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We investigate the high-probability estimation of discrete distributions from an \iid sample under $\chi^2$-divergence loss. Although the minimax risk in expectation is well understood, its high-probability counterpart remains largely…

Statistics Theory · Mathematics 2025-10-30 Sirine Louati

Large language models (LLMs) have achieved widespread success on a variety of in-context few-shot tasks, but this success is typically evaluated via correctness rather than consistency. We argue that self-consistency is an important…

Computation and Language · Computer Science 2024-02-09 Angelica Chen , Jason Phang , Alicia Parrish , Vishakh Padmakumar , Chen Zhao , Samuel R. Bowman , Kyunghyun Cho

Large language models (LLMs) have demonstrated impressive capabilities, but still suffer from inconsistency issues (e.g. LLMs can react differently to disturbances like rephrasing or inconsequential order change). In addition to these…

Computation and Language · Computer Science 2024-06-19 Zhe Yang , Yichang Zhang , Tianyu Liu , Jian Yang , Junyang Lin , Chang Zhou , Zhifang Sui

Generalized linear mixed models are powerful tools for analyzing clustered data, where the unknown parameters are classically (and most commonly) estimated by the maximum likelihood and restricted maximum likelihood procedures. However,…

Statistics Theory · Mathematics 2023-03-23 Andrea M. Bratsberg , Magne Thoresen , Abhik Ghosh

We investigate differentially private estimators for individual parameters within larger parametric models. While generic private estimators exist, the estimators we provide repose on new local notions of estimand stability, and these…

Machine Learning · Computer Science 2025-03-24 Hilal Asi , John C. Duchi , Kunal Talwar

We consider the homogeneous stochastic differential equation with unknown parameter to be estimated. We prove that the standard maximum likelihood estimate is strongly consistent under very mild conditions. There are also established the…

Probability · Mathematics 2013-06-07 Yuliya Mishura

We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…

Methodology · Statistics 2026-01-19 Pierre Alquier , Jean-David Fermanian , Benjamin Poignard

We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…

Numerical Analysis · Mathematics 2017-04-24 Alejandro Allendes , Enrique Otarola , Richard Rankin

The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have…

Statistics Theory · Mathematics 2020-02-26 Vincent Brault , Christine Keribin , Mahendra Mariadassou

Highly robust and efficient estimators for the generalized linear model with a dispersion parameter are proposed. The estimators are based on three steps. In the first step the maximum rank correlation estimator is used to consistently…

Methodology · Statistics 2017-03-29 Michael Amiguet , Alfio Marazzi , Marina Valdora , Victor Yohai

In this paper, we construct an estimator of an errors-in-variables linear regression model. The regression model leads to a constrained total least squares problems with row and column constraints. Although this problem can be numerically…

Numerical Analysis · Mathematics 2026-02-11 Kensuke Aishima

This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a continuum of invariant distributions…

Probability · Mathematics 2010-01-14 Manuel S. Santos

Consider a nonlinear regression model : y_{i}=g(x_{i},{\theta})+e_{i}, i=1,...,n, where the x_{i} are random predictors x_{i} and {\theta} is the unknown parameter vector ranging in a set {\Theta}\subsetR^{p}. All known results on the…

Statistics Theory · Mathematics 2012-07-03 Fasano María Victoria , Ricardo A. Maronna

We perform the a posteriori error analysis of residual type of a transmission problem with sign changing coefficients. According to [6] if the contrast is large enough, the continuous problem can be transformed into a coercive one. We…

Numerical Analysis · Mathematics 2010-09-17 Serge Nicaise , Juliette Venel

We present consistent algorithms for multiclass learning with complex performance metrics and constraints, where the objective and constraints are defined by arbitrary functions of the confusion matrix. This setting includes many common…

We develop an asymptotic theory of adversarial estimators ('A-estimators'). They generalize maximum-likelihood-type estimators ('M-estimators') as their average objective is maximized by some parameters and minimized by others. This class…

Econometrics · Economics 2022-06-20 Jonas Metzger

The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong…

Statistics Theory · Mathematics 2024-10-14 Pietro Coretto , Christian Hennig

Usually, methods evaluating system reliability require engineers to quantify the reliability of each of the system components. For series and parallel systems, there are some options to handle the estimation of each component's reliability.…

Methodology · Statistics 2018-05-29 Agatha Rodrigues , Carlos Alberto Pereira , Adriano Polpo

We derive a new residual-type a posteriori estimator for a singularly perturbed reaction-diffusion problem with obstacle constraints. It generalizes robust residual estimators for unconstrained singularly perturbed equations. Upper and…

Numerical Analysis · Mathematics 2020-09-15 Mirjam Walloth

Deep learning classifiers are assisting humans in making decisions and hence the user's trust in these models is of paramount importance. Trust is often a function of constant behavior. From an AI model perspective it means given the same…