Research

Preprints

M. Avella-Medina, R. A. Davis  and G. Samorodnitsky (2022). "Kernel PCA for multivariate extremes". (Submitted)

M. Avella-Medina and V.E. Brunel (2020). "Propose, Test, Release: Differentially private estimation with high probability". (Submitted)

M. Avella-Medina and V.E. Brunel (2019). "Differentially private sub-Gaussian location estimators". (Submitted)

Publications

M. Avella-Medina, R. A. Davis  and G. Samorodnitsky (2024). "Spectral learning of multivariate extremes".  Journal of Machine Learning Research (to appear) Preprint.

T. Ou, M. Avella-Medina and R. Cummings (2024). "Thompson Sampling is itself differentially private".  Artificial Intelligence and Statistics (AISTATS 2024).

M. Avella-Medina, C. Bradshaw and P.L. Loh (2023). "Differentially private inference via noisy optimization".  Annals of Statistics, 51 (5), 2067-2092. Preprint

R. Ray,  M. Avella-Medina and C. Rush (2023).  "Asymptotics for power posterior mean estimation".  59th Allerton Conference on Communication, Control and Computing.

M. Avella-Medina, J.L. Montiel Olea,  C. Rush and A. Velez (2022). "On the robustness to misspecification of α-posteriors and their variational approximations". Journal of Machine Learning Research,  23.  

M. Avella-Medina (2022).  Invited discussion of "Gaussian differential privacy" by Dong, Roth and Su,  Journal of the Royal Statistical Society: Series B. Preprint 

M. Avella-Medina (2021). "Privacy-preserving parametric inference: a case for robust statistics"  Journal of the American Statistical Association. 116, 969-983. Preprint 

M. Avella-Medina (2020). "The role of robust statistics in private data analysis". Chance, 33 (4), 37-42.

M. Avella-Medina, F. Parise, M.T. Schaub and S. Segarra (2020)."Centrality measures for graphons: accounting for uncertainty in networks". IEEE Trans. Network Science and Eng. vol. 7, no. 1, pp. 520-537 . Preprint

M. Avella-Medina, H. Battey, J. Fan and Q. Li  (2018). "Robust estimation of high-dimensional covariance and precision matrices". Biometrika 105 (2), 271–284. [supplementary file].

M. Avella-Medina and E. Ronchetti (2018). "Robust and consistent variable selection in high-dimensional generalized linear models". Biometrika, 105 (1), 31–44. [supplementary file].

M. Avella-Medina (2017). "Influence functions for penalized M-estimators".   Bernoulli,  23 (4B), 3178–3196. [pdf] [supplementary file]

S. Guerrier,  N. Mili, R. Molinari, S. Orso, M. Avella-Medina and Y. Ma (2016). "A predictive based regression algorithm for gene network selection". Frontiers in Genetics. [pdf]

M. Avella-Medina and E. Ronchetti (2015). "Robust statistics: a selective overview and new directions". Wiley Interdisciplinary Reviews : Computational Statistics, 7(6):372–393. 

Book Chapters

M. Avella-Medina (2020). "Robust Methods for High-Dimensional Regression and Covariance Matrix Estimation."  Macroeconomic Forecasting in the Era of Big Data. Springer, Cham, 2020. 625-653.