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Accurately predicting the time of occurrence of an event of interest is a critical problem in longitudinal data analysis. One of the main challenges in this context is the presence of instances whose event outcomes become unobservable after…
We study statistical inference for small-noise-perturbed multiscale dynamical systems under the assumption that we observe a single time series from the slow process only. We construct estimators for both averaging and homogenization…
Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…
We consider the question of distribution testing (specifically, uniformity and closeness testing) in the streaming setting, \ie under stringent memory constraints. We improve on the results of Diakonikolas, Gouleakis, Kane, and Rao (2019)…
This paper surveys recent developments at the intersection of operator learning, statistical learning theory, and approximation theory. First, it reviews error bounds for empirical risk minimization with a focus on holomorphic operators and…
Epidemiologists have a growing interest in employing computational approaches to solve analytic problems, with simulation being arguably the most accessible among all approaches. While previous literature discussed the utility of simulation…
As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…
Neural networks are becoming increasingly popular in applications, but our mathematical understanding of their potential and limitations is still limited. In this paper, we further this understanding by developing statistical guarantees for…
To model modern large-scale datasets, we need efficient algorithms to infer a set of $P$ unknown model parameters from $N$ noisy measurements. What are fundamental limits on the accuracy of parameter inference, given finite signal-to-noise…
Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…
We consider the residual empirical process in random design regression with long memory errors. We establish its limiting behaviour, showing that its rates of convergence are different from the rates of convergence for to the empirical…
This chapter reviews the microeconometrics literature on partial identification, focusing on the developments of the last thirty years. The topics presented illustrate that the available data combined with credible maintained assumptions…
Although statistical learning theory provides a robust framework to understand supervised learning, many theoretical aspects of deep learning remain unclear, in particular how different architectures may lead to inductive bias when trained…
Consider a star network where each local node possesses a set of test statistics that exhibit a symmetric distribution around zero when their corresponding null hypothesis is true. This paper investigates statistical inference problems in…
Multi-task learning is frequently used to model a set of related response variables from the same set of features, improving predictive performance and modeling accuracy relative to methods that handle each response variable separately.…
Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…
We study the problem of modeling and inference for spatio-temporal count processes. Our approach uses parsimonious parameterisations of multivariate autoregressive count time series models, including possible regression on covariates. We…
Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…
Learning-based and data-driven techniques have recently become a subject of primary interest in the field of reconstruction and regularization of inverse problems. Besides the development of novel methods, yielding excellent results in…
An adversarial bandit problem with memory constraints is studied where only the statistics of a subset of arms can be stored. A hierarchical learning policy that requires only a sublinear order of memory space in terms of the number of arms…