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Quantization of deep neural networks (DNN) has been proven effective for compressing and accelerating DNN models. Data-free quantization (DFQ) is a promising approach without the original datasets under privacy-sensitive and confidential…

The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme value theory literature, various techniques are available to…

Constant-stepsize stochastic approximation (SA) is widely used in learning for computational efficiency. For a fixed stepsize, the iterates typically admit a stationary distribution that is rarely tractable. Prior work shows that as the…

We investigate different methods for regularizing quantile regression when predicting either a subset of quantiles or the full inverse CDF. We show that minimizing an expected pinball loss over a continuous distribution of quantiles is a…

Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…

This manuscript proposes a novel empirical Bayes technique for regularizing regression coefficients in predictive models. When predictions from a previously published model are available, this empirical Bayes method provides a natural…

This work studies applications and generalizations of a simple estimation technique that provides exponential concentration under heavy-tailed distributions, assuming only bounded low-order moments. We show that the technique can be used…

We investigate the frequentist coverage of Bayesian credible sets in a nonparametric setting. We consider a scale of priors of varying regularity and choose the regularity by an empirical Bayes method. Next we consider a central set of…

Recent years have witnessed an upsurge of interest in employing flexible machine learning models for instrumental variable (IV) regression, but the development of uncertainty quantification methodology is still lacking. In this work we…

This paper introduces a loss-based generalized Bayesian methodology for high-dimensional robust regression with serially correlated errors and predictors. The proposed framework employs a novel scaled pseudo-Huber (SPH) loss function, which…

Datasets with extreme observations and/or heavy-tailed error distributions are commonly encountered and should be analyzed with careful consideration of these features from a statistical perspective. Small deviations from an assumed model,…

In this work we investigate a binned version of Quantum Phase Estimation (QPE) set out by [Somma 2019] and known as the Quantum Eigenvalue Estimation Problem (QEEP). Specifically, we determine whether the circuit decomposition techniques we…

Current Semi-supervised Learning (SSL) adopts the pseudo-labeling strategy and further filters pseudo-labels based on confidence thresholds. However, this mechanism has notable drawbacks: 1) setting the reasonable threshold is an open…

In this paper, we provide a review on the kernel method, which is one of the options for characterizing so-called exact tail asymptotic properties in stationary probabilities of two-dimensional random walks, discrete or continuous (or…

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

We introduce a clipping strategy for Stochastic Gradient Descent (SGD) which uses quantiles of the gradient norm as clipping thresholds. We prove that this new strategy provides a robust and efficient optimization algorithm for smooth…

We introduce innovative inference procedures for analyzing time series data. Our methodology enables density approximation and composite hypothesis testing based on Whittle's estimator, a widely applied M-estimator in the frequency domain.…

Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise. There is a rich literature establishing the asymptotic normality of rescaled SA iterates under fairly mild conditions. However, these…

A novel forecast combination and weighted quantile based tail-risk forecasting framework is proposed, aiming to reduce the impact of modelling uncertainty in tail-risk forecasting. The proposed approach is based on a two-step estimation…

This paper proposes a new test for a change point in the mean of high-dimensional data based on the spatial sign and self-normalization. The test is easy to implement with no tuning parameters, robust to heavy-tailedness and theoretically…