相关论文: Generalized Rank Regression

Generative retrieval (GR) has emerged as a new paradigm in neural information retrieval, offering an alternative to dense retrieval (DR) by directly generating identifiers of relevant documents. In this paper, we theoretically and…

We study the problem of high-dimensional robust mean estimation in the presence of a constant fraction of adversarial outliers. A recent line of work has provided sophisticated polynomial-time algorithms for this problem with…

It is well known that kernel ridge regression (KRR) is a popular nonparametric regression estimator. Nonetheless, in the presence of a large data set with size $n\gg 1,$ the KRR estimator has the drawback to require an intensive…

This paper addresses the problem of providing robust estimators under a functional logistic regression model. Logistic regression is a popular tool in classification problems with two populations. As in functional linear regression,…

This paper addresses the problem of rank aggregation, which aims to find a consensus ranking among multiple ranking inputs. Traditional rank aggregation methods are deterministic, and can be categorized into explicit and implicit methods…

A new, very general, robust procedure for combining estimators in metric spaces is introduced GROS. The method is reminiscent of the well-known median of means, as described in \cite{devroye2016sub}. Initially, the sample is divided into…

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Westling and Carone (2020) proposed a framework for studying the large sample distributional properties of generalized Grenander-type estimators, a versatile class of nonparametric estimators of monotone functions. The limiting distribution…

We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…

Isotonic distributional regression (IDR) is a powerful nonparametric technique for the estimation of conditional distributions under order restrictions. In a nutshell, IDR learns conditional distributions that are calibrated, and…

Regression is a fundamental task in machine learning that has garnered extensive attention over the past decades. The conventional approach for regression involves employing loss functions that primarily concentrate on aligning model…

We propose a new formulation of robust regression by integrating all realizations of the uncertainty set and taking an averaged approach to obtain the optimal solution for the ordinary least squares regression problem. We show that this…

Robust statistics traditionally focuses on outliers, or perturbations in total variation distance. However, a dataset could be corrupted in many other ways, such as systematic measurement errors and missing covariates. We generalize the…

High-dimensional penalized rank regression is a powerful tool for modeling high-dimensional data due to its robustness and estimation efficiency. However, the non-smoothness of the rank loss brings great challenges to the computation. To…

We develop methods for parameter estimation in settings with large-scale data sets, where traditional methods are no longer tenable. Our methods rely on stochastic approximations, which are computationally efficient as they maintain one…

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

We develop two new estimators for a general class of stationary GARCH models with possibly heavy tailed asymmetrically distributed errors, covering processes with symmetric and asymmetric feedback like GARCH, Asymmetric GARCH, VGARCH and…

We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We…

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…