相关论文: Assessing prediction error of nonparametric regres…

The goal of this paper is to compare several widely used Bayesian model selection methods in practical model selection problems, highlight their differences and give recommendations about the preferred approaches. We focus on the variable…

Machine learning approaches for image classification have led to impressive advances in that field. For example, convolutional neural networks are able to achieve remarkable image classification accuracy across a wide range of applications…

Meta-learning involves training models on a variety of training tasks in a way that enables them to generalize well on new, unseen test tasks. In this work, we consider meta-learning within the framework of high-dimensional multivariate…

Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…

This paper studies an integrated learning and optimization problem in which a prediction model estimates the right-hand-side parameters of a linear program (LP) using a contextual vector. Considering that such a prediction alters the…

Crucial for building trust in deep learning models for critical real-world applications is efficient and theoretically sound uncertainty quantification, a task that continues to be challenging. Useful uncertainty information is expected to…

New procedures for detecting a change in the cross-sectional mean of panel data are proposed. The procedures rely on estimating nuisance parameters using certain cross-sectional means across panels using a weighted least squares regression.…

Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

In this work, we develop a level-set subdifferential error bound condition aiming towards convergence rate analysis of a variable Bregman proximal gradient (VBPG) method for a broad class of nonsmooth and nonconvex optimization problems. It…

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Cross validation is a central tool in evaluating the performance of machine learning and statistical models. However, despite its ubiquitous role, its theoretical properties are still not well understood. We study the asymptotic properties…

Using a trimming approach, we investigate a k-means type method based on Bregman divergences for clustering data possibly corrupted with clutter noise. The main interest of Bregman divergences is that the standard Lloyd algorithm adapts to…

This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…

Recently many regularized estimators of large covariance matrices have been proposed, and the tuning parameters in these estimators are usually selected via cross-validation. However, there is no guideline on the number of folds for…

We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…

Selective classification enhances the reliability of predictive models by allowing them to abstain from making uncertain predictions. In this work, we revisit the design of optimal selection functions through the lens of the Neyman--Pearson…

Koopman-based methods leverage a nonlinear lifting to enable linear regression techniques. Consequently, data generation, learning and prediction is performed through the lens of this lifting, giving rise to a nonlinear manifold that is…

In various applications of regression analysis, in addition to errors in the dependent observations also errors in the predictor variables play a substantial role and need to be incorporated in the statistical modeling process. In this…

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…