Related papers: Optimal Nonparametric Inference on Network Effects…
Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed (i.i.d.) $d\times d$ real random matrices. For $n\geq 1$ set $G_n = g_n \ldots g_1$. Given any starting point $x=\mathbb R v\in\mathbb{P}^{d-1}$, consider the…
Given a weakly dependent stationary process, we describe the transition between a Berry-Esseen bound and a second order Edgeworth expansion in terms of the Berry-Esseen characteristic. This characteristic is sharp: We show that Edgeworth…
We present a machine learning approach for model-independent new physics searches. The corresponding algorithm is powered by recent large-scale implementations of kernel methods, nonparametric learning algorithms that can approximate any…
Statistical inference based on lossy or incomplete samples is often needed in research areas such as signal/image processing, medical image storage, remote sensing, signal transmission. In this paper, we propose a nonparametric testing…
We introduce a framework for Bayesian experimental design (BED) with implicit models, where the data-generating distribution is intractable but sampling from it is still possible. In order to find optimal experimental designs for such…
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…
We propose a kernel-based nonparametric framework for mean-variance optimization that enables inference on economically motivated shape constraints in finance, including positivity, monotonicity, and convexity. Many central hypotheses in…
We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…
In the emerging paradigm of edge learning, neural networks (NNs) are partitioned across distributed edge devices that collaboratively perform inference via wireless transmission. However, deploying NNs for edge inference over wireless…
This paper studies optimal hypothesis testing for nonregular econometric models with parameter-dependent support. We consider both one-sided and two-sided hypothesis testing and develop asymptotically uniformly most powerful tests based on…
This work initiates a systematic investigation of testing high-dimensional structured distributions by focusing on testing Bayesian networks -- the prototypical family of directed graphical models. A Bayesian network is defined by a…
This paper establishes bounds on the performance of empirical risk minimization for large-dimensional linear regression. We generalize existing results by allowing the data to be dependent and heavy-tailed. The analysis covers both the…
Network reliability is a well-studied problem that requires to measure the probability that a target node is reachable from a source node in a probabilistic (or uncertain) graph, i.e., a graph where every edge is assigned a probability of…
The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…
The deployment of AI models on low-power, real-time edge devices requires accelerators for which energy, latency, and area are all first-order concerns. There are many approaches to enabling deep neural networks (DNNs) in this domain,…
We study the data-driven selection of causal graphical models using constraint-based algorithms, which determine the existence or non-existence of edges (causal connections) in a graph based on testing a series of conditional independence…
Outcome-dependent sampling designs are common in many different scientific fields including epidemiology, ecology, and economics. As with all observational studies, such designs often suffer from unmeasured confounding, which generally…
We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…
The aim of this work is to enable inference of deep networks that retain high accuracy for the least possible model complexity, with the latter deduced from the data during inference. To this end, we revisit deep networks that comprise…
Network estimation from multi-variate point process or time series data is a problem of fundamental importance. Prior work has focused on parametric approaches that require a known parametric model, which makes estimation procedures less…