We present a simple reduction from sequential estimation to sequential changepoint detection (SCD). In short, suppose we are interested in detecting changepoints in some parameter or functional θ of the underlying di...
Following the initial work by Robbins, we rigorously present an extended theory of nonnegative supermartingales, requiring neither integrability nor finiteness. In particular, we derive a key maximal inequality foresh...
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We establish precise structural and risk equivalences between subsampling and ridge regularization for ensemble ridge estimators. Specifically, we prove that linear and quadratic functionals of subsample ridge estimat...
We establish precise structural and risk equivalences between subsampling and ridge regularization for ensemble ridge estimators. Specifically, we prove that linear and quadratic functionals of subsample ridge estimators, when fitted with different ridge regularization levels λ and subsample aspect ratios ψ, are asymptotically equivalent along specific paths in the (λ, ψ)-plane (where ψ is the ratio of the feature dimension to the subsample size). Our results only require bounded moment assumptions on feature and response distributions and allow for arbitrary joint distributions. Furthermore, we provide a data-dependent method to determine the equivalent paths of (λ, ψ). An indirect implication of our equivalences is that optimally tuned ridge regression exhibits a monotonic prediction risk in the data aspect ratio. This resolves a recent open problem raised by Nakkiran et al. [1] for general data distributions under proportional asymptotics, assuming a mild regularity condition that maintains regression hardness through linearized signal-to-noise ratios.
Confidence sequences are confidence intervals that can be sequentially tracked, and are valid at arbitrary data-dependent stopping times. This paper presents confidence sequences for a univariate mean of an unknown di...
Large Multimodal Models (LMMs) have achieved strong performance across a range of vision and language tasks. However, their spatial reasoning capabilities are under-investigated. In this paper, we construct a novel VQ...
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We provide practical, efficient, and nonparametric methods for auditing the fairness of deployed classification and regression models. Whereas previous work relies on a fixed-sample size, our methods are sequential an...
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Diabetes is a prevalent and chronic disease affecting millions worldwide, posing significant challenges in its management and treatment. This review article aims to explore the current and potential future roles of ma...
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We consider the problem of sequential change detection, where the goal is to design a scheme for detecting any changes in a parameter or functional θ of the data stream distribution that has small detection delay, bu...
Abstaining classifiers have the option to abstain from making predictions on inputs that they are unsure about. These classifiers are becoming increasingly popular in high-stakes decision-making problems, as they can ...
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We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to ...
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