相关论文: Efficient Weighting Schemes for Auditing Instant-R…

Weight averaging has become a standard technique for enhancing model performance. However, methods such as Stochastic Weight Averaging (SWA) and Latest Weight Averaging (LAWA) often require manually designed procedures to sample from the…

Risk-limiting audits (RLAs) offer a statistical guarantee: if a full manual tally of the paper ballots would show that the reported election outcome is wrong, an RLA has a known minimum chance of leading to a full manual tally. RLAs…

While large-scale robot datasets have propelled recent progress in imitation learning, learning from smaller task specific datasets remains critical for deployment in new environments and unseen tasks. One such approach to few-shot…

Averaging predictions of a deep ensemble of networks is apopular and effective method to improve predictive performance andcalibration in various benchmarks and Kaggle competitions. However, theruntime and training cost of deep ensembles…

In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the problem of training models in a risk-averse manner. We propose…

Variable selection plays a fundamental role in high-dimensional data analysis. Various methods have been developed for variable selection in recent years. Well-known examples are forward stepwise regression (FSR) and least angle regression…

Risk measures are important key figures to measure the adequacy of the reserves of a company. The most common risk measures in practice are Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR). Recently, quantum-based algorithms are…

Background: It has long been advised to account for baseline covariates in the analysis of confirmatory randomised trials, with the main statistical justifications being that this increases power and, when a randomisation scheme balanced…

The variational autoencoder (VAE) is a popular model for density estimation and representation learning. Canonically, the variational principle suggests to prefer an expressive inference model so that the variational approximation is…

Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the class of test problems in which some parameters are not…

First, we analyze the variance of the Cross Validation (CV)-based estimators used for estimating the performance of classification rules. Second, we propose a novel estimator to estimate this variance using the Influence Function (IF)…

We study the optimal portfolio allocation problem from a Bayesian perspective using value at risk (VaR) and conditional value at risk (CVaR) as risk measures. By applying the posterior predictive distribution for the future portfolio…

The case-cohort design is a commonly used cost-effective sampling strategy for large cohort studies, where some covariates are expensive to measure or obtain. In this paper, we consider regression analysis under a case-cohort study with…

We introduce the notion of a risk-limiting financial auditing (RLFA): given $N$ transactions, the goal is to estimate the total misstated monetary fraction~($m^*$) to a given accuracy $\epsilon$, with confidence $1-\delta$. We do this by…

Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials.…

Data assimilation refers to a set of algorithms designed to compute the optimal estimate of a system's state by refining the prior prediction (known as background states) using observed data. Variational assimilation methods rely on the…

Background: Phase I dose-finding trials increasingly encounter delayed-onset toxicities, especially with immunotherapies and targeted agents. The time-to-event continual reassessment method (TITE-CRM) handles incomplete follow-up using…

Justified representation (JR) and extended justified representation (EJR) are well-established proportionality axioms in approval-based multiwinner voting. Both axioms are always satisfiable, but they rely on a fixed quota (typically Hare…

Adjusting for covariates in randomized controlled trials can enhance the credibility and efficiency of treatment effect estimation. However, handling numerous covariates and their complex (non-linear) transformations poses a challenge.…

Risk-sensitive reinforcement learning (RL) aims to optimize policies that balance the expected reward and risk. In this paper, we present a novel risk-sensitive RL framework that employs an Iterated Conditional Value-at-Risk (CVaR)…