相关论文: A Tale of Two Variances: When Single-Seed Benchmar…

Background Study individuals may face repeated events overtime. However, there is no consensus around learning approaches to use in a high-dimensional framework for survival data (when the number of variables exceeds the number of…

Single-arm studies in the early development phases of new treatments are not uncommon in the context of rare diseases or in paediatrics. If an assessment of efficacy is to be made at the end of such a study, the observed endpoints can be…

In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the…

Training a deep neural network (DNN) often involves stochastic optimization, which means each run will produce a different model. Several works suggest this variability is negligible when models have the same performance, which in the case…

Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…

We study the problem of exact support recovery for high-dimensional sparse linear regression under independent Gaussian design when the signals are weak, rare, and possibly heterogeneous. Under a suitable scaling of the sample size and…

In this paper, we provide a precise characterization of generalization properties of high dimensional kernel ridge regression across the under- and over-parameterized regimes, depending on whether the number of training data n exceeds the…

In longitudinal panels and other regression models with unobserved effects, fixed effects estimation is often paired with cluster-robust variance estimation (CRVE) in order to account for heteroskedasticity and un-modeled dependence among…

We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…

Randomized artificial neural networks such as extreme learning machines provide an attractive and efficient method for supervised learning under limited computing ressources and green machine learning. This especially applies when equipping…

We collect robust proposals given in the field of regression models with heteroscedastic errors. Our motivation stems from the fact that the practitioner frequently faces the confluence of two phenomena in the context of data analysis:…

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

The superior performance of some of today's state-of-the-art deep learning models is to some extent owed to extensive (self-)supervised contrastive pretraining on large-scale datasets. In contrastive learning, the network is presented with…

While there have been a lot of recent developments in the context of Bayesian model selection and variable selection for high dimensional linear models, there is not much work in the presence of change point in literature, unlike the…

Posterior predictive p-values (ppps) have become popular tools for Bayesian model assessment, being general-purpose and easy to use. However, interpretation can be difficult because their distribution is not uniform under the hypothesis…

Recent progress has been made in understanding optimisation dynamics in neural networks trained with full-batch gradient descent with momentum with the uncovering of the edge of stability phenomenon in supervised learning. The edge of…

Propensity score (PS) methods are widely used to estimate treatment effects in non-randomized studies. Variance is typically estimated using sandwich or bootstrap methods, which can either treat the PS as estimated or fixed. The latter is…

Fine stratification is a popular design as it permits the stratification to be carried out to the fullest possible extent. Some examples include the Current Population Survey and National Crime Victimization Survey both conducted by the…

Mendelian randomization is the use of genetic variants to assess the existence of a causal relationship between a risk factor and an outcome of interest. Here, we focus on two-sample summary-data Mendelian randomization analyses with many…

We study the learning performance of gradient descent when the empirical risk is weakly convex, namely, the smallest negative eigenvalue of the empirical risk's Hessian is bounded in magnitude. By showing that this eigenvalue can control…