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Nonconvex optimization is central to modern machine learning, but the general framework of nonconvex optimization yields weak convergence guarantees that are too pessimistic compared to practice. On the other hand, while convexity enables…
Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…
This paper considers the problem of secure parameter estimation when the estimation algorithm is prone to causative attacks. Causative attacks, in principle, target decision-making algorithms to alter their decisions by making them…
The topic of provable deep neural network robustness has raised considerable interest in recent years. Most research has focused on adversarial robustness, which studies the robustness of perceptive models in the neighbourhood of particular…
A large number of explicit estimators are proposed in this paper for loss rate estimation in a network of the tree topology. All of the estimators are proved to be unbiased and consistent instead of asymptotic unbiased as that obtained in…
Simulation-Grounded Neural Networks (SGNNs) are predictive models trained entirely on synthetic data from mechanistic simulations. They have achieved state-of-the-art performance in domains where real-world labels are limited or unobserved,…
In this paper we investigate the problem of designing experiments for series estimators in nonparametric regression models with correlated observations. We use projection based estimators to derive an explicit solution of the best linear…
We propose and analyze estimators for statistical functionals of one or more distributions under nonparametric assumptions. Our estimators are based on the theory of influence functions, which appear in the semiparametric statistics…
Recently, there has been considerable progress on designing algorithms with provable guarantees -- typically using linear algebraic methods -- for parameter learning in latent variable models. But designing provable algorithms for inference…
We consider the nonparametric regression and the classification problems for $\psi$-weakly dependent processes. This weak dependence structure is more general than conditions such as, mixing, association, $\ldots$. A penalized estimation…
Discrete choice models are fundamental tools in management science, economics, and marketing for understanding and predicting decision-making. Logit-based models are dominant in applied work, largely due to their convenient closed-form…
We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest several estimators, ranging from a relatively simple one that…
In this paper, we study the estimation of the derivative of a regression function in a standard univariate regression model. The estimators are defined either by derivating nonparametric least-squares estimators of the regression function…
Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic…
This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…
For Deep Neural Networks (DNNs) to become useful in safety-critical applications, such as self-driving cars and disease diagnosis, they must be stable to perturbations in input and model parameters. Characterizing the sensitivity of a DNN…
We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…
Estimation is a critical component of synchronization in wireless and signal processing systems. There is a rich body of work on estimator derivation, optimization, and statistical characterization from analytic system models which are used…
Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…
Likelihood-free approaches are appealing for performing inference on complex dependence models, either because it is not possible to formulate a likelihood function, or its evaluation is very computationally costly. This is the case for…