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Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

It is known that the estimating equations for quantile regression (QR) can be solved using an EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…

Boltzmann machines (BMs) are a class of binary neural networks for which there have been numerous proposed methods of estimation. Recently, it has been shown that in the fully visible case of the BM, the method of maximum pseudolikelihood…

The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations…

Asymptotic efficiency of targeted maximum likelihood estimators (TMLE) of target features of the data distribution relies on a a second order remainder being asymptotically negligible. In previous work we proposed a nonparametric MLE termed…

Traditional Relative Efficiency (RE), based solely on variance, has limitations in evaluating estimator performance, particularly in planned missing data designs. We introduce Bhirkuti's Relative Efficiency (BRE), a novel metric that…

We introduce a class of semiparametric time series models by assuming a quasi-likelihood approach driven by a latent factor process. More specifically, given the latent process, we only specify the conditional mean and variance of the time…

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

This paper introduces a simple efficient learning algorithms for general sequential decision making. The algorithm combines Optimism for exploration with Maximum Likelihood Estimation for model estimation, which is thus named OMLE. We prove…

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

This paper proposes a novel conditional heteroscedastic time series model by applying the framework of quantile regression processes to the ARCH(\infty) form of the GARCH model. This model can provide varying structures for conditional…

A Maximum Likelihood recursive state estimator is derived for non-linear and non-Gaussian state-space models. The estimator combines a particle filter to generate the conditional density and the Expectation Maximization algorithm to compute…

Generalized Linear Mixed Models (GLMMs) are widely used for analysing clustered data. One well-established method of overcoming the integral in the marginal likelihood function for GLMMs is penalized quasi-likelihood (PQL) estimation,…

The quantile residual lifetime (QRL) regression is an attractive tool for assessing covariate effects on the distribution of residual life expectancy, which is often of interest in clinical studies. When the study subjects are exposed to…

The quadratic computational complexity of the standard attention mechanism constitutes a fundamental bottleneck for large language models in long-context inference. While existing KV cache compression methods alleviate memory pressure, they…

The proliferation of large language models (LLMs) is accelerating the integration of multimodal assistants into edge devices, where inference is executed under stringent latency and energy constraints, often exacerbated by intermittent…

The paper proposes an improved quantum associative algorithm with distributed query based on model proposed by Ezhov et al. We introduce two modifications of the query that optimized data retrieval of correct multi-patterns simultaneously…

Spatial prediction of reservoir parameters, especially permeability, is crucial for oil and gas exploration and development. However, the wide range and high variability of permeability prevent existing methods from providing reliable…

We consider linear processes, not necessarily Gaussian, with long, short or negative memory. The memory parameter is estimated semi-parametrically using wavelets from a sample $X_1,...,X_n$ of the process. We treat both the log-regression…

Long short-term memory (LSTM) is a kind of recurrent neural networks (RNN) for sequence and temporal dependency data modeling and its effectiveness has been extensively established. In this work, we propose a hybrid quantum-classical model…