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Online user-generated content platforms allocate billions of dollars of promotional traffic through algorithms in two-sided marketplaces. To evaluate updates to these algorithms, platforms frequently rely on creator-side randomized…

Econometrics · Economics 2026-03-10 Ruohan Zhan , Shichao Han , Yuchen Hu , Zhenling Jiang

Nonlocal operators of fractional type are a popular modeling choice for applications that do not adhere to classical diffusive behavior; however, one major challenge in nonlocal simulations is the selection of model parameters. In this work…

Optimization and Control · Mathematics 2020-10-09 Olena Burkovska , Christian Glusa , Marta D'Elia

This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…

Statistics Theory · Mathematics 2016-06-06 W. T. M. Dunsmuir , J. Y. He

The problem of pricing Bermudan options using Monte Carlo and a nonparametric regression is considered. We derive optimal non-asymptotic bounds for a lower biased estimate based on the suboptimal stopping rule constructed using some…

Pricing of Securities · Quantitative Finance 2009-08-03 Denis Belomestny

We consider collocated wireless sensor networks, where each node has a Boolean measurement and the goal is to compute a given Boolean function of these measurements. We first consider the worst case setting and study optimal block…

Information Theory · Computer Science 2011-05-09 Hemant Kowshik , P. R. Kumar

Bilevel optimization problems, which are problems where two optimization problems are nested, have more and more applications in machine learning. In many practical cases, the upper and the lower objectives correspond to empirical risk…

Machine Learning · Statistics 2024-12-03 Mathieu Dagréou , Thomas Moreau , Samuel Vaiter , Pierre Ablin

Time-to-event data are often recorded on a discrete scale with multiple, competing risks as potential causes for the event. In this context, application of continuous survival analysis methods with a single risk suffer from biased…

Methodology · Statistics 2024-08-14 Willem van den Boom , Maria De Iorio , Fang Qian , Alessandra Guglielmi

Negative binomial regression is essential for analyzing over-dispersed count data in in comparative studies, but parameter estimation becomes computationally challenging in large screens requiring millions of comparisons. We investigate…

Machine Learning · Statistics 2025-08-07 Valentine Svensson

In many engineered systems, optimization is used for decision making at time-scales ranging from real-time operation to long-term planning. This process often involves solving similar optimization problems over and over again with slightly…

Optimization and Control · Mathematics 2019-01-18 Sidhant Misra , Line Roald , Yeesian Ng

We develop a unified theory of designs for controlled experiments that balance baseline covariates a priori (before treatment and before randomization) using the framework of minimax variance and a new method called kernel allocation. We…

Statistics Theory · Mathematics 2017-08-02 Nathan Kallus

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…

Observing a stationary time series, we propose a two-step procedure for the prediction of the next value of the time series. The first step follows machine learning theory paradigm and consists in determining a set of possible predictors as…

Methodology · Statistics 2012-07-04 Pierre Alquier , Olivier Wintenberger

Active Learning (AL) has garnered significant interest across various application domains where labeling training data is costly. AL provides a framework that helps practitioners query informative samples for annotation by oracles…

Machine Learning · Computer Science 2025-12-16 Pouya Ahadi , Blair Winograd , Camille Zaug , Karunesh Arora , Lijun Wang , Kamran Paynabar

We study Transformer overparameterization through the lens of angular similarity in high-dimensional encoder-decoder embeddings. We apply Bernoulli dropout between the encoder and the decoder, varying the keep probability $p$ to identify a…

Machine Learning · Computer Science 2026-01-27 Xuanzhou Chen

As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…

Probability · Mathematics 2010-10-26 Michael Aizenman , Francois Germinet , Abel Klein , Simone Warzel

This paper presents the benefits of using randomized neural networks instead of standard basis functions or deep neural networks to approximate the solutions of optimal stopping problems. The key idea is to use neural networks, where the…

Machine Learning · Statistics 2023-12-04 Calypso Herrera , Florian Krach , Pierre Ruyssen , Josef Teichmann

We consider the weakly supervised binary classification problem where the labels are randomly flipped with probability $1- {\alpha}$. Although there exist numerous algorithms for this problem, it remains theoretically unexplored how the…

Machine Learning · Computer Science 2019-07-16 Xinyang Yi , Zhaoran Wang , Zhuoran Yang , Constantine Caramanis , Han Liu

There has been a resurgence of interest in incomplete U-statistics that only sum over a subset of kernel evaluations, due to their computational efficiency and asymptotic normality which can be leveraged to quantify the uncertainty of…

Statistics Theory · Mathematics 2026-01-14 Dennis Leung

We present a dynamic prediction framework for binary sequences that is based on a Bernoulli generalization of the auto-regressive process. Our approach lends itself easily to variants of the standard link prediction problem for a sequence…

Machine Learning · Statistics 2020-07-24 Xiaohan Yan , Avleen S. Bijral

We present an elementary mathematical method to find the minimax estimator of the Bernoulli proportion $\theta$ under the squared error loss when $\theta$ belongs to the restricted parameter space of the form $\Omega = [0, \eta]$ for some…

Statistics Theory · Mathematics 2021-11-30 Heejune Sheen , Yajun Mei