Related papers: Nonparametric Regression for Random Unbiased Pertu…
Suppose that we observe $y \in \mathbb{R}^n$ and $X \in \mathbb{R}^{n \times m}$ in the following errors-in-variables model: \begin{eqnarray*} y & = & X_0 \beta^* +\epsilon \\ X & = & X_0 + W, \end{eqnarray*} where $X_0$ is an $n \times m$…
In quantum optimal control theory the success of an optimization algorithm is highly influenced by how the figure of merit to be optimized behaves as a function of the control field, i.e. by the control landscape. Constraints on the control…
Robust and semiparametric statistics are of the same historical origin and largely employ the same locally asymptotically normal framework. In our talk, we consider he following more intrinsic connections of both fields: 1) Robust influence…
We study the out-of-sample properties of robust empirical optimization problems with smooth $\phi$-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness…
We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…
In this paper we offer a unified approach to the problem of nonparametric regression on the unit interval. It is based on a universal, honest and non-asymptotic confidence region which is defined by a set of linear inequalities involving…
Recent work has extensively shown that randomized perturbations of neural networks can improve robustness to adversarial attacks. The literature is, however, lacking a detailed compare-and-contrast of the latest proposals to understand what…
We show that the nonstandard limiting distribution of HAR test statistics under fixed-b asymptotics is not pivotal (even after studentization) when the data are nonstationarity. It takes the form of a complicated function of Gaussian…
This paper develops a method to construct uniform confidence bands for a nonparametric regression function where a predictor variable is subject to a measurement error. We allow for the distribution of the measurement error to be unknown,…
Vital signs, such as heart rate and blood pressure, are critical indicators of patient health and are widely used in clinical monitoring and decision-making. While deep learning models have shown promise in forecasting these signals, their…
We propose completely nonparametric methodology to investigate location-scale modelling of two-component mixture cure models, where the responses of interest are only indirectly observable due to the presence of censoring and the presence…
Selective prediction, where a model has the option to abstain from making a decision, is crucial for machine learning applications in which mistakes are costly. In this work, we focus on distributional regression and introduce a framework…
This paper addresses the robust adaptive beamforming (RAB) problem via the worst-case signal-to-interference-plus-noise ratio (SINR) maximization over distributional uncertainty sets for the random interference-plus-noise covariance (INC)…
The estimation of the potential impact fraction (including the population attributable fraction) with continuous exposure data frequently relies on strong distributional assumptions. However, these assumptions are often violated if the…
We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…
We develop a maximum-likelihood based method for regression in a setting where the dependent variable is a random graph and covariates are available on a graph-level. The model generalizes the well-known $\beta$-model for random graphs by…
We consider nonparametric estimation of a regression function for a situation where precisely measured predictors are used to estimate the regression curve for coarsened, that is, less precise or contaminated predictors. Specifically, while…
Gorman and Bedrick (2019) argued for using random splits rather than standard splits in NLP experiments. We argue that random splits, like standard splits, lead to overly optimistic performance estimates. We can also split data in biased or…
As one of the triumphs and milestones of robust statistics, Huber regression plays an important role in robust inference and estimation. It has also been finding a great variety of applications in machine learning. In a parametric setup, it…
Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…