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08/03/2023
Robust Independence Tests with Finite Sample Guarantees for Synchronous Stochastic Linear Systems
The paper introduces robust independence tests with non-asymptotically g...
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08/03/2023
Distribution-Free Inference for the Regression Function of Binary Classification
One of the key objects of binary classification is the regression functi...
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02/12/2023
Recursive Estimation of Conditional Kernel Mean Embeddings
Kernel mean embeddings, a widely used technique in machine learning, map...
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01/29/2023
Non-Asymptotic State-Space Identification of Closed-Loop Stochastic Linear Systems using Instrumental Variables
The paper suggests a generalization of the Sign-Perturbed Sums (SPS) fin...
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06/27/2022
Nonparametric, Nonasymptotic Confidence Bands with Paley-Wiener Kernels for Band-Limited Functions
The paper introduces a method to construct confidence bands for bounded,...
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03/08/2021
Exact Distribution-Free Hypothesis Tests for the Regression Function of Binary Classification via Conditional Kernel Mean Embeddings
In this paper we suggest two statistical hypothesis tests for the regres...
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03/23/2019
Semi-Parametric Uncertainty Bounds for Binary Classification
The paper studies binary classification and aims at estimating the under...
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12/23/2018
Uncertainty Quantification for Kernel Methods
We propose a data-driven approach to quantify the uncertainty of models ...
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07/23/2018
Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models
A standard model of (conditional) heteroscedasticity, i.e., the phenomen...
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07/20/2018