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This paper proposes a new family of Tweedie-based ratemaking models that explicitly account for mid-term policy cancellations. Using an automobile insurance dataset from a Canadian insurer, we document a marked difference in claims…

Applications · Statistics 2026-04-06 Jean-Philippe Boucher , Raïssa Coulibaly , Julien Trufin

Recent works on word representations mostly rely on predictive models. Distributed word representations (aka word embeddings) are trained to optimally predict the contexts in which the corresponding words tend to appear. Such models have…

Computation and Language · Computer Science 2015-04-10 Rémi Lebret , Ronan Collobert

Social recommendation leverages social information to solve data sparsity and cold-start problems in traditional collaborative filtering methods. However, most existing models assume that social effects from friend users are static and…

Information Retrieval · Computer Science 2019-03-26 Qitian Wu , Hengrui Zhang , Xiaofeng Gao , Peng He , Paul Weng , Han Gao , Guihai Chen

The problem of comparing two bodies of text and searching for words that differ in their usage between them arises often in digital humanities and computational social science. This is commonly approached by training word embeddings on each…

Computation and Language · Computer Science 2021-12-30 Hila Gonen , Ganesh Jawahar , Djamé Seddah , Yoav Goldberg

Recent developments in transfer learning have boosted the advancements in natural language processing tasks. The performance is, however, dependent on high-quality, manually annotated training data. Especially in the biomedical domain, it…

Computation and Language · Computer Science 2023-11-01 Lisa Kühnel , Alexander Schulz , Barbara Hammer , Juliane Fluck

Diffusion models have achieved remarkable success in generating samples from unknown data distributions. Most popular stochastic differential equation-based diffusion models perturb the target distribution by adding Gaussian noise,…

Machine Learning · Statistics 2026-05-20 Wenpin Tang , Nizar Touzi , Zikun Zhang , Xun Yu Zhou

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

Signal Processing · Electrical Eng. & Systems 2020-12-08 Jiexiang Wang , Tao Li , Xiwei Zhang

Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covariance matrix from a high-dimensional factor model. However, the…

Statistics Theory · Mathematics 2016-10-26 Quefeng Li , Guang Cheng , Jianqing Fan , Yuyan Wang

The variance--covariance matrix plays a central role in the inferential theories of high-dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many…

Methodology · Statistics 2012-03-15 Jianqing Fan , Yuan Liao , Martina Mincheva

The deconfounder was proposed as a method for estimating causal parameters in a context with multiple causes and unobserved confounding. It is based on recovery of a latent variable from the observed causes. We disentangle the causal…

Statistics Theory · Mathematics 2024-03-04 Jeffrey Adams , Niels Richard Hansen

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…

Statistics Theory · Mathematics 2024-04-08 Marion Naveau , Guillaume Kon Kam King , Renaud Rincent , Laure Sansonnet , Maud Delattre

Text corpora are widely used resources for measuring societal biases and stereotypes. The common approach to measuring such biases using a corpus is by calculating the similarities between the embedding vector of a word (like nurse) and the…

Computation and Language · Computer Science 2021-04-28 Navid Rekabsaz , Robert West , James Henderson , Allan Hanbury

Word embedding has become ubiquitous and is widely used in various natural language processing (NLP) tasks, such as web retrieval, web semantic analysis, and machine translation, and so on. Unfortunately, training the word embedding in a…

Computation and Language · Computer Science 2023-12-29 Wenting Li , Jiahong Xue , Xi Zhang , Huacan Chen , Zeyu Chen , Feijuan Huang , Yuanzhe Cai

We propose a new computational approach for tracking and detecting statistically significant linguistic shifts in the meaning and usage of words. Such linguistic shifts are especially prevalent on the Internet, where the rapid exchange of…

Computation and Language · Computer Science 2014-11-13 Vivek Kulkarni , Rami Al-Rfou , Bryan Perozzi , Steven Skiena

We study the problem of cooperative inference where a group of agents interact over a network and seek to estimate a joint parameter that best explains a set of observations. Agents do not know the network topology or the observations of…

Optimization and Control · Mathematics 2017-04-11 Angelia Nedić , Alex Olshevsky , César A. Uribe

The major sources of abundant data are constantly expanding with the available data collection methodologies in various applications - medical, insurance, scientific, bio-informatics and business. These data sets may be distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-24 Aruna Govada , Sanjay K. Sahay

In the problem of online learning for changing environments, data are sequentially received one after another over time, and their distribution assumptions may vary frequently. Although existing methods demonstrate the effectiveness of…

Machine Learning · Computer Science 2023-07-18 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Christan Grant , Feng Chen

GloVe learns word embeddings by leveraging statistical information from word co-occurrence matrices. However, word pairs in the matrices are extracted from a predefined local context window, which might lead to limited word pairs and…

Computation and Language · Computer Science 2021-11-25 Leilei Gan , Zhiyang Teng , Yue Zhang , Linchao Zhu , Fei Wu , Yi Yang

We consider dynamic pricing with covariates under a generalized linear demand model: a seller can dynamically adjust the price of a product over a horizon of $T$ time periods, and at each time period $t$, the demand of the product is…

Machine Learning · Computer Science 2023-11-14 Hanzhao Wang , Kalyan Talluri , Xiaocheng Li

The covariance for clean data given a noisy observation is an important quantity in many training-free guided generation methods for diffusion models. Current methods require heavy test-time computation, altering the standard diffusion…

Machine Learning · Computer Science 2025-03-25 Severi Rissanen , Markus Heinonen , Arno Solin
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