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We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarded an infinite-dimensional nuisance parameter. Using a…

Econometrics · Economics 2020-09-18 Bas Werker , Bo Zhou

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

In this review we cover the basics of efficient nonparametric parameter estimation (also called functional estimation), with a focus on parameters that arise in causal inference problems. We review both efficiency bounds (i.e., what is the…

Methodology · Statistics 2023-01-27 Edward H. Kennedy

We consider the problem of minimizing a sum of $n$ functions over a convex parameter set $\mathcal{C} \subset \mathbb{R}^p$ where $n\gg p\gg 1$. In this regime, algorithms which utilize sub-sampling techniques are known to be effective. In…

Machine Learning · Statistics 2015-12-03 Murat A. Erdogdu , Andrea Montanari

This paper considers the sample-efficiency of preference learning, which models and predicts human choices based on comparative judgments. The minimax optimal estimation error rate $\Theta(d/n)$ in classical estimation theory requires that…

Machine Learning · Computer Science 2025-06-05 Yunzhen Yao , Lie He , Michael Gastpar

We proposed an efficient iterative thresholding method for multi-phase image segmentation. The algorithm is based on minimizing piecewise constant Mumford-Shah functional in which the contour length (or perimeter) is approximated by a…

Computer Vision and Pattern Recognition · Computer Science 2017-10-11 Dong Wang , Haohan Li , Xiaoyu Wei , Xiaoping Wang

This study proposes a Newton based multiple objective optimization algorithm for hyperparameter search. The first order differential (gradient) is calculated using finite difference method and a gradient matrix with vectorization is formed…

Optimization and Control · Mathematics 2024-01-09 Qinwu Xu

Phase estimation is a quantum algorithm for measuring the eigenvalues of a Hamiltonian. We propose and rigorously analyse a randomized phase estimation algorithm with two distinctive features. First, our algorithm has complexity independent…

Quantum Physics · Physics 2022-08-09 Kianna Wan , Mario Berta , Earl T. Campbell

In this paper, we propose a modified Newton-Raphson algorithm to estimate the frequency parameter in the fundamental frequency model in presence of an additive stationary error. The proposed estimator is super efficient in nature in the…

Statistics Theory · Mathematics 2018-12-19 Swagata Nandi , Debasis Kundu

Quantum-phase-estimation algorithms are critical subroutines in many applications for quantum computers and in quantum-metrology protocols. These algorithms estimate the unknown strength of a unitary evolution. By using coherence or…

Quantum Physics · Physics 2023-03-06 Joseph G. Smith , Crispin H. W. Barnes , David R. M. Arvidsson-Shukur

We consider the problem of estimation of a shift parameter of an unknown symmetric function in Gaussian white noise. We introduce a notion of semiparametric second-order efficiency and propose estimators that are semiparametrically…

Statistics Theory · Mathematics 2007-06-13 A. S. Dalalyan , G. K. Golubev , A. B. Tsybakov

This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…

Statistics Theory · Mathematics 2008-02-20 Joseph Rynkiewicz

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

We study semiparametric inference in some linear regression models with time-varying coefficients, dependent regressors and dependent errors. This problem, which has been considered recently by Zhang and Wu (2012) under the functional…

Statistics Theory · Mathematics 2017-07-19 Lionel Truquet

We discuss the implementation of an iterative quantum phase estimation algorithm, with a single ancillary qubit. We suggest using this algorithm as a benchmark for multi-qubit implementations. Furthermore we describe in detail the smallest…

Quantum Physics · Physics 2010-03-26 M. Dobsicek , G. Johansson , V. S. Shumeiko , G. Wendin

Given $N_{\textrm{tot}}$ applications of a unitary operation with an unknown phase $\theta$, a large-scale fault-tolerant quantum system can {reduce} an estimate's {error} scaling from $\mathcal{O} \left[ 1 / \sqrt{N_{\textrm{tot}}}…

Quantum Physics · Physics 2022-06-15 Joseph G. Smith , Crispin H. W. Barnes , David R. M. Arvidsson-Shukur

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…

Machine Learning · Statistics 2021-11-02 Diego Granziol , Xingchen Wan , Samuel Albanie , Stephen Roberts

Due to the great difficulty in scalability, quantum computers are limited in the number of qubits during the early stages of the quantum computing regime. In addition to the required qubits for storing the corresponding eigenvector, suppose…

Quantum Physics · Physics 2013-11-15 Chen-Fu Chiang

We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient,…

Statistics Theory · Mathematics 2023-09-28 Alex Luedtke , Incheoul Chung