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We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…

Machine Learning · Statistics 2018-07-03 John Duchi , Peter Glynn , Hongseok Namkoong

Spherically embedded time series are time series with values naturally residing on or can be equivalently mapped to the sphere. Despite their ubiquity in diverse scientific fields, these data frequently exhibit complex non-stationarity…

Methodology · Statistics 2026-04-07 Jiazhen Xu , Han Lin Shang

We provide the first global model recovery results for the IRLS (iteratively reweighted least squares) heuristic for robust regression problems. IRLS is known to offer excellent performance, despite bad initializations and data corruption,…

Machine Learning · Computer Science 2020-06-26 Bhaskar Mukhoty , Govind Gopakumar , Prateek Jain , Purushottam Kar

Envelope method was recently proposed as a method to reduce the dimension of responses in multivariate regressions. However, when there exists missing data, the envelope method using the complete case observations may lead to biased and…

Methodology · Statistics 2021-03-25 Linquan Ma , Lan Liu , Wei Yang

Robust regression techniques rely on least-squares optimization, which works well for Gaussian noise but fails in the presence of asymmetric structured noise. We propose a hybrid neural-symbolic architecture where a transformer encoder…

Machine Learning · Computer Science 2025-08-06 Roman Gutierrez , Tony Kai Tang , Isabel Gutierrez

Public health data are often spatially dependent, but standard spatial regression methods can suffer from bias and invalid inference when the independent variable is associated with spatially-correlated residuals. This could occur if, for…

Methodology · Statistics 2025-04-10 Nate Wiecha , Jane A. Hoppin , Brian J. Reich

A full parametric and linear specification may be insufficient to capture complicated patterns in studies exploring complex features, such as those investigating age-related changes in brain functional abilities. Alternatively, a partially…

Methodology · Statistics 2024-02-07 Jia Liang , Shuo Chen , Peter Kochunov , L Elliot Hong , Chixiang Chen

The extended Linear Sigma Model (eLSM) is a hadronic model based on the global symmetries of QCD and the corresponding explicit, anomalous, and spontaneous breaking patterns. In its basic three-flavor form, its mesonic part contains the…

High Energy Physics - Phenomenology · Physics 2025-05-20 Francesco Giacosa , Péter Kovács , Shahriyar Jafarzade

Classical results in asymptotic statistics show that the Fisher information matrix controls the difficulty of estimating a statistical model from observed data. In this work, we introduce a companion measure of robustness of an estimation…

Statistics Theory · Mathematics 2026-02-10 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

The problem of learning structural equation models (SEMs) from data is a fundamental problem in causal inference. We develop a new algorithm --- which is computationally and statistically efficient and works in the high-dimensional regime…

Machine Learning · Computer Science 2019-01-30 Asish Ghoshal , Jean Honorio

Machine learning techniques have been applied to enhance turbulence modeling in recent years. However, the "black box" nature of most machine learning techniques poses significant interpretability challenges in improving turbulence models.…

Fluid Dynamics · Physics 2025-08-22 Boqian Zhang , Juanmian Lei

We propose a new formulation of robust regression by integrating all realizations of the uncertainty set and taking an averaged approach to obtain the optimal solution for the ordinary least squares regression problem. We show that this…

Machine Learning · Computer Science 2024-10-10 Dimitris Bertsimas , Yu Ma

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization (SP) algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent…

Computational Physics · Physics 2013-10-08 Ian Grooms , Andrew J Majda

Foundation models are typically trained at a fixed computational capacity, while real-world applications require deployment across platforms with different resource constraints. Current approaches usually rely on training families of model…

Machine Learning · Computer Science 2026-02-10 Dachuan Song , Xuan Wang

We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…

Statistics Theory · Mathematics 2017-03-28 Vlad Barbu , Slim Beltaif , Serguei Pergamenchtchikov

Estimating the probability of rare failure events is an essential step in the reliability assessment of engineering systems. Computing this failure probability for complex non-linear systems is challenging, and has recently spurred the…

Machine Learning · Computer Science 2022-02-10 P. -R. Wagner , S. Marelli , I. Papaioannou , D. Straub , B. Sudret

We investigate nonparametric estimation of sliced inverse regression (SIR) via the $k$-nearest neighbors approach with a kernel. An estimator of the covariance matrix of the conditional expectation of the explanatory random vector given the…

Statistics Theory · Mathematics 2025-05-27 Luran Bengono Mintogo , Emmanuel de Dieu Nkou , Guy Martial Nkiet

Recent techniques in Question Answering (QA) have gained remarkable performance improvement with some QA models even surpassed human performance. However, the ability of these models in truly understanding the language still remains dubious…

Computation and Language · Computer Science 2022-03-01 Weiwen Xu , Bowei Zou , Wai Lam , Ai Ti Aw

Tracking underwater autonomous platforms is often difficult because of noisy, biased, and discretized input data. Classic filters and smoothers based on standard assumptions of Gaussian white noise break down when presented with any of…

Optimization and Control · Mathematics 2019-05-24 Jonathan Jonker , Aleksandr Aravkin , James V. Burke , Gianluigi Pillonetto , Sarah Webster
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