Related papers: Nash: Neural Adaptive Shrinkage for Structured Hig…
Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the…
Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…
Neural networks are increasingly used as fast surrogate models across various domains, but unconstrained predictions can violate physical, operational, or safety requirements. We propose SnareNet, a feasibility-controlled architecture to…
Deep neural networks are increasingly applied in automated histopathology. Yet, whole-slide images (WSIs) are often acquired at gigapixel sizes, rendering them computationally infeasible to analyze entirely at high resolution. Diagnostic…
In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…
With the shift towards on-device deep learning, ensuring a consistent behavior of an AI service across diverse compute platforms becomes tremendously important. Our work tackles the emergent problem of reducing predictive inconsistencies…
Additive nonparametric regression models provide an attractive tool for variable selection in high dimensions when the relationship between the response and predictors is complex. They offer greater flexibility compared to parametric…
This paper aims to explore the feasibility of neural architecture search (NAS) given only a pre-trained model without using any original training data. This is an important circumstance for privacy protection, bias avoidance, etc., in…
A robust and sparse estimator for multinomial regression is proposed for high dimensional data. Robustness of the estimator is achieved by trimming the observations, and sparsity of the estimator is obtained by the elastic net penalty,…
Sparse penalized quantile regression provides an effective framework for variable selection and robust estimation in high-dimensional data analysis. When ex planatory variables are organized into groups, achieving sparsity both within and…
We address the problem of prediction of multivariate data process using an underlying graph model. We develop a method that learns a sparse partial correlation graph in a tuning-free and computationally efficient manner. Specifically, the…
Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…
The Na\"ive Bayes has proven to be a tractable and efficient method for classification in multivariate analysis. However, features are usually correlated, a fact that violates the Na\"ive Bayes' assumption of conditional independence, and…
Training a neural network (NN) typically relies on some type of curve-following method, such as gradient descent (GD) (and stochastic gradient descent (SGD)), ADADELTA, ADAM or limited memory algorithms. Convergence for these algorithms…
Network complexity and computational efficiency have become increasingly significant aspects of deep learning. Sparse deep learning addresses these challenges by recovering a sparse representation of the underlying target function by…
Many modern big data applications feature large scale in both numbers of responses and predictors. Better statistical efficiency and scientific insights can be enabled by understanding the large-scale response-predictor association network…
Censored quantile regression (CQR) has become a valuable tool to study the heterogeneous association between a possibly censored outcome and a set of covariates, yet computation and statistical inference for CQR have remained a challenge…
We present a novel approach for nonparametric regression using wavelet basis functions. Our proposal, $\texttt{waveMesh}$, can be applied to non-equispaced data with sample size not necessarily a power of 2. We develop an efficient proximal…
Steerable networks, which process data with intrinsic symmetries, often use Fourier-based nonlinearities that require sampling from the entire group, leading to a need for discretization in continuous groups. As the number of samples…
The article considers the problem of estimating a high-dimensional sparse parameter in the presence of side information that encodes the sparsity structure. We develop a general framework that involves first using an auxiliary sequence to…