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This paper discusses a general framework for smoothing parameter estimation for models with regular likelihoods constructed in terms of unknown smooth functions of covariates. Gaussian random effects and parametric terms may also be…

Methodology · Statistics 2016-05-10 Simon N. Wood , Natalya Pya , Benjamin Säfken

We provide a statistical analysis of regularization-based continual learning on a sequence of linear regression tasks, with emphasis on how different regularization terms affect the model performance. We first derive the convergence rate…

Machine Learning · Computer Science 2024-06-11 Xuyang Zhao , Huiyuan Wang , Weiran Huang , Wei Lin

A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…

Statistics Theory · Mathematics 2023-04-03 Luca Maestrini , Aishwarya Bhaskaran , Matt P. Wand

Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…

High Energy Physics - Lattice · Physics 2007-05-23 Vladimir K. Petrov

A statistic can be a function of multiple samples. There is little existing work on asymptotic theory for such statistics when group membership is random. We propose a flexible framework that can handle both deterministic and random…

Statistics Theory · Mathematics 2026-03-02 Ha-Young Shin

We generalise the $\eta$ regularisation scheme in order to develop a framework for systematically studying regularisation of loops in quantum field theory. This allows us to "solve" a set of gauge consistency conditions for families of…

High Energy Physics - Theory · Physics 2024-12-18 Antonio Padilla , Robert G. C. Smith

Performative prediction characterizes environments where predictive models alter the very data distributions they aim to forecast, triggering complex feedback loops. While prior research treats single-agent and multi-agent performativity as…

Machine Learning · Statistics 2026-02-04 Zhixian Zhang , Xiaotian Hou , Linjun Zhang

Traditional statistical inference considers relatively small data sets and the corresponding theoretical analysis focuses on the asymptotic behavior of a statistical estimator when the number of samples approaches infinity. However, many…

Methodology · Statistics 2013-01-03 Jon Wellner , Tong Zhang

Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…

Information Theory · Computer Science 2017-01-11 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Computation · Statistics 2020-01-06 Michael Byrd , Monnie McGee

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

An earlier introduced characterization of nonuniform learnability that allows the sample size to depend on the hypothesis to which the learner is compared has been redefined using the measure theoretic approach. Where nonuniform…

Machine Learning · Computer Science 2020-11-03 Ankit Bandyopadhyay

Regularization-based approaches for injecting constraints in Machine Learning (ML) were introduced to improve a predictive model via expert knowledge. We tackle the issue of finding the right balance between the loss (the accuracy of the…

Machine Learning · Computer Science 2020-05-22 Michele Lombardi , Federico Baldo , Andrea Borghesi , Michela Milano

We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data,…

Statistics Theory · Mathematics 2020-12-01 Laura Dumitrescu , Ioana Schiopu-Kratina

From the statistical learning perspective, complexity control via explicit regularization is a necessity for improving the generalization of over-parameterized models. However, the impressive generalization performance of neural networks…

Machine Learning · Computer Science 2021-02-09 Taejong Joo , Uijung Chung

Stability selection is a widely adopted resampling-based framework for high-dimensional variable selection. This paper seeks to broaden the use of an established stability estimator to evaluate the overall stability of the stability…

Methodology · Statistics 2025-06-04 Mahdi Nouraie , Samuel Muller

This paper proposes a new extended-state observer-based framework for adaptive nonlinear regulator design of a class of nonlinear systems, in the general nonequilibrium theory. By augmenting an extended-state observer with an internal…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Lei Wang , Christopher M. Kellett

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

Evolutionary deep neural networks have emerged as a rapidly growing field of research. This paper studies numerical integrators for such and other classes of nonlinear parametrizations $ u(t) = \Phi(\theta(t)) $, where the evolving…

Numerical Analysis · Mathematics 2025-01-22 Christian Lubich , Jörg Nick

Reconstructing lens potentials and lensed sources can easily become an underconstrained problem, even when the degrees of freedom are low, due to degeneracies, particularly when potential perturbations superimposed on a smooth lens are…

Astrophysics of Galaxies · Physics 2022-07-27 Georgios Vernardos , Leon V. E. Koopmans