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12/31/2022
Confidence Sets under Generalized Self-Concordance
This paper revisits a fundamental problem in statistical inference from ...
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12/10/2022
Stochastic Optimization for Spectral Risk Measures
Spectral risk objectives - also called L-risks - allow for learning syst...
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04/30/2022
Orthogonal Statistical Learning with Self-Concordant Loss
Orthogonal statistical learning and double machine learning have emerged...
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02/04/2022
Distribution Embedding Networks for Meta-Learning with Heterogeneous Covariate Spaces
We propose Distribution Embedding Networks (DEN) for classification with...
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12/31/2021
Entropy Regularized Optimal Transport Independence Criterion
Optimal transport (OT) and its entropy regularized offspring have recent...
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06/27/2021
Score-Based Change Detection for Gradient-Based Learning Machines
The widespread use of machine learning algorithms calls for automatic ch...
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06/15/2021
Divergence Frontiers for Generative Models: Sample Complexity, Quantization Level, and Frontier Integral
The spectacular success of deep generative models calls for quantitative...
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11/17/2020