Related papers: Discussion of 'Detecting possibly frequent change-…
This paper proposes a new method for estimating high-dimensional binary choice models. We consider a semiparametric model that places no distributional assumptions on the error term, allows for heteroskedastic errors, and permits endogenous…
We consider selection of random predictors for high-dimensional regression problem with binary response for a general loss function. Important special case is when the binary model is semiparametric and the response function is misspecified…
In this work, we consider a time-varying stochastic saddle point problem in which the objective is revealed sequentially, and the data distribution depends on the decision variables. Problems of this type express the distributional…
Large language models (LLMs) have shown outstanding performance across numerous real-world tasks. However, the autoregressive nature of these models makes the inference process slow and costly. Speculative decoding has emerged as a…
In this paper, we present new optimization models for Support Vector Machine (SVM), with the aim of separating data points in two or more classes. The classification task is handled by means of nonlinear classifiers induced by kernel…
In this paper, we consider the problem of (multiple) change-point detection in panel data. We propose the double CUSUM statistic which utilises the cross-sectional change-point structure by examining the cumulative sums of ordered CUSUMs at…
Changepoint analysis deals with unsupervised detection and/or estimation of time-points in time-series data, when the distribution generating the data changes. In this article, we consider \emph{offline} changepoint detection in the context…
Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…
The stochastic block model (SBM) provides a popular framework for modeling community structures in networks. However, more attention has been devoted to problems concerning estimating the latent node labels and the model parameters than the…
This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…
We present a Bayesian method for multivariate changepoint detection that allows for simultaneous inference on the location of a changepoint and the coefficients of a logistic regression model for distinguishing pre-changepoint data from…
This thesis introduces the wide multiple baseline stereo (WxBS) problem. WxBS, a generalization of the standard wide baseline stereo problem, considers the matching of images that simultaneously differ in more than one image acquisition…
In the present paper, we studied a Dynamic Stochastic Block Model (DSBM) under the assumptions that the connection probabilities, as functions of time, are smooth and that at most $s$ nodes can switch their class memberships between two…
Automated methods for discovering mechanistic simulator models from observational data offer a promising path toward accelerating scientific progress. Such methods often take the form of agentic-style iterative workflows that repeatedly…
This paper proposes an online, provably robust, and scalable Bayesian approach for changepoint detection. The resulting algorithm has key advantages over previous work: it provides provable robustness by leveraging the generalised Bayesian…
This paper analyses the use of bootstrap methods to test for parameter change in linear models estimated via Two Stage Least Squares (2SLS). Two types of test are considered: one where the null hypothesis is of no change and the alternative…
Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time while responding to realizations that are uncertain. Algorithms designed to address multistage stochastic linear…
A change point problem occurs in many statistical applications. If there exist change points in a model, it is harmful to make a statistical analysis without any consideration of the existence of the change points and the results derived…
We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…
Large Language Models (LLMs) have become an indispensable part of natural language processing tasks. However, autoregressive sampling has become an efficiency bottleneck. Multi-Draft Speculative Decoding (MDSD) is a recent approach where,…