Related papers: Quasi-MLE for quadratic ARCH model with long memor…
We are interested in proposing approximations of a sequence of probability measures in the convex order by finitely supported probability measures still in the convex order. We propose to alternate transitions according to a martingale…
The multireference alignment problem consists of estimating a signal from multiple noisy shifted observations. Inspired by existing Unique-Games approximation algorithms, we provide a semidefinite program (SDP) based relaxation which…
Recently, significant progress has been made in developing reasoning-capable Large Language Models (LLMs) through long Chain-of-Thought (CoT) techniques. However, this long-CoT reasoning process imposes substantial memory overhead due to…
We present both offline and online maximum likelihood estimation (MLE) techniques for inferring the static parameters of a multiple target tracking (MTT) model with linear Gaussian dynamics. We present the batch and online versions of the…
Personalized AI assistants must recall and reason over long-term user memory, which naturally spans multiple modalities and sources such as images, videos, and emails. However, existing Long-term Memory benchmarks focus primarily on…
In this paper, we propose two new algorithms for maximum-likelihood estimation (MLE) of high dimensional sparse covariance matrices. Unlike most of the state of-the-art methods, which either use regularization techniques or penalize the…
We construct a general procedure for the Quasi Likelihood Analysis applied to a multivariate point process on the real half line in an ergodic framework. More precisely, we assume that the stochastic intensity of the underlying model…
If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…
In this paper, we show that the central limit theorem (CLT) satisfied by the data-driven Multidimensional Increment Ratio (MIR) estimator of the memory parameter d established in Bardet and Dola (2012) for d $\in$ (--0.5, 0.5) can be…
Although deep learning models have driven state-of-the-art performance on a wide array of tasks, they are prone to spurious correlations that should not be learned as predictive clues. To mitigate this problem, we propose a causality-based…
This paper reviews recent developments of robust estimation in linear time series models, with short and long memory correlation structures, in the presence of additive outliers. Based on the manuscripts Fajardo et al. (2009) and…
Headline constraints on cosmological parameters from current weak lensing surveys are derived from two-point statistics that are known to be statistically sub-optimal, even in the case of Gaussian fields. We study the performance of a new…
We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…
In order for large language models to achieve true conversational continuity and benefit from experiential learning, they need memory. While research has focused on the development of complex memory systems, it remains unclear which types…
We consider a process $X^\ve$ solution of a stochastic Volterra equation with an unknown parameter $\theta^\star$ in the drift function. The Volterra kernel is singular near zero, exhibiting a behavior comparable to $K\_0(u)=cu^{\alpha-1}…
Large language models have revolutionized data processing in numerous domains, with their ability to handle extended context reasoning receiving notable recognition. To speed up inference, maintaining a key-value (KV) cache memory is…
Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…
Machine learning potentials (MLP) have revolutionized the field of atomistic simulations by describing the atomic interactions with the accuracy of electronic structure methods at a small fraction of the costs. Most current MLPs construct…
The maximum likelihood amplitude estimation algorithm (MLAE) is a practical solution to the quantum amplitude estimation problem with Heisenberg limit error convergence. We improve MLAE by using random depths to avoid the so-called critical…
Motivated by studying asymptotic properties of the maximum likelihood estimator (MLE) in stochastic volatility (SV) models, in this paper we investigate likelihood estimation in state space models. We first prove, under some regularity…