Related papers: Kernel Debiased Plug-in Estimation: Simultaneous, …

This paper provides an introduction to Double/Debiased Machine Learning (DML). DML is a general approach to performing inference about a target parameter in the presence of nuisance functions: objects that are needed to identify the target…

Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…

Decoded Quantum Interferometry (DQI) promises superpolynomial speedups for structured optimization; however, its practical realization is often hindered by significant sensitivity to hardware noise and spectral dispersion. To bridge this…

The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the…

We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. The higher order convergence rate of K-step MLE mainly depends…

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

We propose selective debiasing -- an inference-time safety mechanism designed to enhance the overall model quality in terms of prediction performance and fairness, especially in scenarios where retraining the model is impractical. The…

We focus on obtaining robust knowledge graph embedding under perturbation in the embedding space. To address these challenges, we introduce a novel framework, Robust Knowledge Graph Embedding via Denoising, which enhances the robustness of…

We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient,…

We introduce a balloon estimator in a generalized expectation-maximization method for estimating all parameters of a Gaussian mixture model given one data sample per mixture component. Instead of limiting explicitly the model size, this…

In many semiparametric models that are parameterized by two types of parameters---a Euclidean parameter of interest and an infinite-dimensional nuisance parameter---the two parameters are bundled together, that is, the nuisance parameter is…

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Sequential neural posterior estimation (SNPE) techniques have been recently proposed for dealing with simulation-based models with intractable likelihoods. Unlike approximate Bayesian computation, SNPE techniques learn the posterior from…

We investigate the problem of algorithmic fairness in the case where sensitive and non-sensitive features are available and one aims to generate new, `oblivious', features that closely approximate the non-sensitive features, and are only…

Debiased recommendation has recently attracted increasing attention from both industry and academic communities. Traditional models mostly rely on the inverse propensity score (IPS), which can be hard to estimate and may suffer from the…

We introduce a new nonparametric density estimator inspired by Markov Chains, and generalizing the well-known Kernel Density Estimator (KDE). Our estimator presents several benefits with respect to the usual ones and can be used…

Kernel methods form a powerful, versatile, and theoretically-grounded unifying framework to solve nonlinear problems in signal processing and machine learning. The standard approach relies on the kernel trick to perform pairwise evaluations…

This paper derives the nonparametric maximum likelihood estimator (NPMLE) of a distribution function from observations which are subject to both bias and censoring. The NPMLE is obtained by a simple EM algorithm which is an extension of the…

Kalman filters constitute a scalable and robust methodology for approximate Bayesian inference, matching first and second order moments of the target posterior. To improve the accuracy in nonlinear and non-Gaussian settings, we extend this…