相关论文: Adaptive sparseness for correntropy-based robust r…

Credit risk modelling is an integral part of the global financial system. While there has been great attention paid to neural network models for credit default prediction, such models often lack the required interpretation mechanisms and…

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

We demonstrate the use of a variational method to determine a quantitative lower bound on the rate of convergence of Markov Chain Monte Carlo (MCMC) algorithms as a function of the target density and proposal density. The bound relies on…

We propose an adaptive ridge (AR) estimation scheme for a heteroscedastic linear regression model with log-linear noise in data. We simultaneously estimate the mean and variance parameters, demonstrating new asymptotic distributional and…

Bayesian curve fitting plays an important role in inverse problems, and is often addressed using the Reversible Jump Markov Chain Monte Carlo (RJMCMC) algorithm. However, this algorithm can be computationally inefficient without…

In text classification tasks, models often rely on spurious correlations for predictions, incorrectly associating irrelevant features with the target labels. This issue limits the robustness and generalization of models, especially when…

This paper presents an uncertainty compensation-based robust adaptive model predictive control (MPC) framework for linear systems with both matched and unmatched nonlinear uncertainties subject to both state and input constraints. In…

In counterfactual learning to rank (CLTR) user interactions are used as a source of supervision. Since user interactions come with bias, an important focus of research in this field lies in developing methods to correct for the bias of…

Modern empirical work in Regression Discontinuity (RD) designs often employs local polynomial estimation and inference with a mean square error (MSE) optimal bandwidth choice. This bandwidth yields an MSE-optimal RD treatment effect…

Specifying utility functions is a key step towards applying the discrete choice framework for understanding the behaviour processes that govern user choices. However, identifying the utility function specifications that best model and…

We propose a robust adaptive Model Predictive Control (MPC) strategy with online set-based estimation for constrained linear systems with unknown parameters and bounded disturbances. A sample-based test applied to predicted trajectories is…

Shrinkage estimators that possess the ability to produce sparse solutions have become increasingly important to the analysis of today's complex datasets. Examples include the LASSO, the Elastic-Net and their adaptive counterparts.…

We present a robust adaptive model predictive control (MPC) framework for nonlinear continuous-time systems with bounded parametric uncertainty and additive disturbance. We utilize general control contraction metrics (CCMs) to parameterize…

Testing judicial impartiality is a problem of fundamental importance in empirical legal studies, for which standard regression methods have been popularly used to estimate the extralegal factor effects. However, those methods cannot handle…

As one of the most advanced variants in the correntropy family, the multi-kernel correntropy criterion demonstrates superior accuracy in handling non-Gaussian noise, particularly with multimodal distributions. However, current approaches…

We propose Adaptive Randomized Smoothing (ARS) to certify the predictions of our test-time adaptive models against adversarial examples. ARS extends the analysis of randomized smoothing using $f$-Differential Privacy to certify the adaptive…

The problem of estimating censored linear regression models with autocorrelated errors arises in many environmental and social studies. The present work proposes a Bayesian approach to estimate censored regression models with AR(p) errors.…

We provide a method to design adaptive controllers for nonlinear systems using model predictive control (MPC). By combining a certainty-equivalent MPC formulation with least-mean-square parameter adaptation, we obtain an adaptive controller…

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate…

Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…