Adaptive and Stratified Subsampling for High-Dimensional Robust Estimation

This paper introduces Adaptive Importance Sampling and Stratified Subsampling estimators that achieve minimax-optimal rates for robust high-dimensional sparse regression under heavy-tailed noise, contamination, and temporal dependence, while also providing fully specified de-biasing procedures for valid confidence intervals and demonstrating superior empirical performance over uniform subsampling.

Prateek Mittal, Joohi ChauhanWed, 11 Ma🤖 cs.LG

Adaptive Active Learning for Online Reliability Prediction of Satellite Electronics

This paper proposes a novel integrated online reliability prediction framework for satellite electronics that combines a Wiener process-based degradation model with a two-stage adaptive active learning strategy to significantly improve prediction accuracy while reducing data requirements under limited and variable operational conditions.

Shixiang Li, Yubin Tian, Dianpeng Wang, Piao Chen, Mengying RenWed, 11 Ma🤖 cs.LG

A Unified Hierarchical Multi-Task Multi-Fidelity Framework for Data-Efficient Surrogate Modeling in Manufacturing

This paper proposes a novel hierarchical multi-task multi-fidelity (H-MT-MF) framework for Gaussian process-based surrogate modeling that unifies inter-task information sharing and fidelity-dependent uncertainty handling to significantly improve prediction accuracy and data efficiency in manufacturing systems with heterogeneous data sources.

Manan Mehta, Zhiqiao Dong, Yuhang Yang, Chenhui ShaoWed, 11 Ma🤖 cs.LG

MM-algorithms for traditional and convex NMF with Tweedie and Negative Binomial cost functions and empirical evaluation

This paper presents a unified framework for traditional and convex Non-negative Matrix Factorization (NMF) under Negative Binomial and Tweedie distributions, deriving novel multiplicative update rules via Majorize-Minimization and demonstrating through empirical evaluation that appropriate noise model selection and convex formulations significantly improve feature recovery in overdispersed data.

Elisabeth Sommer James, Asger Hobolth, Marta PelizzolaWed, 11 Ma🤖 cs.LG

A Consequentialist Critique of Binary Classification Evaluation: Theory, Practice, and Tools

This paper critiques the prevalent reliance on fixed-threshold metrics in machine learning evaluation by advocating for a consequentialist framework that prioritizes proper scoring rules like the Brier score, supported by a new decision-theoretic mapping, a practical Python package called `briertools`, and a clipped Brier score variant to bridge the gap between theoretical utility and current practices.

Gerardo Flores, Abigail Schiff, Alyssa H. Smith, Julia A Fukuyama, Ashia C. WilsonWed, 11 Ma🤖 cs.AI

Doubly-Robust Functional Average Treatment Effect Estimation

This paper introduces DR-FoS, a novel doubly-robust estimator for the Functional Average Treatment Effect (FATE) that ensures consistent estimation and valid simultaneous inference even when either the outcome or treatment assignment model is misspecified, demonstrating its effectiveness through simulations and a real-world application to the SHARE dataset.

Lorenzo Testa, Tobia Boschi, Francesca Chiaromonte, Edward H. Kennedy, Matthew ReimherrTue, 10 Ma🔢 math

Nuisance Function Tuning and Sample Splitting for Optimally Estimating a Doubly Robust Functional

This paper demonstrates that by strategically combining sample splitting with specific nuisance function tuning strategies (such as undersmoothing or oversmoothing), both plug-in and first-order bias-corrected estimators can achieve minimax rates of convergence for doubly robust functionals across all Hölder smoothness classes, overcoming limitations of existing literature.

Sean McGrath, Rajarshi MukherjeeTue, 10 Ma🔢 math

Group-Sparse Smoothing for Longitudinal Models with Time-Varying Coefficients

This paper proposes TV-Select, a unified framework that simultaneously identifies relevant variables and distinguishes between constant and time-varying effects in longitudinal models by employing a doubly penalized B-spline approach with group Lasso and roughness penalties to achieve accurate structural recovery, smooth estimation, and improved predictive performance.

Yu Lu, Tianni Zhang, Yuyao Wang, Mengfei RanTue, 10 Ma🔢 math

Integrating Heterogeneous Information in Randomized Experiments: A Unified Calibration Framework

This paper proposes a unified calibration framework that integrates heterogeneous internal and auxiliary information into randomized experiments under covariate-adaptive randomization via convex optimization, ensuring asymptotic validity and a no-harm efficiency guarantee while accommodating scenarios with growing numbers of strata and information sources.

Wei Ma, Zeqi Wu, Zheng ZhangTue, 10 Ma🔢 math