no code implementations • 30 Aug 2022 • Huazheng Wang, David Zhao, Hongning Wang
We provide a rigorous theoretical analysis over the amount of noise added via dynamic global sensitivity and the corresponding upper regret bound of our proposed algorithm.
1 code implementation • 29 May 2022 • Biprateep Dey, David Zhao, Jeffrey A. Newman, Brett H. Andrews, Rafael Izbicki, Ann B. Lee
The same regression function morphs the misspecified PD to a re-calibrated PD for all $\mathbf{x}$.
2 code implementations • 8 Jul 2021 • Niccolò Dalmasso, Luca Masserano, David Zhao, Rafael Izbicki, Ann B. Lee
In this work, we propose a unified and modular inference framework that bridges classical statistics and modern machine learning providing (i) a practical approach to the Neyman construction of confidence sets with frequentist finite-sample coverage for any value of the unknown parameters; and (ii) interpretable diagnostics that estimate the empirical coverage across the entire parameter space.
no code implementations • 7 Jul 2021 • Benjamin LeRoy, David Zhao
Quantifying uncertainty in model predictions is a common goal for practitioners seeking more than just point predictions.
no code implementations • 4 Dec 2019 • Joyce Fang, Martin Ellis, Bin Li, Siyao Liu, Yasaman Hosseinkashi, Michael Revow, Albert Sadovnikov, Ziyuan Liu, Peng Cheng, Sachin Ashok, David Zhao, Ross Cutler, Yan Lu, Johannes Gehrke
Bandwidth estimation and congestion control for real-time communications (i. e., audio and video conferencing) remains a difficult problem, despite many years of research.
no code implementations • 26 Nov 2019 • David Zhao, Alessandro Rinaldo, Christopher Brookins
Few assets in financial history have been as notoriously volatile as cryptocurrencies.