activity
20092026
most citedBreak detection in the covariance structure of multivariate time series models

251 citations · 487 across the 35 of their papers we have counts for

collaborators

40 papers

stat.AP2026

On the Benefit of Blocking for Online Experiments with Skewed Data

Abbas Zaidi, Matthew Reimherr, Rina Friedberg +2

This paper advocates for using blocked (stratified) assignment in online A/B tests to handle highly skewed population data. While blocking yields only modest precision gains (5-10%…

stat.AP2025

Temporal Functional Factor Analysis of Brain Connectivity

Kyle Stanley, Nicole Lazar, Matthew Reimherr

Many analyses of functional magnetic resonance imaging (fMRI) examine functional connectivity (FC), or the statistical dependencies among distant brain regions. These analyses are…

stat.ME2025

Efficient Difference-in-Differences Estimation when Outcomes are Missing at Random

Lorenzo Testa, Edward H. Kennedy, Matthew Reimherr

The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed…

stat.ML2025

Fixed-Gaussian Spectral Algorithms: Minimax Optimal Rates for Misspecified Learning and Transfer

Haotian Lin, Matthew Reimherr

The principal objective of this work is twofold within nonparametric regression settings: (1) to establish the minimax optimal convergence rates for fixed-bandwidth Gaussian kernel…

stat.ME2025★ 2 cited

Doubly-Robust Functional Average Treatment Effect Estimation

Lorenzo Testa, Tobia Boschi, Francesca Chiaromonte +2

Understanding causal relationships in the presence of complex, structured data remains a central challenge in modern statistics and science in general. While traditional causal inf…

stat.ME2024★ 1 cited

Functional Factor Modeling of Brain Connectivity

Kyle Stanley, Nicole Lazar, Matthew Reimherr

Many fMRI analyses examine functional connectivity, or statistical dependencies among remote brain regions. Yet popular methods for studying whole-brain functional connectivity oft…

cs.CR2024

Gaussian Differentially Private Human Faces Under a Face Radial Curve Representation

Carlos Soto, Matthew Reimherr, Aleksandra Slavkovic +1

In this paper we consider the problem of releasing a Gaussian Differentially Private (GDP) 3D human face. The human face is a complex structure with many features and inherently ti…

stat.ML2024★ 1 cited

Smoothness Adaptive Hypothesis Transfer Learning

Haotian Lin, Matthew Reimherr

Many existing two-phase kernel-based hypothesis transfer learning algorithms employ the same kernel regularization across phases and rely on the known smoothness of functions to ob…

stat.AP2023★ 1 cited

Differentially Private Synthetic Heavy-tailed Data

Tran Tran, Matthew Reimherr, Aleksandra Slavković

The U.S. Census Longitudinal Business Database (LBD) product contains employment and payroll information of all U.S. establishments and firms dating back to 1976 and is an invaluab…

stat.ML2023

Pure Differential Privacy for Functional Summaries with a Laplace-like Process

Haotian Lin, Matthew Reimherr

Many existing mechanisms for achieving differential privacy (DP) on infinite-dimensional functional summaries typically involve embedding these functional summaries into finite-dim…

stat.ME2023★ 6 cited

FAStEN: An Efficient Adaptive Method for Feature Selection and Estimation in High-Dimensional Functional Regressions

Tobia Boschi, Lorenzo Testa, Francesca Chiaromonte +1

Functional regression analysis is an established tool for many contemporary scientific applications. Regression problems involving large and complex data sets are ubiquitous, and f…

stat.ML2022

Shape And Structure Preserving Differential Privacy

Carlos Soto, Karthik Bharath, Matthew Reimherr +1

It is common for data structures such as images and shapes of 2D objects to be represented as points on a manifold. The utility of a mechanism to produce sanitized differentially p…

stat.ML2022★ 4 cited

On Hypothesis Transfer Learning of Functional Linear Models

Haotian Lin, Matthew Reimherr

We study the transfer learning (TL) for the functional linear regression (FLR) under the Reproducing Kernel Hilbert Space (RKHS) framework, observing that the TL techniques in exis…

cs.CR2022★ 2 cited

Exact Privacy Guarantees for Markov Chain Implementations of the Exponential Mechanism with Artificial Atoms

Jeremy Seeman, Matthew Reimherr, Aleksandra Slavkovic

Implementations of the exponential mechanism in differential privacy often require sampling from intractable distributions. When approximate procedures like Markov chain Monte Carl…

cs.CR2022

Formal Privacy for Partially Private Data

Jeremy Seeman, Matthew Reimherr, Aleksandra Slavkovic

Differential privacy (DP) quantifies privacy loss by analyzing noise injected into output statistics. For non-trivial statistics, this noise is necessary to ensure finite privacy l…

math.ST2021★ 2 cited

Differential Privacy Over Riemannian Manifolds

Matthew Reimherr, Karthik Bharath, Carlos Soto

In this work we consider the problem of releasing a differentially private statistical summary that resides on a Riemannian manifold. We present an extension of the Laplace or K-no…

stat.ME2021★ 21 cited

Modern Non-Linear Function-on-Function Regression

Aniruddha Rajendra Rao, Matthew Reimherr

We introduce a new class of non-linear function-on-function regression models for functional data using neural networks. We propose a framework using a hidden layer consisting of c…

cs.LG2021★ 48 cited

Non-linear Functional Modeling using Neural Networks

Aniruddha Rajendra Rao, Matthew Reimherr

We introduce a new class of non-linear models for functional data based on neural networks. Deep learning has been very successful in non-linear modeling, but there has been little…

stat.ME2020★ 13 cited

Modern Multiple Imputation with Functional Data

Aniruddha Rajendra Rao, Matthew Reimherr

This work considers the problem of fitting functional models with sparsely and irregularly sampled functional data. It overcomes the limitations of the state-of-the-art methods, wh…

stat.ML2020★ 3 cited

An Efficient Semi-smooth Newton Augmented Lagrangian Method for Elastic Net

Tobia Boschi, Matthew Reimherr, Francesca Chiaromonte

Feature selection is an important and active research area in statistics and machine learning. The Elastic Net is often used to perform selection when the features present non-negl…

stat.ME2019★ 6 cited

Fast and Fair Simultaneous Confidence Bands for Functional Parameters

Dominik Liebl, Matthew Reimherr

Quantifying uncertainty using confidence regions is a central goal of statistical inference. Despite this, methodologies for confidence bands in Functional Data Analysis are still…

stat.ME2019

Adaptive Function-on-Scalar Regression with a Smoothing Elastic Net

Ardalan Mirshani, Matthew Reimherr

This paper presents a new methodology, called AFSSEN, to simultaneously select significant predictors and produce smooth estimates in a high-dimensional function-on-scalar linear m…

cs.CR2019★ 4 cited

KNG: The K-Norm Gradient Mechanism

Matthew Reimherr, Jordan Awan

This paper presents a new mechanism for producing sanitized statistical summaries that achieve \emph{differential privacy}, called the \emph{K-Norm Gradient} Mechanism, or KNG. Thi…

cs.CR2019★ 4 cited

Elliptical Perturbations for Differential Privacy

Matthew Reimherr, Jordan Awan

We study elliptical distributions in locally convex vector spaces, and determine conditions when they can or cannot be used to satisfy differential privacy (DP). A requisite condit…