We introduce a semiparametric approach for forecasting Value-at-Risk (VaR) and Expected Shortfall (ES) by modeling the conditional scale of financial returns, defined as the difference between two spe...
We study the problem of selecting optimal two-block partitions to accelerate the mixing of finite Markov chains under group-averaging transformations. The main objectives considered are the Kullback-L...
Simulation plays a central role in scientific discovery. In many applications, the bottleneck is no longer running a simulator; it is choosing among large families of plausible simulators, each corres...
State space models (SSMs) have recently achieved strong performance on long sequence modeling tasks while offering improved memory and computational efficiency compared to transformer based architectu...
Frogeye Leaf Spot (FLS), caused by Cercospora sojina, poses a significant threat to soybean production, with yield losses of 30-60%. Traditional mass-action models assume homogeneous mixing, which rar...
Despite the computational efficiency of MoE models, the excessive memory footprint and I/O overhead inherent in multi-expert architectures pose formidable challenges for real-time inference on resourc...
The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way...
Collecting multiple types of data on the same set of subjects is common in modern scientific applications including, genomics, metabolomics, and neuroimaging. Joint and Individual Variance Explained (...
Striking an optimal balance between predictive performance and fairness continues to be a fundamental challenge in machine learning. In this work, we propose a post-processing framework that facilitat...
Information Processing Pathway Maps (IPPMs) offer a scalable framework for formalizing the complex sequence of mathematical transformations applied to sensory stimuli. These maps chart the latency and...
Inferring the sign of social relationships from online interactions is a fundamental challenge in social network analysis. Existing approaches typically rely on sentiment analysis to label individual ...
Latent diffusion models (LDMs) enable high-fidelity synthesis by operating in learned latent spaces. However, training state-of-the-art LDMs requires complex staging: a tokenizer must be trained first...
We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we...
mmid (Multi-Modal Integration and Downstream analyses for healthcare analytics) is a Python package that offers multi-modal fusion and imputation, classification, time-to-event prediction and clusteri...
(shortened for arXiv metadata) We study the limits of single-server private information retrieval (PIR) with preprocessing. Prior work has shown that single-server PIR with sublinear communication req...
Human visual similarity judgments are context-dependent. For example, two images may be similar in shape but distinct in color. Existing perceptual similarity metrics, however, collapse these nuances ...
Overall survival (OS) is the gold standard for assessing patient benefit and cost-effectiveness of new cancer drugs. However, it is often difficult to use OS as the primary endpoint in randomized clin...
The advent of Transformer and Mamba-based architectures has significantly advanced 3D medical image segmentation by enabling global contextual modeling, a capability traditionally limited in Convoluti...
The problem of optimal dosage estimation arises in diverse scientific domains, from pharmacology and toxicology to aquaculture and environmental studies. Statistical modeling of nonlinear dose-respons...
KPZ-type extremal fluctuations have recently been proved for several models of random walks in space-time random environments (RWRE) in $1+1$ dimensions. A general moment criterion predicts the spatia...