相关论文: Skilled Mutual Fund Selection: False Discovery Con…

Given a nonparametric Hidden Markov Model (HMM) with two states, the question of constructing efficient multiple testing procedures is considered, treating one of the states as an unknown null hypothesis. A procedure is introduced, based on…

We study unbinned multivariate analysis techniques, based on Statistical Learning, for indirect new physics searches at the LHC in the Effective Field Theory framework. We focus in particular on high-energy $ZW$ production with fully…

Federated learning (FL) has received high interest from researchers and practitioners to train machine learning (ML) models for healthcare. Ensuring the trustworthiness of these models is essential. Especially bias, defined as a disparity…

Collaborative Filtering (CF) is a widely used technique which allows to leverage past users' preferences data to identify behavioural patterns and exploit them to predict custom recommendations. In this work, we illustrate our review of…

Recently, the scheme of model-X knockoffs was proposed as a promising solution to address controlled feature selection under high-dimensional finite-sample settings. However, the procedure of model-X knockoffs depends heavily on the…

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…

Feature selection is a critical task in machine learning and statistics. However, existing feature selection methods either (i) rely on parametric methods such as linear or generalized linear models, (ii) lack theoretical false discovery…

Conditional independence testing (CIT) is essential for reliable scientific discovery. It prevents spurious findings and enables controlled feature selection. Recent CIT methods have used machine learning (ML) models as surrogates of the…

The popularity of penalized regression in high-dimensional data analysis has led to a demand for new inferential tools for these models. False discovery rate control is widely used in high-dimensional hypothesis testing, but has only…

Large Language Models (LLMs) have demonstrated remarkable capabilities across diverse domains, but developing high-performing models for specialized applications often requires substantial human annotation -- a process that is…

This paper presents a clustering approach that allows for rigorous statistical error control similar to a statistical test. We develop estimators for both the unknown number of clusters and the clusters themselves. The estimators depend on…

In many modern machine learning applications, the outcome is expensive or time-consuming to collect while the predictor information is easy to obtain. Semi-supervised learning (SSL) aims at utilizing large amounts of `unlabeled' data along…

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…

We investigate a class of methods for selective inference that condition on a selection event. Such methods follow a two-stage process. First, a data-driven (sub)collection of hypotheses is chosen from some large universe of hypotheses.…

Multiple testing has been a popular topic in statistical research. Although vast works have been done, controlling the false discoveries remains a challenging task when the corresponding test statistics are dependent. Various methods have…

We present a reinforcement-learning (RL) framework for dynamic hedging of equity index option exposures under realistic transaction costs and position limits. We hedge a normalized option-implied equity exposure (one unit of underlying…

The most popular multiple testing procedures are stepwise procedures based on $P$-values for individual test statistics. Included among these are the false discovery rate (FDR) controlling procedures of Benjamini--Hochberg [J. Roy. Statist.…

There has been a growing interest in deep learning-based prognostic and health management (PHM) for building end-to-end maintenance decision support systems, especially due to the rapid development of autonomous systems. However, the low…

Contrastive, self-supervised learning (SSL) is used to train a model that predicts cancer type from miRNA, mRNA or RPPA expression data. This model, a pretrained FT-Transformer, is shown to outperform XGBoost and CatBoost, standard…

Current language model training commonly applies multi-task Supervised Fine-Tuning (SFT) using a homogeneous compute budget across all sub-datasets. This approach is fundamentally sub-optimal: heterogeneous learning dynamics cause…