Related papers: Corrigendum to "Managerial Incentive Problems: A D…
Rejoinder to ``Demystifying Double Robustness: A Comparison of Alternative Strategies for Estimating a Population Mean from Incomplete Data'' [arXiv:0804.2958]
In dynamic settings each economic agent's choices can be revealing of her private information. This elicitation via the rationalization of observable behavior depends each agent's perception of which payoff-relevant contingencies other…
We develop a natural Bayesian multiplicity-correcting prior distribution within the probabilistic forward stepwise representation of model space priors for regression problems. The proposed prior, obtained from making an analogy to the Holm…
In this paper, we prove that two integrals from Gradshteyn and Ryzhik (2014) [1] (namely, Eqs. 3.937 1 and 3.937 2) provide incorrect results in certain conditions. We derive those conditions herein and provide the corrections required for…
We correct some intermediate expressions and arguments in hep-lat/0002009 (Nucl. Phys. B 585 (2000) 471--513). The main results do not change. We also mention some additional observations, including a constraint on a coefficient of the…
This paper is an enhanced version of a more than decade-older paper with a similar title. Many formulae involving both finite and infinite sums of digamma and polygamma functions up to quadratic order, few of which appear in standard…
Maintaining a competitive edge requires a firm to replace deteriorating business lines with new projects. Accordingly, part of a firm's value resides in its ability to exploit new opportunities. This article incorporates adaptation into…
This paper has been withdrawn by the author due to a error in attachment of source file.
We identify and correct an error in the paper "Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?" This correction allows new guarantees on the excess degrees of freedom--the bias in the error estimate of…
Model selection aims to identify a sufficiently well performing model that is possibly simpler than the most complex model among a pool of candidates. However, the decision-making process itself can inadvertently introduce non-negligible…
Inferring reward functions from human behavior is at the center of value alignment - aligning AI objectives with what we, humans, actually want. But doing so relies on models of how humans behave given their objectives. After decades of…
This is a complement to my previous article "Advanced Determinant Calculus" (S\'eminaire Lotharingien Combin. 42 (1999), Article B42q, 67 pp.). In the present article, I share with the reader my experience of applying the methods described…
Machine learning models support decision-making, yet the reasons behind their predictions are opaque. Clear and reliable explanations help users make informed decisions and avoid blindly trusting model outputs. However, many existing…
This paper has been withdrawn by the author due to a mistake in the proof of the main theorem.
We improve constants in the Rademacher-Menchov inequality.
This paper was withdrawn by the author. It turns out that similar ideas have been presented before. The author apologizes.
It has been pointed out to the author by David Glickenstein that the proof of the (closely related) Lemmas 1.2 and 3.2 in the title paper is incorrect. The statements of both Lemmas are correct, and the purpose of this note is to give a…
We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…
We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…
We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…