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Arun K. Kuchibhotla
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2020 – today
- 2023
- [j2]Pratik Patil, Jin-Hong Du, Arun Kumar Kuchibhotla:
Bagging in overparameterized learning: Risk characterization and risk monotonization. J. Mach. Learn. Res. 24: 319:1-319:113 (2023) - [c3]Jin-Hong Du, Pratik Patil, Arun K. Kuchibhotla:
Subsample Ridge Ensembles: Equivalences and Generalized Cross-Validation. ICML 2023: 8585-8631 - [i5]Jin-Hong Du, Pratik Patil, Arun Kumar Kuchibhotla:
Subsample Ridge Ensembles: Equivalences and Generalized Cross-Validation. CoRR abs/2304.13016 (2023) - 2022
- [j1]Chirag Gupta, Arun K. Kuchibhotla, Aaditya Ramdas:
Nested conformal prediction and quantile out-of-bag ensemble methods. Pattern Recognit. 127: 108496 (2022) - [i4]Pratik Patil, Arun Kumar Kuchibhotla, Yuting Wei, Alessandro Rinaldo:
Mitigating multiple descents: A model-agnostic framework for risk monotonization. CoRR abs/2205.12937 (2022) - 2021
- [c2]Arun K. Kuchibhotla, Qinqing Zheng:
Near-Optimal Confidence Sequences for Bounded Random Variables. ICML 2021: 5827-5837 - 2020
- [i3]Arun Kumar Kuchibhotla, Qinqing Zheng:
Near-Optimal Confidence Sequences for Bounded Random Variables. CoRR abs/2006.05022 (2020)
2010 – 2019
- 2019
- [c1]Pierre C. Bellec, Arun K. Kuchibhotla:
First order expansion of convex regularized estimators. NeurIPS 2019: 3457-3468 - [i2]Arun K. Kuchibhotla, Rohit K. Patra:
On Least Squares Estimation under Heteroscedastic and Heavy-Tailed Errors. CoRR abs/1909.02088 (2019) - [i1]Chirag Gupta, Arun K. Kuchibhotla, Aaditya K. Ramdas:
Nested conformal prediction and quantile out-of-bag ensemble methods. CoRR abs/1910.10562 (2019)
Coauthor Index
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