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The incorporation of systematic uncertainties into confidence interval calculations has been addressed recently in a paper by Conrad et al. (Physical Review D 67 (2003) 012002). In their work, systematic uncertainities in detector…
Prescribed-time algorithms based on time-varying gains may have remarkable properties, such as regulation in a user-prescribed finite time that is the same for every nonzero initial condition and that holds even under matched disturbances.…
We provide non-asymptotic excess risk guarantees for statistical learning in a setting where the population risk with respect to which we evaluate the target parameter depends on an unknown nuisance parameter that must be estimated from…
The problem of behaviour prediction for linear parameter-varying systems is considered in the interval framework. It is assumed that the system is subject to uncertain inputs and the vector of scheduling parameters is unmeasurable, but all…
Maximum likelihood method is widely used for parameter estimation in high energy physics. To consider various systematic uncertainties, tens of or even hundreds of nuisance parameters (NP) are introduced in a likelihood fit. The constraint…
We propose the orthogonal random forest, an algorithm that combines Neyman-orthogonality to reduce sensitivity with respect to estimation error of nuisance parameters with generalized random forests (Athey et al., 2017)--a flexible…
The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…
Rank-order coding, a form of temporal coding, has emerged as a promising scheme to explain the rapid ability of the mammalian brain. Owing to its speed as well as efficiency, rank-order coding is increasingly gaining interest in diverse…
The non-clairvoyant scheduling problem has gained new interest within learning-augmented algorithms, where the decision-maker is equipped with predictions without any quality guarantees. In practical settings, access to predictions may be…
Causal Bayesian Networks provide an important tool for reasoning under uncertainty with potential application to many complex causal systems. Structure learning algorithms that can tell us something about the causal structure of these…
We study confidence interval construction for linear regression under Huber's contamination model, where an unknown fraction of noise variables is arbitrarily corrupted. While robust point estimation in this setting is well understood,…
Various methods have recently been proposed to estimate causal effects with confidence intervals that are uniformly valid over a set of data generating processes when high-dimensional nuisance models are estimated by post-model-selection or…
Important advances have recently been achieved in developing procedures yielding uniformly valid inference for a low dimensional causal parameter when high-dimensional nuisance models must be estimated. In this paper, we review the…
For time series with high temporal correlation, the empirical process converges rather slowly to its limiting distribution. Many statistics in change-point analysis, goodness-of-fit testing and uncertainty quantification admit a…
Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is…
Confidence interval procedures used in low dimensional settings are often inappropriate for high dimensional applications. When a large number of parameters are estimated, marginal confidence intervals associated with the most significant…
We consider a task of scheduling with a common deadline on a single machine. Every player reports to a scheduler the length of his job and the scheduler needs to finish as many jobs as possible by the deadline. For this simple problem,…
To investigate objects without a describable notion of distance, one can gather ordinal information by asking triplet comparisons of the form "Is object $x$ closer to $y$ or is $x$ closer to $z$?" In order to learn from such data, the…
We review the methods of constructing confidence intervals that account for a priori information about one-sided constraints on the parameter being estimated. We show that the so-called method of sensitivity limit yields a correct solution…
In many settings, such as scientific inference, optimization, and transfer learning, the learner has a well-defined objective, which can be treated as estimation of a target parameter, and no intrinsic interest in characterizing the entire…