Related papers: Second Moment Method on k-SAT: a General Framework
Spectral methods of moments provide a powerful tool for learning the parameters of latent variable models. Despite their theoretical appeal, the applicability of these methods to real data is still limited due to a lack of robustness to…
We consider two stage estimation with a non-parametric first stage and a generalized method of moments second stage, in a simpler setting than (Chernozhukov et al. 2016). We give an alternative proof of the theorem given in (Chernozhukov et…
This work is concerned with kinetic equations with velocity of constant magnitude. We propose a quadrature method of moments based on the Poisson kernel, called Poisson-EQMOM. The derived moment closure systems are well defined for all…
We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose less restrictive assumptions on the composite objective functional considering…
Two-phase design can reduce the cost of epidemiological studies by limiting the ascertainment of expensive covariates or/and exposures to an efficiently selected subset (phase-II) of a larger (phase-I) study. Efficient analysis of the…
Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semiparametric model for which it is possible to calculate…
This paper gives a novel approach to analyze SAT problem more deeply. First, I define new elements of Boolean formula such as dominant variable, decision chain, and chain coupler. Through the analysis of the SAT problem using the elements,…
Moment closure methods are widely used to analyze mathematical models. They are specifically geared toward derivation of approximations of moments of stochastic models, and of similar quantities in other models. The methods possess several…
We provide an improved analysis of normalized SGD showing that adding momentum provably removes the need for large batch sizes on non-convex objectives. Then, we consider the case of objectives with bounded second derivative and show that…
In this paper a special semi-smooth equation associated to the second order cone is studied. It is shown that, under mild assumptions, the semi-smooth Newton method applied to this equation is well-defined and the generated sequence is…
In this work we introduce an approach for modeling and analyzing collective behavior of a group of agents using moments. We represent the group of agents via their distribution and derive a method to estimate the dynamics of the moments. We…
For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type…
This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…
This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models. The test procedure is based on two…
The derivation of dynamical laws for general observables (or moments) from the master equation for the probability distribution remains a challenging problem in statistical physics. Here, we present an alternative formulation of the general…
The vanishing moment method was introduced by the authors in [37] as a reliable methodology for computing viscosity solutions of fully nonlinear second order partial differential equations (PDEs), in particular, using Galerkin-type…
Two moment-matching methods for model reduction of linear switched systems (LSSs) are presented. The methods are similar to the Krylov subspace methods used for moment matching for linear systems. The more general one of the two methods, is…
The problem of P vs. NP is very serious, and solutions to the problem can help save lives. This article is an attempt at solving the problem using a computer algorithm. It is presented in a fashion that will hopefully allow for easy…
The convergence of inexact Newton methods is studied for solving generalized equations on Riemannian manifolds by using the metric regularity property, which is also explored. Under appropriate conditions and without any additional…
We develop a novel numerical bootstrap for unitary, crossing-symmetric conformal field theories, focusing on moment observables defined as weighted averages over conformal data. Providing a global and coarse-grained probe of the operator…