Related papers: Robust estimation with latin hypercube sampling: a…
Penalized spline estimation with discrete difference penalties (P-splines) is a popular estimation method for semiparametric models, but the classical least-squares estimator is highly sensitive to deviations from its ideal model…
How heterogeneous multiscale methods (HMM) handle fluctuations acting on the slow variables in fast-slow systems is investigated. In particular, it is shown via analysis of central limit theorems (CLT) and large deviation principles (LDP)…
Massive data analysis becomes increasingly prevalent, subsampling methods like BLB (Bag of Little Bootstraps) serves as powerful tools for assessing the quality of estimators for massive data. However, the performance of the subsampling…
We consider robust estimation when outputs are adversarially contaminated. Nguyen and Tran (2012) proposed an extended Lasso for robust parameter estimation and then they showed the convergence rate of the estimation error. Recently,…
Model distillation has been a popular method for producing interpretable machine learning. It uses an interpretable "student" model to mimic the predictions made by the black box "teacher" model. However, when the student model is sensitive…
Sampling from discrete distributions is a ubiquitous task in machine learning, recently revisited by the emergence of discrete diffusion models. While Langevin algorithms constitute the state of the art for continuous spaces, discrete…
To facilitate robust and trustworthy deployment of large language models (LLMs), it is essential to quantify the reliability of their generations through uncertainty estimation. While recent efforts have made significant advancements by…
Large language models (LLMs) have recently been proposed as general-purpose agents for experimental design, with claims that they can perform in-context experimental design. We evaluate this hypothesis using both open- and closed-source…
As the most fundamental problem in statistics, robust location estimation has many prominent solutions, such as the trimmed mean, Winsorized mean, Hodges Lehmann estimator, Huber M estimator, and median of means. Recent studies suggest that…
A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…
We introduce an estimation method for the scaled skewness coefficient of the sample mean of short and long memory linear processes. This method can be extended to estimate higher moments such as curtosis coefficient of the sample mean. Also…
Robust estimators of location and dispersion are often used in the elliptical model to obtain an uncontaminated and highly representative subsample by trimming the data outside an ellipsoid based in the associated Mahalanobis distance. Here…
Sample-average approximations (SAA) are a practical means of finding approximate solutions of stochastic programming problems involving an extremely large (or infinite) number of scenarios. SAA can also be used to find estimates of a lower…
A notion of local $U$-statistic process is introduced and central limit theorems in various norms are obtained for it. This involves the development of several inequalities for $U$-processes that may be useful in other contexts. This local…
The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have…
Constrained decoding enables Language Models (LMs) to produce samples that provably satisfy hard constraints. However, existing constrained-decoding approaches often distort the underlying model distribution, a limitation that is especially…
For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…
This paper focuses on the estimation of the concentration curve of a finite population, when data are collected according to a complex sampling design with different inclusion probabilities. A (design-based) Hajek type estimator for the…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
In semi-supervised learning, methods that rely on confidence learning to generate pseudo-labels have been widely proposed. However, increasing research finds that when faced with noisy and biased data, the model's representation network is…