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This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…
We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…
In this paper we consider the properties of the Pesaran (2004, 2015a) CD test for cross-section correlation when applied to residuals obtained from panel data models with many estimated parameters. We show that the presence of…
A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to…
Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much…
This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…
Modern image classifiers are very accurate, but the predictions come without uncertainty estimates. Conformal predictors provide uncertainty estimates by computing a set of classes containing the correct class with a user-specified…
The learning of domain-invariant representations in the context of domain adaptation with neural networks is considered. We propose a new regularization method that minimizes the discrepancy between domain-specific latent feature…
This paper introduces a unified framework for stable matching, which nests the traditional definition of stable matching in finite markets and the continuum definition of stable matching from Azevedo and Leshno (2016) as special cases.…
Using the asymptotical minimax framework, we examine convergence rates equivalency between a continuous functional deconvolution model and its real-life discrete counterpart over a wide range of Besov balls and for the $L^2$-risk. For this…
We derive upper and lower bounds on the convergence behavior of certain classes of one-parameter quantum dynamical semigroups. The classes we consider consist of tensor product channels and of channels with commuting Liouvillians. We…
In unsupervised combinatorial optimization (UCO), during training, one aims to have continuous decisions that are promising in a probabilistic sense for each training instance, which enables end-to-end training on initially discrete and…
The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction error or the so-called Area Under the Curve (AUC) for a particular data distribution. However, when the models are…
This paper presents an elementary proof of quantitative uniform-in-time propagation of chaos for the Cucker--Smale model under sufficiently strong interaction. The idea is to combine existing finite-time propagation of chaos estimates with…
We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments…
A general sufficient condition for the convergence of subsequences of solutions of non-autonomous, nonlinear difference equations and systems is obtained. For higher order equations the delay sizes and patterns play essential roles in…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
Many physical systems are well described on domains which are relatively large in some directions but relatively thin in other directions. In this scenario we typically expect the system to have emergent structures that vary slowly over the…
Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…
We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…