the yield of a factory in terms of the number of labor hours, the monotonicity of…
In survival analysis, estimating the conditional survival function given predictors is often of interest. There is a growing trend in the development of deep learning methods for analyzing censored time-to-event data, especially when…
In this study, novel exact solutions of the Duffing equation with their phase portraits have been proposed and reasoned. It is shown that phase trajectories are initially elliptical and become distorted in the unstable area within the…
Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…
We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…
We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…
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…
In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not…
This paper investigates the errors of the solutions as well as the shadowing property of a class of nonlinear differential equations which possess unique solutions on a certain interval for any admissible initial conditions. The class of…
The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…
In this paper we introduce and study a new feature-preserving nonlinear anisotropic diffusion for denoising signals. The proposed partial differential equation is based on a novel diffusivity coefficient that uses a nonlocal automatically…