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09/07/2023
Empirical Risk Minimization for Losses without Variance
This paper considers an empirical risk minimization problem under heavy-...
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07/21/2023
Epsilon*: Privacy Metric for Machine Learning Models
We introduce Epsilon*, a new privacy metric for measuring the privacy ri...
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06/24/2023
Adaptive Privacy Composition for Accuracy-first Mechanisms
In many practical applications of differential privacy, practitioners se...
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06/08/2023
A Cover Time Study of a non-Markovian Algorithm
Given a traversal algorithm, cover time is the expected number of steps ...
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11/23/2022
Kernel PCA for multivariate extremes
We propose kernel PCA as a method for analyzing the dependence structure...
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11/15/2022
On Penalization in Stochastic Multi-armed Bandits
We study an important variant of the stochastic multi-armed bandit (MAB)...
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08/05/2022
Catoni-style Confidence Sequences under Infinite Variance
In this paper, we provide an extension of confidence sequences for setti...
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04/16/2022
Detection of Small Holes by the Scale-Invariant Robust Density-Aware Distance (RDAD) Filtration
A novel topological-data-analytical (TDA) method is proposed to distingu...
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11/15/2021
Spectral learning of multivariate extremes
We propose a spectral clustering algorithm for analyzing the dependence ...
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09/09/2021
Extreme Bandits using Robust Statistics
We consider a multi-armed bandit problem motivated by situations where o...
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11/09/2020
Likelihood Inference for Possibly Non-Stationary Processes via Adaptive Overdifferencing
We make a simple observation that facilitates valid likelihood-based inf...
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06/25/2018
Distance covariance for discretized stochastic processes
Given an iid sequence of pairs of stochastic processes on the unit inter...
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12/20/2017