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Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…

Methodology · Statistics 2021-06-11 Darren Homrighausen , Daniel J. McDonald

I suggest an enhancement of the procedure of Chiong, Hsieh, and Shum (2017) for calculating bounds on counterfactual demand in semiparametric discrete choice models. Their algorithm relies on a system of inequalities indexed by cycles of a…

Econometrics · Economics 2021-12-10 Grigory Franguridi

The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…

Combinatorics · Mathematics 2024-06-21 Folkmar Bornemann

Estimating the probability of the binomial distribution is a basic problem, which appears in almost all introductory statistics courses and is performed frequently in various studies. In some cases, the parameter of interest is a difference…

Computation · Statistics 2024-08-21 Almog Peer , David Azriel

We propose a simple technique that, if combined with algorithms for computing functions of triangular matrices, can make them more efficient. Basically, such a technique consists in a specific scaling similarity transformation that reduces…

Numerical Analysis · Mathematics 2021-11-18 João R. Cardoso , Amir Sadeghi

We study the problem of entropy calibration, which asks whether a language model's entropy over generations matches its log loss on human text. Past work found that models are miscalibrated, with entropy per step increasing as generations…

Computation and Language · Computer Science 2026-01-14 Steven Cao , Gregory Valiant , Percy Liang

Scaling test-time compute has emerged as a powerful mechanism for enhancing Large Language Model (LLM) performance. However, standard post-training paradigms, Supervised Fine-Tuning (SFT) and Reinforcement Learning (RL), optimize the…

Machine Learning · Computer Science 2026-05-21 Adam Ousherovitch , Ambuj Tewari

In this paper, we study the problem of estimating latent variable models with arbitrarily corrupted samples in high dimensional space ({\em i.e.,} $d\gg n$) where the underlying parameter is assumed to be sparse. Specifically, we propose a…

Machine Learning · Statistics 2020-10-20 Di Wang , Xiangyu Guo , Shi Li , Jinhui Xu

Recent research highlighted the scaling property of human and animal mobility. An interesting issue is that the exponents of scaling law for animals and humans in different situations are quite different. This paper proposes a general…

Biological Physics · Physics 2011-11-01 Yanqing Hu , Jiang Zhang , Di Huan , Zengru Di

In this paper we make a first attempt at understanding how to build an optimal approximate normal factor analysis model. The criterion we have chosen to evaluate the distance between different models is the I-divergence between the…

Probability · Mathematics 2023-02-27 Lorenzo Finesso , Peter Spreij

Large Language Models (LLMs) have benefited enormously from scaling, yet these gains are bounded by five fundamental limitations: (1) hallucination, (2) context compression, (3) reasoning degradation, (4) retrieval fragility, and (5)…

Uncertainty quantification for estimation through stochastic optimization solutions in an online setting has gained popularity recently. This paper introduces a novel inference method focused on constructing confidence intervals with…

Machine Learning · Statistics 2026-03-24 Wanrong Zhu , Zhipeng Lou , Ziyang Wei , Wei Biao Wu

Using an elaborate set of simulational tools and statistically optimized methods of data analysis we investigate the scaling behavior of the correlation lengths of three-dimensional classical O($n$) spin models. Considering…

Statistical Mechanics · Physics 2011-07-19 Martin Weigel , Wolfhard Janke

Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…

Methodology · Statistics 2024-09-12 Li Tuobang

This paper compares three approaches to the problem of selecting among probability models to fit data (1) use of statistical criteria such as Akaike's information criterion and Schwarz's "Bayesian information criterion," (2) maximization of…

Methodology · Statistics 2016-11-04 William B. Poland , Ross D. Shachter

A classical result of Johnson and Lindenstrauss states that a set of $n$ high dimensional data points can be projected down to $O(\log n/\epsilon^2)$ dimensions such that the square of their pairwise distances is preserved up to a small…

Data Structures and Algorithms · Computer Science 2023-06-02 Aleksandros Sobczyk , Mathieu Luisier

A new scaling and recovering algorithm is proposed for simultaneously computing the matrix $\varphi$-functions that arise in exponential integrator methods for the numerical solution of certain first-order systems of ordinary differential…

Numerical Analysis · Mathematics 2025-09-24 Awad H. Al-Mohy , Xiaobo Liu

In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…

Statistical Mechanics · Physics 2011-08-31 Francesco Parisen Toldin

Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…

Machine Learning · Computer Science 2018-03-14 Ilias Diakonikolas , Gautam Kamath , Daniel M. Kane , Jerry Li , Ankur Moitra , Alistair Stewart

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman