10 papers · 1 filter
Honest Inference for Stochastic Optimization
Kenta Takatsu, Arun Kumar Kuchibhotla
This manuscript studies a general approach to construct confidence sets for the solution of stochastic optimization, rendering empirical risk minimization as special cases. Statist…
On a Probability Inequality for Order Statistics with Applications to Bootstrap, Conformal Prediction, and more
Manit Paul, Arun Kumar Kuchibhotla
``Behind every limit theorem, there is an inequality'' said Kolmogorov. We say ``for every inequality, there is an approximate inequality under approximate regularity conditions.''…
Sharp Debiasing for Smooth Functional Estimation in Banach Spaces
Woonyoung Chang, Arun Kumar Kuchibhotla
This paper studies the estimation of smooth functionals of a mean parameter for a distribution on a general Banach space. We propose a cross-fitte…
Statistical Properties of Rectified Flow
Gonzalo Mena, Arun Kumar Kuchibhotla, Larry Wasserman
Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, althoug…
Multiply Robust Conformal Risk Control with Coarsened Data
Manit Paul, Arun Kumar Kuchibhotla, Eric J. Tchetgen Tchetgen
Conformal Prediction (CP) has recently received a tremendous amount of interest, leading to a wide range of new theoretical and methodological results for predictive inference with…
Assumption-Lean Honest Inference for -functionals
Woonyoung Chang, Arun Kumar Kuchibhotla
We develop a general assumption-lean framework for constructing uniformly valid confidence sets for functionals defined by moment equalities, referred to as -functionals. Our ap…