Related papers: A New Mathematical Model for the Efficiency Calcul…
Model performance evaluation is a critical and expensive task in machine learning and computer vision. Without clear guidelines, practitioners often estimate model accuracy using a one-time completely random selection of the data. However,…
Stochastic frontier models have attracted considerable attention due to the incorporation of an inefficiency term in addition to the conventional error term. In this paper, we propose a general estimation framework for panel stochastic…
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…
In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…
In the era of big data, the increasing availability of diverse data sources has driven interest in analytical approaches that integrate information across sources to enhance statistical accuracy, efficiency, and scientific insights. Many…
Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties…
In this review we cover the basics of efficient nonparametric parameter estimation (also called functional estimation), with a focus on parameters that arise in causal inference problems. We review both efficiency bounds (i.e., what is the…
We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…
Inference is a versatile tool that underlies scientific discovery, machine learning, and everyday decision-making: it describes how an agent updates a probability distribution as partial information is acquired from multiple measurements,…
The stochastic frontier model with heterogeneous technical efficiency explained by exoge-nous variables is augmented with a spatial-temporal component, a generalization relaxing the panel independence assumption in a panel data. The…
The basic motivation and primary goal of this paper is a qualitative evaluation of the performance of a new weighted statistic for a nonparametric test for stochastic dominance based on two samples, which was introduced in Ledwina and…
In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction.…
The literature on "mechanism design from samples," which has flourished in recent years at the interface of economics and computer science, offers a bridge between the classic computer-science approach of worst-case analysis (corresponding…
Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which…
Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which…
Spreadsheets are widely used, and studies have shown that most end-user spreadsheets contain nontrivial errors. To improve end-users productivity, recent research proposes the use of a model-driven engineering approach to spreadsheets. In…
Despite the risk of misspecification they are tied to, parametric models continue to be used in statistical practice because they are accessible to all. In particular, efficient estimation procedures in parametric models are simple to…
This paper is about how we study statistical methods. As an example, it uses the random regressions model, in which the intercept and slope of cluster-specific regression lines are modeled as a bivariate random effect. Maximizing this…
We provide a novel characterization of semiparametric efficiency in a generic supervised learning setting where the outcome mean function -- defined as the conditional expectation of the outcome of interest given the other observed…
Stochastic process discovery is concerned with deriving a model capable of reproducing the stochastic character of observed executions of a given process, stored in a log. This leads to an optimisation problem in which the model's parameter…