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02/23/2022
A Class of Geometric Structures in Transfer Learning: Minimax Bounds and Optimality
We study the problem of transfer learning, observing that previous effor...
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02/02/2022
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff
Missing time-series data is a prevalent problem in finance. Imputation m...
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02/25/2021
Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff
Missing time-series data is a prevalent practical problem. Imputation me...
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10/11/2020
Distributionally Robust Parametric Maximum Likelihood Estimation
We consider the parameter estimation problem of a probabilistic generati...
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09/13/2020
Machine Learning's Dropout Training is Distributionally Robust Optimal
This paper shows that dropout training in Generalized Linear Models is t...
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07/08/2020
Minimax Efficient Finite-Difference Stochastic Gradient Estimators Using Black-Box Function Evaluations
We consider stochastic gradient estimation using noisy black-box functio...
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02/12/2019
Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective
Biased stochastic estimators, such as finite-differences for noisy gradi...
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07/22/2016