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1,205 records
- When Noise Estimation Hides Basis Misspecification in Repeated Bayesian Inverse Problems
- Identifiability Guarantees for Drivers and Dynamics of Delayed Physical Systems
- Robust LassoNet: Enhancing Feature Selection in Neural Networks via Robust Loss Functions
- Lower Bounds for Linear-Oracle Online Learning
- Generalized Fiducial Inference for Hybrid Discrete-Continuous Count Data: Theory and Application
- Bandits with Multiple Optimal Arms: Minimax Regret and Non-Adaptivity
- Singularities of Non-negative Matrix Factorization and their application to Bayesian inference
- Understanding Generalization Requires Universal Induction
- Bayesian Nonparametric Factor Analysis via Marginalized Dirichlet Process Column Clustering with Spike-and-Slab Sparsity
- Probabilistic Geodesic Flow Matching on Location-Scale Families
- Isotonic surrogate modeling for computer experiments with many input variables
- Finite-Sample Theory for Fitted Q-Iteration When Actions Are Functions
- Memory Prediction Excess: A Probabilistic Quantity for Predictive Gain and Memory Length in Stochastic Processes
- The Statistical Benefits of Multiple Responses for Learning from Demonstrations
- Sharp training-conditional coverage for conformal prediction under covariate shift
- Calibrated Derivative-Process Sensitivity for Gaussian-Process Variable Selection
- AECSF: Adaptive Ensemble Conditional Score Filtering for High-Dimensional Nonlinear Data Assimilation
- Agnostic Smoothed Online Regression with Adversarial Responses
- Affine Geometry of Gaussian ReLU Networks via Conditional Kac-Rice Formulas
- Domain Adaptation with Target Information via Doubly-Anchored Distributionally Robust Optimization
- Sliced Orlicz-Wasserstein
- Maximum Likelihood Estimation for Entity Ranking under Iterative Synthetic Data Augmentation
- Nonparametric In-Context Learning under Growing Geometric Complexity: Minimax Optimality and Local Geometry-Adaptivity of Transformers
- Beyond Empirical Support: Structured Outlier Generation via Sinkhorn Optimal Transport
- Statistical attribute alignment for black-box generative AI via output post-processing
- Continuous-Time Trajectory Generation from Discrete Observations with Stochasticity
- Truly optimal low rank thin plate spline smoothing using a truncated Demmler-Reinsch basis
- High-dimensional Gaussian Graphical Model Testing for Long-Memory Time Series
- Bagged Martingale Posteriors: Calibrated Uncertainty Quantification for Predictive Resampling
- Model Specification Test for Stationary Functional Time Series
- On the Sample Complexity of Active Learning with Membership Queries
- Pooling Sequential Evidence Across Hypotheses: Rate-Optimal Multiple Testing at a Fixed Horizon
- Improving Ensemble Filters with Flow Matching
- Long-Term Tail Modeling in Survival Analysis via Extended Generalized Pareto Distributions
- Memory-Conditioned Diffusion Model for Generalized Langevin Dynamics
- Exact Bayes Regret and Asymptotic Optimality in High-Dimensional Gaussian Bandits
- Reduced-Rank Autoregressive Models for Matrix Time Series
- Adaptive Random Matrices in Gaussian Bandits: Spectral Universality and Selection-Induced Outliers
- The Critical Line Algorithm and the Constrained LASSO: One Curve, Two Literatures
- Statistical Gains from Looped Estimation under Parameter Budgets
- Grouped Semi-Supervised Estimation of Two-Sample Functionals via Single-Index Conditional Imputation
- SuperPCA: subspace analysis and an efficient algorithm for high-dimensional PCA
- Empirical Bayes prepivoting under group invariance: false discovery rate control and moderated t-tests
- Stochastic Inertial Krasnosel'skii-Mann Iteration Achieves Near-Optimal Sample Complexity
- Doubly robust target inference for generalized linear regression with completely missing covariates
- Quantifying Long-Range Dependence in Object-Valued Time Series
- Adversarially Robust PAC Learning with Optimal VC Rates
- Variational objectives for amortized Bayesian inference in inverse problems: The role of posterior conditioning
- Closed forms and open obstructions: the sample variance of three observations
- Penalized Nonreversible Langevin for Constrained Sampling