统计学
We consider statistical inference for errors-in-variables regression models with dependent observations under the high dimensionality of the error covariance matrix. It is tempting to prewhiten the model and data that had led to efficient…
Consistency-based methods have emerged as an effective approach to uncertainty quantification (UQ) in large language models. These methods typically rely on several generations obtained via multinomial sampling, measuring their agreement…
Reducing the number of experimental units is one of the three pillars of the 3R principles (Replace, Reduce, Refine) in animal research. At the same time, statistical error rates need to be controlled to enable reliable inferences and…
We study in-context learning problems where a Transformer is pretrained on tasks drawn from a mixture distribution $\pi=\sum_{\alpha\in\mathcal{A}} \lambda_{\alpha} \pi_{\alpha}$, called the pretraining prior, in which each mixture…
Understanding generalization in overparameterized neural networks hinges on the interplay between the data geometry, neural architecture, and training dynamics. In this paper, we theoretically explore how data geometry controls this…
Simulating the kinetic Langevin dynamics is a popular approach for sampling from distributions, where only their unnormalized densities are available. Various discretizations of the kinetic Langevin dynamics have been considered, where the…
When solving PDEs, classical numerical solvers are often computationally expensive, while machine learning methods can suffer from spectral bias, failing to capture high-frequency components. Designing an optimal hybrid iterative…
We develop a Bayesian tree ensemble model to estimate heterogeneous treatment effects in censored survival data with high-dimensional covariates. Instead of imposing sparsity through the tree structure, we place a horseshoe prior directly…
While split conformal prediction guarantees marginal coverage, approaching the stronger property of conditional coverage is essential for reliable uncertainty quantification. Naive conformal scores, however, suffer from poor conditional…
Least absolute shrinkage and selection operator or Lasso is one of the widely used regularization methods in regression. Statisticians usually implement Lasso in practice by choosing the penalty parameter in a data-dependent way, the most…
Federated Learning has gained traction in privacy-sensitive collaborative environments, with local SGD emerging as a key optimization method in decentralized settings. While its convergence properties are well-studied, asymptotic…
Missingness in variables that define study eligibility criteria is a seldom addressed challenge in electronic health record (EHR)-based settings. It is typically the case that patients with incomplete eligibility information are excluded…
We consider price competition among multiple sellers over a selling horizon of $T$ periods. In each period, sellers simultaneously offer their prices (which are made public) and subsequently observe their respective demand (not made…
We introduce CatNet, an algorithm that effectively controls False Discovery Rate (FDR) and selects significant features in LSTM. CatNet employs the derivative of SHAP values to quantify the feature importance, and constructs a vector-formed…
From benign overfitting in overparameterized models to rich power-law scalings in performance, simple ridge regression displays surprising behaviors sometimes thought to be limited to deep neural networks. This balance of phenomenological…
Recent experimental studies have shed light on the intriguing possibility that ion channels exhibit cooperative behaviour. However, a comprehensive understanding of such cooperativity remains elusive, primarily due to limitations in…
For data segmentation in high-dimensional linear regression settings, the regression parameters are often assumed to be sparse segment-wise, which enables many existing methods to estimate the parameters locally via $\ell_1$-regularised…
This paper examines whether repeated payday loan use, commonly known as the debt trap, harms borrowers' financial wellbeing. Using Open Banking data from 1,815 UK borrowers observed between 2017 and 2018, we model borrowing intensity using…
We contribute to an uncertainty quantification problem in imaging that evaluates a hypothesis test questioning the existence of local "artefacts" appearing in the maximum a posteriori (MAP) estimate (obtained from standard numerical tools).…
In this discussion, we compare the choice of seeded intervals and that of random intervals for change point segmentation from practical, statistical and computational perspectives. Furthermore, we investigate a novel estimator of the noise…