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Newton-step approximations to pseudo maximum likelihood estimates of spatial autoregressive models with a large number of parameters are examined, in the sense that the parameter space grows slowly as a function of sample size. These have…

Econometrics · Economics 2021-05-25 Abhimanyu Gupta

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

Artificial Intelligence · Computer Science 2007-05-23 Leonid Peshkin , Christian R. Shelton

Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…

Methodology · Statistics 2026-05-26 Tobias Freidling , Qingyuan Zhao , Zijun Gao

We consider a new criterion-based approach to model selection in linear regression. Properties of selection criteria based on p-values of a likelihood ratio statistic are studied for families of linear regression models. We prove that such…

Statistics Theory · Mathematics 2012-05-21 Piotr Pokarowski , Jan Mielniczuk , Paweł Teisseyre

Pursuing invariant prediction from heterogeneous environments opens the door to learning causality in a purely data-driven way and has several applications in causal discovery and robust transfer learning. However, existing methods such as…

Statistics Theory · Mathematics 2025-01-30 Yihong Gu , Cong Fang , Yang Xu , Zijian Guo , Jianqing Fan

Motivation: Gene selection has become a common task in most gene expression studies. The objective of such research is often to identify the smallest possible set of genes that can still achieve good predictive performance. The problem of…

In order to find experts, different approaches build rankings of people, assuming that they are ranked by level of expertise, and use typical Information Retrieval (IR) measures to evaluate their effectiveness. However, we figured out that…

Information Retrieval · Computer Science 2016-03-17 Matthieu Vergne

The redundancy principle provides the framework to study how rare events are made possible with probability 1 in accelerated time, by making many copies of similar random searchers. But what is $n$ large? To estimate large $n$ with respect…

Soft Condensed Matter · Physics 2024-07-31 Fred Paquin-Lefebvre , Suney Toste , David Holcman

A crucial part of data analysis is the validation of the resulting estimators, in particular, if several competing estimators need to be compared. Whether an estimator can be objectively validated is not a trivial property. If there exists…

Statistics Theory · Mathematics 2024-05-17 Tino Werner

Suppose one has a collection of parameters indexed by a (possibly infinite dimensional) set. Given data generated from some distribution, the objective is to estimate the maximal parameter in this collection evaluated at this distribution.…

Methodology · Statistics 2016-05-26 Alexander R. Luedtke , Mark J. van der Laan

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

We consider the problem of strategic classification, where a learner must build a model to classify agents based on features that have been strategically modified. Previous work in this area has concentrated on the case when the learner is…

Machine Learning · Computer Science 2025-05-19 Jack Geary , Henry Gouk

A straightforward application of semi-supervised machine learning to the problem of treatment effect estimation would be to consider data as "unlabeled" if treatment assignment and covariates are observed but outcomes are unobserved.…

Methodology · Statistics 2020-09-15 Andrew Herren , P. Richard Hahn

In regression modelling approach, the main step is to fit the regression line as close as possible to the target variable. In this process most algorithms try to fit all of the data in a single line and hence fitting all parts of target…

Machine Learning · Statistics 2018-05-07 Kumarjit Pathak , Jitin Kapila , Aasheesh Barvey , Nikit Gawande

We consider a model of unreliable or crowdsourced data where there is an underlying set of $n$ binary variables, each evaluator contributes a (possibly unreliable or adversarial) estimate of the values of some subset of $r$ of the…

Machine Learning · Computer Science 2017-08-10 Michela Meister , Gregory Valiant

Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…

Machine Learning · Computer Science 2024-06-24 Adam Fisch , Tommi Jaakkola , Regina Barzilay

In this paper we propose efficient methods for elicitation of complexly structured preferences and utilize these in problems of decision making under (severe) uncertainty. Based on the general framework introduced in Jansen, Schollmeyer and…

Artificial Intelligence · Computer Science 2022-02-02 Christoph Jansen , Hannah Blocher , Thomas Augustin , Georg Schollmeyer

We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = \langle X,w^* \rangle + \epsilon$ (with $X \in \mathbb{R}^d$ and $\epsilon$ independent), in…

Recent advances in large-scale pre-training provide large models with the potential to learn knowledge from the raw text. It is thus natural to ask whether it is possible to leverage these large models as knowledge bases for downstream…

Computation and Language · Computer Science 2022-11-09 Yanyang Li , Jianqiao Zhao , Michael R. Lyu , Liwei Wang

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall