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Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…

Methodology · Statistics 2023-11-16 Haohui Han , Liya Fu

The choice of sample size in the context of co-primary endpoints for a randomised trial is discussed. Current guidance can leave endpoints with unequal marginal power. A method is provided to achieve equal marginal power by using the…

Methodology · Statistics 2026-02-23 Simon Bond

Many scenarios where agents with restrictions compete for resources can be cast as maximum matching problems on bipartite graphs. Our focus is on resource allocation problems where agents may have restrictions that make them incompatible…

Artificial Intelligence · Computer Science 2022-09-13 Yohai Trabelsi , Abhijin Adiga , Sarit Kraus , S. S. Ravi

Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound on the expected…

Risk Management · Quantitative Finance 2017-02-12 Anulekha Dhara , Bikramjit Das , Karthik Natarajan

In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…

Statistics Theory · Mathematics 2024-05-09 Piotr Zwiernik

Discrimination in machine learning often arises along multiple dimensions (a.k.a. protected attributes); it is then desirable to ensure \emph{intersectional fairness} -- i.e., that no subgroup is discriminated against. It is known that…

Machine Learning · Statistics 2023-06-27 Mathieu Molina , Patrick Loiseau

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß

Generalising well in supervised learning tasks relies on correctly extrapolating the training data to a large region of the input space. One way to achieve this is to constrain the predictions to be invariant to transformations on the input…

Machine Learning · Computer Science 2018-08-17 Mark van der Wilk , Matthias Bauer , ST John , James Hensman

This paper introduces a novel incremental preference elicitation-based approach to learning potentially non-monotonic preferences in multi-criteria sorting (MCS) problems, enabling decision makers to progressively provide assignment example…

Artificial Intelligence · Computer Science 2024-09-05 Zhuolin Li , Zhen Zhang , Witold Pedrycz

I provide a novel approach to characterizing the set of interim realizable allocations, in the spirit of Matthews (1984) and Border (1991). The approach allows me to identify precisely why exact characterizations are difficult to obtain in…

Theoretical Economics · Economics 2022-10-11 Quitzé Valenzuela-Stookey

The accurate asymptotic evaluation of marginal likelihood integrals is a fundamental problem in Bayesian statistics. Following the approach introduced by Watanabe, we translate this into a problem of computational algebraic geometry,…

Computation · Statistics 2017-02-14 Shaowei Lin

Max-margin learning is a powerful approach to building classifiers and structured output predictors. Recent work on max-margin supervised topic models has successfully integrated it with Bayesian topic models to discover discriminative…

Machine Learning · Statistics 2013-10-11 Jun Zhu , Ning Chen , Hugh Perkins , Bo Zhang

How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating our observations from a prior, provides a distinctive…

Machine Learning · Computer Science 2023-05-03 Sanae Lotfi , Pavel Izmailov , Gregory Benton , Micah Goldblum , Andrew Gordon Wilson

Maximum diversity problems arise in many practical settings from facility location to social networks, and constitute an important class of NP-hard problems in combinatorial optimization. There has been a growing interest in these problems…

Optimization and Control · Mathematics 2024-01-25 Francisco Parreño , Ramón Álvarez-Valdés , Rafael Martí

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Methodology · Statistics 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

Machine Learning · Computer Science 2015-04-23 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…

Statistics Theory · Mathematics 2024-05-14 José A. Díaz-García , Francisco J. Caro-Lopera

We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…

Statistics Theory · Mathematics 2015-09-08 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Richard Fischer

Supervised topic models utilize document's side information for discovering predictive low dimensional representations of documents. Existing models apply the likelihood-based estimation. In this paper, we present a general framework of…

Machine Learning · Statistics 2013-04-09 Jun Zhu , Amr Ahmed , Eric P. Xing

We provide a unified operational framework for the study of causality, non-locality and contextuality, in a fully device-independent and theory-independent setting. We define causaltopes, our chosen portmanteau of "causal polytopes", for…

Quantum Physics · Physics 2023-07-31 Stefano Gogioso , Nicola Pinzani