相关论文: An adaptation theory for nonparametric confidence …
This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common…
Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued…
This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learning algorithms to estimate the conditional distribution of…
The paper deals with joint state and parameter estimation for nonlinear continuous-time systems. Based on a guaranteed LPV approximation, the set adaptive observers design problem is solved avoiding the exponential complexity obstruction…
An output feedback model predictive control (MPC) framework with adaptive tubes is proposed for linear time-invariant systems subject to parametric and additive uncertainties. An adaptive observer provides point estimates of the system…
In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…
This paper develops a data-driven safe control framework for nonlinear discrete-time systems with parametric uncertainty and additive disturbances. The proposed approach constructs a data-consistent closed-loop representation that enables…
We review the methods of constructing confidence intervals that account for a priori information about one-sided constraints on the parameter being estimated. We show that the so-called method of sensitivity limit yields a correct solution…
Pre-trained foundation models (FMs) have shown exceptional performance in univariate time series forecasting tasks. However, several practical challenges persist, including managing intricate dependencies among features and quantifying…
In this note, we consider the problem of existence of adaptive confidence bands in the fixed design regression model, adapting ideas in Hoffmann and Nickl (2011) to the present case. In the course of the proof, we show that sup-norm…
Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…
In this paper, a model reference adaptive control architecture is proposed for uncertain nonlinear systems to achieve prescribed performance guarantees. Specifically, a general nonlinear reference model system is considered that captures an…
In the nonparametric regression setting, we construct an estimator which is a continuous function interpolating the data points with high probability, while attaining minimax optimal rates under mean squared risk on the scale of H\"older…
This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…
Despite tremendous advancements of machine learning models and algorithms in various application domains, they are known to be vulnerable to subtle, natural or intentionally crafted perturbations in future input data, known as adversarial…
We build confidence balls for the common density $s$ of a real valued sample $X_1,...,X_n$. We use resampling methods to estimate the projection of $s$ onto finite dimensional linear spaces and a model selection procedure to choose an…
Adaptive designs dynamically update treatment probabilities using information accumulated during the experiment. Existing theory for causal inference from adaptive experiments primarily assumes the superpopulation framework with independent…
This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…
We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…
This paper revisits the classical problem of interval estimation of a binomial proportion under Huber contamination. Our main result derives the rate of optimal interval length when the contamination proportion is unknown under a local…