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This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a given radius. Theoretically, we establish several…

Optimization and Control · Mathematics 2023-07-04 Yanqin Fan , Hyeonseok Park , Gaoqian Xu

Using modifications of Lindeberg's interpolation technique, I propose a new identification-robust test for the structural parameter in a heteroskedastic instrumental variables model. While my analysis allows the number of instruments to be…

Econometrics · Economics 2024-12-17 Manu Navjeevan

This survey paper offers a comprehensive review of methodologies utilizing machine learning (ML) classification techniques for identifying wafer defects in semiconductor manufacturing. Despite the growing body of research demonstrating the…

Machine Learning · Computer Science 2024-03-21 Kamal Taha

Many weak instrumental variables (IVs) are routinely used in the health and social sciences to improve identification and inference of the treatment effect of interest, along with a broad collection of data on potential confounding factors…

Methodology · Statistics 2026-04-16 Di Zhang , Xuanyu Li , Baoluo Sun

Quantiles and expected shortfalls are commonly used risk measures in financial risk management. The two measurements are correlated while have distinguished features. In this project, our primary goal is to develop stable and practical…

Methodology · Statistics 2022-08-24 Xiang Peng , Huixia Judy Wang

Diffusion-weighted magnetic resonance imaging (DW-MRI) is a critical imaging method for capturing and modeling tissue microarchitecture at a millimeter scale. A common practice to model the measured DW-MRI signal is via fiber orientation…

The Granular Instrumental Variables (GIV) methodology exploits panels with factor error structures to construct instruments to estimate structural time series models with endogeneity even after controlling for latent factors. We extend the…

Econometrics · Economics 2023-09-26 Saman Banafti , Tae-Hwy Lee

The recently developed "Data Set Diagonalization" method (DSD) is applied to measure compatibility of the data sets that are used to determine parton distribution functions (PDFs). Discrepancies among the experiments are found to be…

High Energy Physics - Phenomenology · Physics 2010-04-22 Jon Pumplin

One of the key challenges in predictive maintenance is to predict the impending downtime of an equipment with a reasonable prediction horizon so that countermeasures can be put in place. Classically, this problem has been posed in two…

Machine Learning · Computer Science 2018-12-19 Karan Aggarwal , Onur Atan , Ahmed Farahat , Chi Zhang , Kosta Ristovski , Chetan Gupta

Efforts to develop more efficient multiple hypothesis testing procedures for false discovery rate (FDR) control have focused on incorporating an estimate of the proportion of true null hypotheses (such procedures are called adaptive) or…

Methodology · Statistics 2017-02-13 Joshua D. Habiger

In this paper we estimate the dynamic parameters of a time-varying coefficient model through radial kernel functions in the context of a longitudinal study. Our proposal is based on a linear combination of weighted kernel functions…

Methodology · Statistics 2021-03-02 Juan Sosa , Lina Buitrago

Distributionally robust supervised learning (DRSL) is emerging as a key paradigm for building reliable machine learning systems for real-world applications -- reflecting the need for classifiers and predictive models that are robust to the…

Machine Learning · Computer Science 2022-01-26 Yaodong Yu , Tianyi Lin , Eric Mazumdar , Michael I. Jordan

Context: Differential testing is a useful approach that uses different implementations of the same algorithms and compares the results for software testing. In recent years, this approach was successfully used for test campaigns of deep…

Software Engineering · Computer Science 2022-07-26 Steffen Herbold , Steffen Tunkel

Random feature ridge regression is often analyzed in the high-dimensional regime under the homogeneous sampling model $x_i=\Sigma^{1/2}x_i'$, where the vectors $x_i'$ have iid entries and the same covariance matrix $\Sigma$ is shared by all…

Machine Learning · Statistics 2026-05-19 Issa-Mbenard Dabo , Jérémie Bigot

Many modern products exhibit high reliability under normal operating conditions. Conducting life tests under these conditions may result in very few observed failures, insufficient for accurate inferences. Instead, accelerated life tests…

Applications · Statistics 2024-09-25 Narayanaswamy Balakrishnan , María Jaenada , Leandro Pardo

Differential distributed space-time coding (D-DSTC) technique has been considered for relay networks to provide both diversity gain and high throughput in the absence of channel state information. Conventional differential detection (CDD)…

Information Theory · Computer Science 2014-04-09 M. R. Avendi , Ha H. Nguyen , Nguyen Quoc-Tuan

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

Statistics Theory · Mathematics 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson

On the medical images, many of the tissues/lesions may be ambiguous. That is why the medical segmentation is typically annotated by a group of clinical experts to mitigate the personal bias. However, this clinical routine also brings new…

Image and Video Processing · Electrical Eng. & Systems 2022-08-08 Junde Wu , Huihui Fang , Hoayi Xiong , Lixin Duan , Mingkui Tan , Weihua Yang , Huiying Liu , Yanwu Xu

Differential machine learning (DML) is a recently proposed technique that uses samplewise state derivatives to regularize least square fits to learn conditional expectations of functionals of stochastic processes as functions of state…

Computational Finance · Quantitative Finance 2023-02-21 Arun Kumar Polala , Bernhard Hientzsch

Many modern statistical estimation problems are defined by three major components: a statistical model that postulates the dependence of an output variable on the input features; a loss function measuring the error between the observed…

Optimization and Control · Mathematics 2018-10-09 Ying Cui , Jong-Shi Pang , Bodhisattva Sen