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1,205 records
- On Inherent Privacy of Posterior Sampling: A Unified Rényi-Divergence Framework
- Model-Induced Hazard Geometry and Functional Representations in Survival Analysis
- On the Optimisation Landscape of Overparameterised Weighted MMD
- Minimax estimation of the pseudo-spectral gap of continuous Markov chains, with applications to empirical concentration bounds
- MCMC Can See Can't See
- A polylogarithmic bound for list replicability
- Stochastic Gradient Descent: A Nonlinear Time Series Perspective
- Two-Stage Score Estimation for Group-Specific Diffusion Models
- Acceleration and its Limits in Gaussian Variational Inference
- Risk-Averse Inference-Time Diffusion Model Alignment with Finite-Sample Guarantees
- textGrain watermarking is harder to detect: can sum-tests still do it optimally?
- How to Train Your Intercept: A Comparison of Intercept Update Strategies in Coordinate Descent
- Sparse-group Convoluted Smoothed Quantile Regression in High Dimension
- Multilevel Main Effects Matrix Factor Model
- Rapid Mixing of Stereographic MCMC for Heavy-Tailed Sampling
- Wong--Zakai Convergence and FNO Learning for Stochastic Volterra Equations
- Conformalized Physics-Informed Weak Regression for Parameter Estimation in Epidemic Models
- Limit Theory for Online Expectile Estimation under Short and Long Range Dependence
- Distributional Regression for Arbitrary Response Variables Using ReLU Neural Networks
- Exploration strategies for Gaussian process bandit optimization with inference regret guarantees
- Adaptive Cauchy inference from invariant information
- Feature Normalization under Finite Training Budgets
- Overlap, Not Moments: Finite-Sample Theory for Bridge Sampling
- Moment-Calibrated Conformal Prediction with Side Information
- When do explicit penalties improve flow matching?
- Notes on Uniform Policy Score Bounds and Lipschitz Continuity for Truncated Gaussian, Product Cauchy, Boltzmann, and Softmax Policies
- Inference on the Value of Policy Improvement in Adaptive Experiments
- Small area learning
- Nearly Minimax Rates for Functional Estimation Under Rough Random Design
- Prior-Informed Generalizable Low-Rank Representation Learning via Regularized Adversarial Reweighting
- Copula Active Subspaces II: Error Decomposition, A Posteriori Estimation, and Sharpness of the Bounds
- The price of a weak shadow variable: inference under nonignorable missingness as relevance vanishes
- Closed forms all the way up: the sample variance of four observations
- An efficient stochastic generalized method of moments estimator for nonlinear moment models
- Sequential Conformal Calibration under Recursive Selection
- Learning by Compression: Risk Estimates Attain the Law-of-Large-Numbers Rate
- Constrained Probabilistic Numerics: Gaussian Process Solvers for Linear PDEs under Linear Inequality Constraints
- A Stochastic Analysis Perspective on Diffusion Models
- Accelerating Non-Smooth and Heavy-Tailed Sampling
- Anchored multiple testing: a transparent use of e-closure to improve FDR procedures
- Conditional Kernel Stein Discrepancy
- Learning structured linear dynamical systems from missing observations
- RobustLDS: Learning linear dynamical systems under adversarial corruptions
- Efficient quadratic entropy with distance sketches
- Testing Algebraic Complete Intersections
- Binary Regression for BV Class Conditional Probability
- A Sensitivity-based Framework for Calibrating Coupled Ordinary Differential Equations under Model Discrepancy
- Sequential resetting procedures and false discovery rate
- Finite-Rank Logistic Gaussian Processes with Exact Likelihood for Conditional Density Estimation
- Reflected Anchored Langevin Algorithms