Related papers: On the Optimal Boolean Function for Prediction und…
We consider the function computation problem in a three node network with one encoder and two decoders. The encoder has access to two correlated sources $X$ and $Y$. The encoder encodes $X^n$ and $Y^n$ into a message which is given to two…
We study a controlled version of the Bayesian sequential testing problem for the drift of a Wiener process, in which the observer exercises discretion over the signal intensity. This control incurs a running cost that reflects the resource…
We consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n)$ such that, conditional on the $X_i$, the $Y_i$ are independent random variables with distribution functions $F_{X_i}$, where $(F_x)_x$ is an unknown family of distribution…
The notion of omnipredictors (Gopalan, Kalai, Reingold, Sharan and Wieder ITCS 2021), suggested a new paradigm for loss minimization. Rather than learning a predictor based on a known loss function, omnipredictors can easily be…
We consider a stochastic optimization problem involving two random variables: a context variable $X$ and a dependent variable $Y$. The objective is to minimize the expected value of a nonlinear loss functional applied to the conditional…
We consider the problem of learning a loss function which, when minimized over a training dataset, yields a model that approximately minimizes a validation error metric. Though learning an optimal loss function is NP-hard, we present an…
We consider two questions at the heart of machine learning; how can we predict if a minimum will generalize to the test set, and why does stochastic gradient descent find minima that generalize well? Our work responds to Zhang et al.…
Data-driven control of nonlinear systems with rigorous guarantees is a challenging problem as it usually calls for nonconvex optimization and requires often knowledge of the true basis functions of the system dynamics. To tackle these…
In many security and healthcare systems a sequence of features/sensors/tests are used for detection and diagnosis. Each test outputs a prediction of the latent state, and carries with it inherent costs. Our objective is to {\it learn}…
We consider the transmission of nonexponentially many messages through a binary symmetric channel with noiseless feedback. We obtain an upper bound for the best decoding error exponent. Combined with the corresponding known lower bound,…
The statistical properties of nonlinear phase noise, often called the Gordon-Mollenauer effect, is studied analytically when the number of fiber spans is very large. The joint characteristic functions of the nonlinear phase noise with…
In this article we study the asymptotic predictive optimality of a model selection criterion based on the cross-validatory predictive density, already available in the literature. For a dependent variable and associated explanatory…
We study stochastic programs where the decision-maker cannot observe the distribution of the exogenous uncertainties but has access to a finite set of independent samples from this distribution. In this setting, the goal is to find a…
We address the estimation of the loss parameter of a bosonic channel probed by arbitrary signals. Unlike the optimal Gaussian probes, which can attain the ultimate bound on precision asymptotically either for very small or very large…
Multicalibration is a notion of fairness for predictors that requires them to provide calibrated predictions across a large set of protected groups. Multicalibration is known to be a distinct goal than loss minimization, even for simple…
This paper presents a finite difference quasi-Newton method for the minimization of noisy functions. The method takes advantage of the scalability and power of BFGS updating, and employs an adaptive procedure for choosing the differencing…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
We asked GPT-5 Pro to look for counterexamples among a public list of open problems (the Simons ``Real Analysis in Computer Science'' collection). After several numerical experiments, it suggested a counterexample for the Non-Interactive…
A probability distribution over the Boolean cube is monotone if flipping the value of a coordinate from zero to one can only increase the probability of an element. Given samples of an unknown monotone distribution over the Boolean cube, we…