相关论文: Econometric applications of high-breakdown robust …

Many techniques for handling missing data have been proposed in the literature. Most of these techniques are overly complex. This paper explores an imputation technique based on rough set computations. In this paper, characteristic…

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

In the presence of model risk, it is well-established to replace classical expected values by worst-case expectations over all models within a fixed radius from a given reference model. This is the "robustness" approach. We show that…

We introduce a user-friendly computational framework for implementing robust versions of a wide variety of structured regression methods with the L$_{2}$ criterion. In addition to introducing an algorithm for performing L$_{2}$E regression,…

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

This paper proves that robustness implies generalization via data-dependent generalization bounds. As a result, robustness and generalization are shown to be connected closely in a data-dependent manner. Our bounds improve previous bounds…

The effectiveness of supervised learning techniques has made them ubiquitous in research and practice. In high-dimensional settings, supervised learning commonly relies on dimensionality reduction to improve performance and identify the…

With the growth of model and data sizes, a broad effort has been made to design pruning techniques that reduce the resource demand of deep learning pipelines, while retaining model performance. In order to reduce both inference and training…

Mining frequent patterns is plagued by the problem of pattern explosion making pattern reduction techniques a key challenge in pattern mining. In this paper we propose a novel theoretical framework for pattern reduction. We do this by…

Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

To ensure trust in AI models, it is becoming increasingly apparent that evaluation of models must be extended beyond traditional performance metrics, like accuracy, to other dimensions, such as fairness, explainability, adversarial…

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

In financial applications, reinforcement learning (RL) agents are commonly trained on historical data, where their actions do not influence prices. However, during deployment, these agents trade in live markets where their own transactions…

Linear regression is arguably the most fundamental statistical model; however, the validity of its use in randomized clinical trials, despite being common practice, has never been crystal clear, particularly when stratified or…

Explainability has been widely stated as a cornerstone of the responsible and trustworthy use of machine learning models. With the ubiquitous use of Deep Neural Network (DNN) models expanding to risk-sensitive and safety-critical domains,…

The robustness of complex networks was one of the first phenomena studied after the inception of network science. However, many contemporary presentations of this theory do not go beyond the original papers. Here we revisit this topic with…

Many structural econometric models include latent variables on whose probability distributions one may wish to place minimal restrictions. Leading examples in panel data models are individual-specific variables sometimes treated as "fixed…

Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…

Regression methods are fundamental for scientific and technological applications. However, fitted models can be highly unreliable outside of their training domain, and hence the quantification of their uncertainty is crucial in many of…

The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…