English
Related papers

Related papers: The Fundamental Limits of Structure-Agnostic Funct…

200 papers

We propose a new simulation-based estimation method, adversarial estimation, for structural models. The estimator is formulated as the solution to a minimax problem between a generator (which generates simulated observations using the…

Econometrics · Economics 2024-01-09 Tetsuya Kaji , Elena Manresa , Guillaume Pouliot

In recent years, the success of deep learning has inspired many researchers to study the optimization of general smooth non-convex functions. However, recent works have established pessimistic worst-case complexities for this class…

Optimization and Control · Mathematics 2020-10-28 Jikai Jin

Standard approaches to stochastic gradient estimation, with only noisy black-box function evaluations, use the finite-difference method or its variants. While natural, it is open to our knowledge whether their statistical accuracy is the…

Statistics Theory · Mathematics 2020-11-13 Henry Lam , Haidong Li , Xuhui Zhang

Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…

Statistics Theory · Mathematics 2022-01-14 Oliver Hines , Oliver Dukes , Karla Diaz-Ordaz , Stijn Vansteelandt

Black-box safety evaluation of AI systems assumes model behavior on test distributions reliably predicts deployment performance. We formalize and challenge this assumption through latent context-conditioned policies -- models whose outputs…

Artificial Intelligence · Computer Science 2026-02-20 Vishal Srivastava

Formal ontologies are axiomatizations in a logic-based formalism. The development of formal ontologies, and their important role in the Semantic Web area, is generating considerable research on the use of automated reasoning techniques and…

Artificial Intelligence · Computer Science 2019-01-31 Javier Álvez , Montserrat Hermo , Paqui Lucio , German Rigau

We identify three common cases that lead to overestimation of adversarial accuracy against bounded first-order attack methods, which is popularly used as a proxy for adversarial robustness in empirical studies. For each case, we propose…

Machine Learning · Computer Science 2020-06-03 Kyungmi Lee , Anantha P. Chandrakasan

We construct moment functions that are Neyman-orthogonal to a chosen order in parametric moment condition models. These moment functions reduce sensitivity to nuisance estimation error and, as such, offer a unified and tractable route to…

Econometrics · Economics 2026-05-12 Stéphane Bonhomme , Koen Jochmans , Whitney K. Newey , Martin Weidner

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Methodology · Statistics 2021-08-27 Ioannis Kalogridis , Stefan Van Aelst

We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…

Optimization and Control · Mathematics 2020-01-30 Coralia Cartis , Nick Gould , Philippe L. Toint

This paper discusses the method of formative rules for first-order term rewriting, which was previously defined for a higher-order setting. Dual to the well-known usable rules, formative rules allow dropping some of the term constraints…

Logic in Computer Science · Computer Science 2014-05-01 Carsten Fuhs , Cynthia Kop

Motivated by applications in automated verification of higher-order functional programs, we develop a notion of constrained Horn clauses in higher-order logic and a decision problem concerning their satisfiability. We show that, although…

Programming Languages · Computer Science 2017-08-02 Toby Cathcart Burn , C. -H. Luke Ong , Steven J. Ramsay

A general framework with a series of different methods is proposed to improve the estimate of convex function (or functional) values when only noisy observations of the true input are available. Technically, our methods catch the bias…

Methodology · Statistics 2022-09-15 Chao Ma , Lexing Ying

We consider the problem of global optimization of an unknown non-convex smooth function with zeroth-order feedback. In this setup, an algorithm is allowed to adaptively query the underlying function at different locations and receives noisy…

Machine Learning · Statistics 2018-03-26 Yining Wang , Sivaraman Balakrishnan , Aarti Singh

A general lower bound is developed for the minimax risk when estimating an arbitrary functional. The bound is based on testing two composite hypotheses and is shown to be effective in estimating the nonsmooth functional…

Statistics Theory · Mathematics 2011-05-17 T. Tony Cai , Mark G. Low

The paper is devoted to introducing an approach to compute the approximate minimum time function of control problems which is based on reachable set approximation and uses arithmetic operations for convex compact sets. In particular, in…

Optimization and Control · Mathematics 2018-05-08 Robert Baier , Thuy T. T. Le

We establish lower bounds on the complexity of finding $\epsilon$-stationary points of smooth, non-convex high-dimensional functions using first-order methods. We prove that deterministic first-order methods, even applied to arbitrarily…

Optimization and Control · Mathematics 2017-11-03 Yair Carmon , John C. Duchi , Oliver Hinder , Aaron Sidford

We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…

Statistics Theory · Mathematics 2018-06-13 Dmitrii Ostrovskii , Zaid Harchaoui

The study of first-order optimization is sensitive to the assumptions made on the objective functions. These assumptions induce complexity classes which play a key role in worst-case analysis, including the fundamental concept of algorithm…

Optimization and Control · Mathematics 2024-05-30 Charles Guille-Escuret , Adam Ibrahim , Baptiste Goujaud , Ioannis Mitliagkas

Variable selection for models including interactions between explanatory variables often needs to obey certain hierarchical constraints. The weak or strong structural hierarchy requires that the existence of an interaction term implies at…

Statistics Theory · Mathematics 2016-11-10 Yiyuan She , Zhifeng Wang , He Jiang