Related papers: Pseudo-R2D2 prior for high-dimensional ordinal reg…

Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…

Robust Ordinal Regression (ROR) is a way of dealing with Multiple Criteria Decision Aiding (MCDA), by considering all sets of parameters of an assumed preference model, that are compatible with preference information given by the Decision…

We propose a prognostic stratum matching framework that addresses the deficiencies of Randomized trial data subgroup analysis and transforms ObservAtional Data to be used as if they were randomized, thus paving the road for precision…

In Regression Discontinuity (RD) design, self-selection leads to different distributions of covariates on two sides of the policy intervention, which essentially violates the continuity of potential outcome assumption. The standard RD…

Ordinal variables, such as on the Likert scale, are common in applied research. Yet, existing methods for causal inference tend to target nominal or continuous data. When applied to ordinal data, this fails to account for the inherent…

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Generalized Fiducial Inference (GFI) is motivated by R.A. Fisher's approach of obtaining posterior-like distributions when there is no prior information available for the unknown parameter. Without the use of Bayes' theorem GFI proposes a…

In reinforcement learning (RL), the consideration of multivariate reward signals has led to fundamental advancements in multi-objective decision-making, transfer learning, and representation learning. This work introduces the first…

We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L2 regularization: We introduce the margin-adapted dimension, which is a simple function of the second order statistics of…

We consider the problem of testing the mean of high-dimensional data when the dimension may grow without explicit rate restrictions relative to the sample size. The proposed procedure is based on the statistic V_n = n||Xn||^2, which avoids…

Ill-posed inverse problems are commonplace in biomedical image processing. Their solution typically requires imposing prior knowledge about the latent ground truth. While this regularizes the problem to an extent where it can be solved, it…

Deep neural network (DNN) regression models are widely used in applications requiring state-of-the-art predictive accuracy. However, until recently there has been little work on accurate uncertainty quantification for predictions from such…

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…

Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…

Prediction in high dimensional settings is difficult due to large by number of variables relative to the sample size. We demonstrate how auxiliary "co-data" can be used to improve the performance of a Random Forest in such a setting.…

Efficient and high-fidelity prior sampling and inversion for complex geological media is still a largely unsolved challenge. Here, we use a deep neural network of the variational autoencoder type to construct a parametric low-dimensional…

In this paper we propose a variable bandwidth kernel regression estimator for $i.i.d.$ observations in $\mathbb{R}^2$ to improve the classical Nadaraya-Watson estimator. The bias is improved to the order of $O(h_n^4)$ under the condition…

Since polynomial regression models are generally quite reliable for data with a linear trend, it is important to note that, in some cases, they may encounter overfitting issues during the training phase, which could result in negative…