相关论文: Effective Data-aware Covariance Estimator from Com…

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises…

Deep learning-based multivariate and multistep-ahead traffic forecasting models are typically trained with the mean squared error (MSE) or mean absolute error (MAE) as the loss function in a sequence-to-sequence setting, simply assuming…

Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing…

We establish a new framework for statistical estimation of directed acyclic graphs (DAGs) when data are generated from a linear, possibly non-Gaussian structural equation model. Our framework consists of two parts: (1) inferring the…

The robust PCA of covariance matrices plays an essential role when isolating key explanatory features. The currently available methods for performing such a low-rank plus sparse decomposition are matrix specific, meaning, those algorithms…

Decision trees and random forest remain highly competitive for classification on medium-sized, standard datasets due to their robustness, minimal preprocessing requirements, and interpretability. However, a single tree suffers from high…

We propose a novel multi-task neural network approach for estimating distributional treatment effects (DTE) in randomized experiments. While DTE provides more granular insights into the experiment outcomes over conventional methods focusing…

This paper considers the specification of covariance structures with tail estimates. We focus on two aspects: (i) the estimation of the VaR-CoVaR risk matrix in the case of larger number of time series observations than assets in a…

We propose a general framework for nonasymptotic covariance matrix estimation making use of concentration inequality-based confidence sets. We specify this framework for the estimation of large sparse covariance matrices through…

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

Ensuring accurate and stable state estimation is a challenging task crucial to safety-critical domains such as high-speed autonomous racing, where measurement uncertainty must be both adaptive to the environment and temporally smooth for…

We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients. A class of estimators based on a regularized propensity score regression is shown to exactly solve a tradeoff between…

Estimating causal effects from observational data informs us about which factors are important in an autonomous system, and enables us to take better decisions. This is important because it has applications in selecting a treatment in…

Researchers often face choices between multiple data sources that differ in quality, cost, and representativeness. Which sources will most improve predictive performance? We study this data prioritization problem under a random distribution…

We introduce an information-theoretic quantity with similar properties to mutual information that can be estimated from data without making explicit assumptions on the underlying distribution. This quantity is based on a recently proposed…

This paper considers distributed M-estimation under heterogeneous distributions among distributed data blocks. A weighted distributed estimator is proposed to improve the efficiency of the standard "Split-And-Conquer" (SaC) estimator for…

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

This paper aims to improve the explainability of Autoencoder's (AE) predictions by proposing two explanation methods based on the mean and epistemic uncertainty of log-likelihood estimate, which naturally arise from the probabilistic…

In this paper, we propose a new self-supervised method, which is called Denoising Masked AutoEncoders (DMAE), for learning certified robust classifiers of images. In DMAE, we corrupt each image by adding Gaussian noises to each pixel value…