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- A simple sensitivity analysis for observational studies
- Nearly Minimax Optimal Regret for Adversarial Linear Bandits with Strong Corruptions
- FACTS-MAS: A Multi-Agent Architecture for Adaptive Forecasting from Heterogeneous Evidence
- Estimating Implicit Expected Log Density Ratios
- MiniMMD: Minimization of MMD for Sampling, Inference and Integration
- Weighting Scheme and Construction in IPCW Survival Estimation
- L-PASSO: Adaptive Log-penalized Variable Selector, with Sparse Selection and Robustness to the Pilot Estimator
- Joint Distributional Copula Regression for Insurance Claim Frequency and Severity via Boosting
- CoCoNet: Convex Conformal Network for Multi-Dimensional Uncertainty Regions
- Differentiable Systematic Resampling for Variational Sequential Monte Carlo
- Optimal Expert Annotation for Evaluating Sequential Decision Policies from Text Records
- Stochastic Flow Map for Count Data
- Bet on Features: Anytime-Valid and Feature-Aware Auditing of Conditional Quantile Forecasters
- Bias-Aware External-Model-Assisted Inference in High-Dimensional Regression
- SPACR: Single-Pass Adaptive Training of Uncertainty-Aware Conformal Regressors
- Language-Induced Priors for Domain Adaptation
- A Spectral Boundary for Independence Learnability
- Noise Calibration and Exact Recovery for Multiview Ordinal Rearrangement Data
- Orthogonal Inference for Conditional Z-Estimation without Cross-Fitting: A Distributional Nearest-Neighbor Approach
- Memorization Capacity of Invariant Convolutional Neural Nets
- Proximal R2 Priors for Structured Variance Allocation
- Principal-agent hypothesis testing under adaptive experimentation
- Order invariance of the generalized Rosenblatt transform on standard Borel spaces
- Central limit theorems for high-dimensional ridge regression under uniform subsampling
- Metropolized backward sampling for conditional sequential Monte Carlo