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We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured…

Econometrics · Economics 2025-11-11 Kirill S. Evdokimov , Andrei Zeleneev

The learning of Gaussian Mixture Models (also referred to simply as GMMs) plays an important role in machine learning. Known for their expressiveness and interpretability, Gaussian mixture models have a wide range of applications, from…

Machine Learning · Computer Science 2023-07-14 Ruichong Zhang

Quantum error mitigation (QEM) strategies are essential for improving the precision and reliability of quantum chemistry algorithms on noisy intermediate-scale quantum devices. Reference-state error mitigation (REM) is a cost-effective…

Quantum Physics · Physics 2026-01-22 Hang Zou , Erika Magnusson , Hampus Brunander , Werner Dobrautz , Martin Rahm

A diagrammatic multi-reference generalization of many-body perturbation theory was recently introduced [J. Phys. Chem. Lett., 2025, 16, 3047]. This framework allows us to extend single-reference (SR) Green's function methods defined at the…

Quantum Physics · Physics 2025-07-29 Yuqi Wang , Wei-Hai Fang , Zhendong Li

Orbit recovery problems are a class of problems that often arise in practice and various forms. In these problems, we aim to estimate an unknown function after being distorted by a group action and observed via a known operator. Typically,…

Methodology · Statistics 2024-01-31 Yuehaw Khoo , Sounak Paul , Nir Sharon

Instrumental variable (IV) regression can be approached through its formulation in terms of conditional moment restrictions (CMR). Building on variants of the generalized method of moments, most CMR estimators are implicitly based on…

Machine Learning · Computer Science 2024-05-21 Heiner Kremer , Bernhard Schölkopf

Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faster rate than the usual Central Limit Theorem, resulting in…

Econometrics · Economics 2019-11-22 Jean-Jacques Forneron

Moment approximation methods are gaining increasing attention for their use in the approximation of the stochastic kinetics of chemical reaction systems. In this paper we derive a general moment expansion method for any type of propensities…

Molecular Networks · Quantitative Biology 2015-06-15 Angelique Ale , Paul Kirk , Michael P. P. Stumpf

MM (majorization--minimization) algorithms are an increasingly popular tool for solving optimization problems in machine learning and statistical estimation. This article introduces the MM algorithm framework in general and via three…

Computation · Statistics 2016-11-16 Hien D. Nguyen

Rank regression offers robustness to outliers and heavy-tailed response distributions, invariance to monotonic transformations, and improved efficiency under non-Gaussian errors, making it a versatile tool for analyzing complex data. This…

Methodology · Statistics 2026-05-25 Jiyuan Tu , Suqi Wu , Yichen Zhang , Wen-Xin Zhou

Real-time magnetic resonance imaging (MRI) methods generally shorten the measuring time by acquiring less data than needed according to the sampling theorem. In order to obtain a proper image from such undersampled data, the reconstruction…

Numerical Analysis · Mathematics 2013-12-05 Housen Li , Markus Haltmeier , Shuo Zhang , Jens Frahm , Axel Munk

In the context of first-order algorithms subject to random gradient noise, we study the trade-offs between the convergence rate (which quantifies how fast the initial conditions are forgotten) and the "risk" of suboptimality, i.e.…

Optimization and Control · Mathematics 2025-03-11 Bugra Can , Mert Gürbüzbalaban

The geometric mean method (GMM) and the eigenvector method (EM) are well-known approaches to deriving information from pairwise comparison matrices in decision making processes. However, the original algorithms of these methods are…

Optimization and Control · Mathematics 2014-10-06 I. L. Tomashevskii

The standard regression tree method applied to observations within clusters poses both methodological and implementation challenges. Effectively leveraging these data requires methods that account for both individual-level and sample-level…

Methodology · Statistics 2025-03-05 Jeremiah Allis , Xin Jin , Riddhi Ghosh

Multivariate analysis of fMRI data has benefited substantially from advances in machine learning. Most recently, a range of probabilistic latent variable models applied to fMRI data have been successful in a variety of tasks, including…

We develop an encompassing framework for matching, covariate balancing, and doubly-robust methods for causal inference from observational data called generalized optimal matching (GOM). The framework is given by generalizing a new…

Machine Learning · Statistics 2017-10-30 Nathan Kallus

The resonant frequencies of a structure and the associated field distributions are generally determined by solving a non-linear eigenvalue problem. Using frequency-domain solvers, the response of the structure needs to be evaluated at many…

Computational Physics · Physics 2019-06-05 Denis Tihon , Christophe Craeye

This paper develops an asymptotic theory for two-step debiased machine learning (DML) estimators in generalised method of moments (GMM) models with general multiway clustered dependence, without relying on cross-fitting. While cross-fitting…

Econometrics · Economics 2026-04-07 Kaicheng Chen , Harold D. Chiang

Marginal model is a popular instrument for studying longitudinal data and cluster data. This paper investigates the estimator of marginal model with subgroup auxiliary information. To marginal model, we propose a new type of auxiliary…

Methodology · Statistics 2018-06-11 Jie He , Xiaogang Duan , Shumei Zhang , Hui Li

In order to satisfy processing time constraints, many MIR tasks process only a segment of the whole music signal. This practice may lead to decreasing performance, since the most important information for the tasks may not be in those…

Information Retrieval · Computer Science 2017-01-11 Francisco Raposo , Ricardo Ribeiro , David Martins de Matos
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