Related papers: Holistic Multi-Scale Inference of the Leverage Eff…
Estimating the size of hidden populations using Multiple Systems Estimation (MSE) is a critical task in quantitative sociology; however, practical application is often hindered by imperfect administrative data and computational constraints.…
The double/debiased machine learning (DML) framework has become a cornerstone of modern causal inference, allowing researchers to utilise flexible machine learning models for the estimation of nuisance functions without introducing…
We consider estimation and inference in a single index regression model with an unknown convex link function. We introduce a convex and Lipschitz constrained least squares estimator (CLSE) for both the parametric and the nonparametric…
We establish theoretical guarantees for the expected prediction error of the exponential weighting aggregate in the case of multivariate regression that is when the label vector is multidimensional. We consider the regression model with…
Many modern datasets consist of multiple related matrices measured on a common set of units, where the goal is to recover the shared low-dimensional subspace. While the Angle-based Joint and Individual Variation Explained (AJIVE) framework…
Linear Mixed-Effects (LME) models are a fundamental tool for modeling clustered data, including cohort studies, longitudinal data analysis, and meta-analysis. The design and analysis of variable selection methods for LMEs is considerably…
For voice communication, it is important to extract the speech from its noisy version without introducing unnaturally artificial noise. By studying the subband mean-squared error (MSE) of the speech for unsupervised speech enhancement…
We propose the segmentation of noisy datasets into Multiple Inlier Structures with a new Robust Estimator (MISRE). The scale of each individual structure is estimated adaptively from the input data and refined by mean shift, without tuning…
We study the nonparametric least squares estimator (LSE) of a multivariate convex regression function. The LSE, given as the solution to a quadratic program with $O(n^2)$ linear constraints ($n$ being the sample size), is difficult to…
We introduce a new Stata package called summclust that summarizes the cluster structure of the dataset for linear regression models with clustered disturbances. The key unit of observation for such a model is the cluster. We therefore…
In high dimension, it is customary to consider Lasso-type estimators to enforce sparsity. For standard Lasso theory to hold, the regularization parameter should be proportional to the noise level, yet the latter is generally unknown in…
Label noise is ubiquitous in real-world scenarios, posing a practical challenge to supervised models due to its effect in hurting the generalization performance of deep neural networks. Existing methods primarily employ the sample selection…
Finite mixture models are widely used in econometric analyses to capture unobserved heterogeneity. This paper shows that maximum likelihood estimation of finite mixtures of parametric densities can suffer from substantial finite-sample bias…
Large Language Models (LLMs) offer strong capabilities but incur high inference costs due to dense computation and memory access. Training-free activation sparsity is a promising approach for efficient LLM inference, yet existing methods…
This letter proposes a novel and highly efficient distribution system state estimation (DSSE) algorithm with nonlinear measurements from supervisory control and data acquisition (SCADA) systems. Conventional DSSE, i.e., a weighted least…
We generalize fast Gaussian process leave-one-out formulae to multiple-fold cross-validation, highlighting in turn the covariance structure of cross-validation residuals in both Simple and Universal Kriging frameworks. We illustrate how…
This paper provides analytical performance of the low-complexity family of affine projection algorithms on the estimation of multipath Rayleigh fading channels in the presence of carrier frequency offsets (CFO) and random channel…
AI inference at the edge is becoming increasingly common for low-latency services. However, edge environments are power- and resource-constrained, and susceptible to failures. Conventional failure resilience approaches, such as cloud…
Structure-agnostic causal inference studies how well one can estimate a treatment effect given black-box machine learning estimates of nuisance functions (like the impact of confounders on treatment and outcomes). Here, we find that the…
This paper presents an adaptive ensemble control for stochastic systems subject to asymmetric noises and outliers. Asymmetric noises skew system observations, and outliers with large amplitude deteriorate the observations even further. Such…