Related papers: Strong consistent model selection for general caus…
In this paper an autoregressive time series model with conditional heteroscedasticity is considered, where both conditional mean and conditional variance function are modeled nonparametrically. A test for the model assumption of…
In the interleaving model of concurrency, where events are totally ordered, linearizability is compositional: the composition of two linearizable objects is guaranteed to be linearizable. However, linearizability is not compositional when…
Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…
This paper develops an assume-guarantee (AG) framework for the compositional verification of probabilistic automata (PAs) with uncertain transition probabilities. We study parametric probabilistic automata (pPAs), where probabilities are…
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…
We study the stability of posterior predictive inferences to the specification of the likelihood model and perturbations of the data generating process. In modern big data analyses, useful broad structural judgements may be elicited from…
Topic modelling is fundamentally a soft clustering problem (of known objects -- documents, over unknown clusters -- topics). That is, the task is incorrectly posed. In particular, the topic models are unstable and incomplete. All this leads…
We consider the model selection consistency or sparsistency of a broad set of $\ell_1$-regularized $M$-estimators for linear and non-linear statistical models in a unified fashion. For this purpose, we propose the local structured…
We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…
This paper addresses the challenges of aligning large language models (LLMs) with human values via preference learning (PL), focusing on incomplete and corrupted data in preference datasets. We propose a novel method for robustly and…
In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and…
This paper characterizes the impact of covariate serial dependence on the non-asymptotic estimation error bound of penalized regressions (PRs). Focusing on the direct relationship between the degree of cross-correlation between covariates…
For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…
The aim of this paper is to discuss a recent result which shows that probabilistic inference in the presence of (unknown) causal mechanisms can be tractable for models that have traditionally been viewed as intractable. This result was…
Parameter estimation and the variable selection are two pioneer issues in regression analysis. While traditional variable selection methods require prior estimation of the model parameters, the penalized methods simultaneously carry on…
We consider the problem of estimating the total probability of all symbols that appear with a given frequency in a string of i.i.d. random variables with unknown distribution. We focus on the regime in which the block length is large yet no…
Parametric prediction error methods constitute a classical approach to the identification of linear dynamic systems with excellent large-sample properties. A more recent regularized approach, inspired by machine learning and Bayesian…
In this work we propose a new class of long-memory models with time-varying fractional parameter. In particular, the dynamics of the long-memory coefficient, $d$, is specified through a stochastic recurrence equation driven by the score of…
This paper considers the problem of semi-parametric proportional hazards model fitting for interval, left and right censored survival times. We adopt a more versatile penalized likelihood method to estimate the baseline hazard and the…
In application domains such as healthcare, we want accurate predictive models that are also causally interpretable. In pursuit of such models, we propose a causal regularizer to steer predictive models towards causally-interpretable…