Related papers: An Oracle Approach for Interaction Neighborhood Es…
This paper develops results for the next nearest neighbour Ising model on random graphs. Besides being an essential ingredient in classic models for frustrated systems, second neighbour interactions interactions arise naturally in several…
Social robots are expected to be a human labor support technology, and one application of them is an advertising medium in public spaces. When social robots provide information, such as recommended shops, adaptive communication according to…
The aim of this work is to implement a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. A class of simple mean field discrete models is introduced and discussed both from the theoretical…
We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection…
This paper concerns the nonparametric estimation problem of the distribution-state dependent drift vector field in an interacting $N$-particle system. Observing single-trajectory data for each particle, we derive the mean-field rate of…
A primary challenge in collective decision-making is that achieving unanimous agreement is difficult, even at the level of criteria. The history of social choice theory illustrates this: numerous normative criteria on voting rules have been…
The Ising model is important in statistical modeling and inference in many applications, however its normalizing constant, mean number of active vertices and mean spin interaction -- quantities needed in inference -- are computationally…
Voting rules based on evaluation inputs rather than preference orders have been recently proposed, like majority judgement, range voting or approval voting. Traditionally, probabilistic analysis of voting rules supposes the use of…
The Akaike information criterion (AIC) is commonly used to select a logistic regression model for optimal prediction of a binary response by a specified family of models. It however lacks a convincing method of prescribing a proper family…
We introduce a method for learning pairwise interactions in a manner that satisfies strong hierarchy: whenever an interaction is estimated to be nonzero, both its associated main effects are also included in the model. We motivate our…
The region of attraction characterizes well-behaved and safe operation of a nonlinear system and is hence sought after for verification. In this paper, a framework for probabilistic region of attraction estimation is developed that combines…
We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a nonparametric penalized least square model selection on a…
Many areas of research are characterised by the deluge of large-scale highly-dimensional time-series data. However, using the data available for prediction and decision making is hampered by the current lag in our ability to uncover and…
We observe a random measure $N$ and aim at estimating its intensity $s$. This statistical framework allows to deal simultaneously with the problems of estimating a density, the marginals of a multivariate distribution, the mean of a random…
This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…
This paper establishes non-asymptotic oracle inequalities for the prediction error and estimation accuracy of the LASSO in stationary vector autoregressive models. These inequalities are used to establish consistency of the LASSO even when…
Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…
The classical algorithms for online learning and decision-making have the benefit of achieving the optimal performance guarantees, but suffer from computational complexity limitations when implemented at scale. More recent sophisticated…
The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of high-dimensional parameters. In this work, we propose…
In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated has the "single-index" structure where neither the link function nor the index vector…