相关论文: Robust distribution-free tests for the linear mode…

This paper studies distributed estimation and support recovery for high-dimensional linear regression model with heavy-tailed noise. To deal with heavy-tailed noise whose variance can be infinite, we adopt the quantile regression loss…

The development of LLMs has greatly enhanced the intelligence and fluency of question answering, while the emergence of retrieval enhancement has enabled models to better utilize external information. However, the presence of noise and…

Distributionally Robust Reinforcement Learning (DR-RL) aims to derive a policy optimizing the worst-case performance within a predefined uncertainty set. Despite extensive research, previous DR-RL algorithms have predominantly favored…

This paper develops permutation versions of identification-robust tests in linear instrumental variables (IV) regression. Unlike the existing randomization and rank-based tests in which independence between the instruments and the error…

We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…

This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to…

We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…

We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…

Periodontal pocket depth is a widely used biomarker for diagnosing risk of periodontal disease. However, pocket depth typically exhibits skewness and heavy-tailedness, and its relationship with clinical risk factors is often nonlinear.…

This paper develops robust confidence intervals in high-dimensional and left-censored regression. Type-I censored regression models are extremely common in practice, where a competing event makes the variable of interest unobservable.…

Reduced rank regression (RRR) is a fundamental tool for modeling multiple responses through low-dimensional latent structures, offering both interpretability and strong predictive performance in high-dimensional settings. Classical RRR…

Radiomics-based machine learning models show promise for clinical decision support but are vulnerable to distribution shifts caused by variations in imaging protocols, positioning, and segmentation. This study systematically investigates…

The ability to generalize experimental results from randomized control trials (RCTs) across locations is crucial for informing policy decisions in targeted regions. Such generalization is often hindered by the lack of identifiability due to…

This paper introduces a novel framework for distributed two-sample testing using the Integrated Transportation Distance (ITD), an extension of the Optimal Transport distance. The approach addresses the challenges of detecting distributional…

In panel data we observe a usually high number N of individuals over a time period T. Even if T is large one often assumes stability of the model over time. We propose a nonparametric and robust test for a change in location and derive its…

Drawing statistical inferences from large datasets in a model-robust way is an important problem in statistics and data science. In this paper, we propose methods that are robust to large and unequal noise in different observational units…

The prediction of disease risk factors can screen vulnerable groups for effective prevention and treatment, so as to reduce their morbidity and mortality. Machine learning has a great demand for high-quality labeling information, and…

Conventional multiple testing procedures often assume hypotheses for different features are exchangeable. However, in many scientific applications, additional covariate information regarding the patterns of signals and nulls are available.…