Related papers: Performance of Cross-Validated Targeted Maximum Li…

We conduct a non asymptotic study of the Cross Validation (CV) estimate of the generalization risk for learning algorithms dedicated to extreme regions of the covariates space. In this Extreme Value Analysis context, the risk function…

Unsupervised representation learning algorithms such as word2vec and ELMo improve the accuracy of many supervised NLP models, mainly because they can take advantage of large amounts of unlabeled text. However, the supervised models only…

The Reward-Biased Maximum Likelihood Estimate (RBMLE) for adaptive control of Markov chains was proposed to overcome the central obstacle of what is variously called the fundamental "closed-identifiability problem" of adaptive control, the…

Causal learning is the key to obtaining stable predictions and answering \textit{what if} problems in decision-makings. In causal learning, it is central to seek methods to estimate the average treatment effect (ATE) from observational…

Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…

Auto-regressive sequence generative models trained by Maximum Likelihood Estimation suffer the exposure bias problem in practical finite sample scenarios. The crux is that the number of training samples for Maximum Likelihood Estimation is…

The primary analysis of clinical trials in diabetes therapeutic area often involves a mixed-model repeated measure (MMRM) approach to estimate the average treatment effect for longitudinal continuous outcome, and a generalized linear mixed…

Being one of the IR-NAT (Iterative-refinemennt-based NAT) frameworks, the Conditional Masked Language Model (CMLM) adopts the mask-predict paradigm to re-predict the masked low-confidence tokens. However, CMLM suffers from the data…

This paper studies the generalization of the targeted minimum loss-based estimation (TMLE) framework to estimation of effects of time-varying interventions in settings where both interventions, covariates, and outcome can happen at…

Cross-frequency transfer learning (CFTL) has emerged as a popular framework for curating large-scale time series datasets to pre-train foundation forecasting models (FFMs). Although CFTL has shown promise, current benchmarking practices…

Machine learning is vital in high-stakes domains, yet conventional validation methods rely on averaging metrics like mean squared error (MSE) or mean absolute error (MAE), which fail to quantify extreme errors. Worst-case prediction…

Many machine learning algorithms require precise estimates of covariance matrices. The sample covariance matrix performs poorly in high-dimensional settings, which has stimulated the development of alternative methods, the majority based on…

Maximum Likelihood Estimators (MLE) has many good properties. For example, the asymptotic variance of MLE solution attains equality of the asymptotic Cram{\'e}r-Rao lower bound (efficiency bound), which is the minimum possible variance for…

We consider the problem of estimating the average treatment effect (ATE) when both randomized control trial (RCT) data and external real-world data (RWD) are available. We decompose the ATE estimand as the difference between a pooled-ATE…

Generating probabilistic forecasts of potential outcomes and individual treatment effects (ITE) is essential for risk-aware decision-making in domains such as healthcare, policy, marketing, and finance. We propose two novel methods: the…

Missing Not at Random (MNAR) and nonnormal data are challenging to handle. Traditional missing data analytical techniques such as full information maximum likelihood estimation (FIML) may fail with nonnormal data as they are built on normal…

Large language model (LLM) agents have shown promising performance in generating code for solving complex data science problems. Recent studies primarily focus on enhancing in-context learning through improved search, sampling, and planning…

Ensembling is among the most popular tools in machine learning (ML) due to its effectiveness in minimizing variance and thus improving generalization. Most ensembling methods for black-box base learners fall under the umbrella of "stacked…

Anomaly estimation, or the problem of finding a subset of a dataset that differs from the rest of the dataset, is a classic problem in machine learning and data mining. In both theoretical work and in applications, the anomaly is assumed to…

Deep latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of…