Related papers: An Algorithm to Estimate Monotone Normal Means and…
When measuring the value of a function to be minimized is not only expensive but also with noise, the popular simultaneous perturbation stochastic approximation (SPSA) algorithm requires only two function values in each iteration. In this…
Benchmark dose analysis aims to estimate the level of exposure to a toxin that results in a clinically-significant adverse outcome and quantifies uncertainty using the lower limit of a confidence interval for this level. We develop a novel…
In a Phase II dose-finding study with a placebo control, a new drug with several dose levels is compared with a placebo to test for the effectiveness of the new drug. The main focus of such studies often lies in the characterization of the…
We present novel algorithms for simulation optimization using random directions stochastic approximation (RDSA). These include first-order (gradient) as well as second-order (Newton) schemes. We incorporate both continuous-valued as well as…
Distribution system state estimation (DSSE) is an essential tool for operation of distribution networks, the results of which enables the operator to have a thorough observation of the system. Thus, most distribution management systems…
Discrete stochastic optimization considers the problem of minimizing (or maximizing) loss functions defined on discrete sets, where only noisy measurements of the loss functions are available. The discrete stochastic optimization problem is…
To overcome the tradeoff of the conventional normalized least mean square (NLMS) algorithm between fast convergence rate and low steady-state misalignment, this paper proposes a variable step size (VSS) NLMS algorithm by devising a new…
In modern statistics, interests shift from pursuing the uniformly minimum variance unbiased estimator to reducing mean squared error (MSE) or residual squared error. Shrinkage based estimation and regression methods offer better prediction…
We study constrained nested stochastic optimization problems in which the objective function is a composition of two smooth functions whose exact values and derivatives are not available. We propose a single time-scale stochastic…
We consider the problem of distributed mean estimation (DME), in which $n$ machines are each given a local $d$-dimensional vector $x_v \in \mathbb{R}^d$, and must cooperate to estimate the mean of their inputs $\mu = \frac 1n\sum_{v = 1}^n…
We study the problem of list-decodable sparse mean estimation. Specifically, for a parameter $\alpha \in (0, 1/2)$, we are given $m$ points in $\mathbb{R}^n$, $\lfloor \alpha m \rfloor$ of which are i.i.d. samples from a distribution $D$…
We study a fundamental stochastic selection problem involving $n$ independent random variables, each of which can be queried at some cost. Given a tolerance level $\delta$, the goal is to find a value that is $\delta$-approximately minimum…
In this paper, we introduce and prove asymptotic normality for a new nonparametric estimator of continuous treatment effects. Specifically, we estimate the average dose-response function - the expected value of an outcome of interest at a…
The support vector machine (SVM) algorithm is well known to the computer learning community for its very good practical results. The goal of the present paper is to study this algorithm from a statistical perspective, using tools of…
Existing multi-criteria decision-making (MCDM) methods often face challenges when evaluating a large number of alternatives, leading to skewed results in selecting the optimal choice. Similarly, conventional efficiency analysis (EA)…
We consider the minimum-norm-point (MNP) problem over polyhedra, a well-studied problem that encompasses linear programming. We present a general algorithmic framework that combines two fundamental approaches for this problem: active set…
The majority of deep neural network (DNN) based speech enhancement algorithms rely on the mean-square error (MSE) criterion of short-time spectral amplitudes (STSA), which has no apparent link to human perception, e.g. speech…
Delta debugging assumes search space monotonicity: if a program causes a failure, any supersets of that program will also induce the same failure, permitting the exclusion of subsets of non-failure-inducing programs. However, this…
Diagnosis results are highly dependent on the volume of test set. To derive the most efficient test set, we propose several machine learning based methods to predict the minimum amount of test data that produces relatively accurate…
This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…