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- Double Machine Learning for Panel Data: Identification, Specification, and a Bank Regulation Effect
- Task-Calibrated Random Features via Influence-Based Error Cancellation
- ShapleyOG: Fast Adaptive Shapley Value Estimation with Odd Gaussian Processes
- Sample size calculation comparing two survival curves in the presence of nonproportional hazards utilizing the concept of Weighted Relative Time using two different Weibull distributions
- Bayesian Tensor Train Kernel Machines with Automatic Model Complexity Inference
- dsp: An R Package for Bayesian Time Series Modeling with the Dynamic Shrinkage Process
- A Hybrid Framework for Explainable Aviation Risk: Causal Chain Extraction from Safety Reports with Physics-Based Failure Quantification and Interventional Analysis
- Inference and Uncertainty Quantification for Streaming r-PCA
- An Energy-Driven Framework for Privacy-Aware Synthetic Data Generation
- Neyman Orthogonalized Specification Tests for Conditional Tail Index Models
- ToroFit: Fitting Wedge Sums of Tori to High-Dimensional Data
- Validity of the Behrens--Fisher solution
- Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability
- Tight Generalization Bounds for Noiseless Inverse Optimization
- Regression with Many Generated Controls
- Inherited Local Shrinkage for Adaptive Functional Form Discovery
- Alignment Myopia in Generative AI
- Message-passing graph persistence
- TestBED: An Open-Source Toolkit for Bayesian Experimental Design
- Online Control of the Family-wise Error Rate (FWER) for Multi-stage Platform Trials
- An Interaction-Aware Decision Framework for FDIC-Assisted Distressed Bank Acquisitions: Empirical Evidence from the FDIC Failed-Bank Panel and the SVB-First Citizens Case
- Risk-Sensitive Non-Parametric and Kernel Bandits
- A latent space hidden Markov model for clustering views in longitudinal multilayer networks
- Understanding the Out-of-Distribution Generalization of Chain-of-Thought Reasoning in LLMs
- Efficient estimation of regression models for recurrent events in presence of terminal events