Related papers: Ordered Smoothers With Exponential Weighting

This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…

This paper introduces a novel oversampling technique designed to improve classification performance on imbalanced datasets. The proposed method enhances the traditional SMOTE algorithm by incorporating convex combination and kernel-based…

We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…

Joint misclassification of exposure and outcome variables can lead to considerable bias in epidemiological studies of causal exposure-outcome effects. In this paper, we present a new maximum likelihood based estimator for the marginal…

Compromise estimation entails using a weighted average of outputs from several candidate models, and is a viable alternative to model selection when the choice of model is not obvious. As such, it is a tool used by both frequentists and…

A general method to combine several estimators of the same quantity is investigated. In the spirit of model and forecast averaging, the final estimator is computed as a weighted average of the initial ones, where the weights are constrained…

This paper is a survey of recent results on the adaptive robust non parametric methods for the continuous time regression model with the semi - martingale noises with jumps. The noises are modeled by the L\'evy processes, the Ornstein --…

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

The weighted $k$-server is a variant of the $k$-server problem, where the cost of moving a server is the server's weight times the distance through which it moves. The problem is famous for its intriguing properties and for evading standard…

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Streaming data often exhibit heterogeneity due to heteroscedastic variances or inhomogeneous covariate effects. Online renewable quantile and expectile regression methods provide valuable tools for detecting such heteroscedasticity by…

We propose kernel estimator for the distribution function of unobserved errors in autoregressive time series, based on residuals computed by estimating the autoregressive coefficients with the Yule-Walker method. Under mild assumptions, we…

We present a variant of accelerated gradient descent algorithms, adapted from Nesterov's optimal first-order methods, for weakly-quasi-convex and weakly-quasi-strongly-convex functions. We show that by tweaking the so-called estimate…

In this paper, we study nonconvex constrained stochastic zeroth-order optimization problems, for which we have access to exact information of constraints and noisy function values of the objective. We propose a Bregman linearized augmented…

Inference for models with recursively defined likelihoods is computationally demanding, limiting scalability to large datasets. We propose a stabilised weighted subsampling methodology for accelerated inference based on an unbiased…

In the framework of convolutional neural networks, downsampling is often performed with an average-pooling, where all the activations are treated equally, or with a max-pooling operation that only retains an element with maximum activation…

This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…

In this work we propose and analyze a weighted proper orthogonal decomposition method to solve elliptic partial differential equations depending on random input data, for stochastic problems that can be transformed into parametric systems.…

Censored quantile regression (CQR) has become a valuable tool to study the heterogeneous association between a possibly censored outcome and a set of covariates, yet computation and statistical inference for CQR have remained a challenge…

The aim of this study is to develop a novel WENO scheme that improves the performance of the well-known fifth-order WENO methods. The approximation space consists of exponential polynomials with a tension parameter that may be optimized to…