Related papers: Robust estimation with latin hypercube sampling: a…
We develop a novel sampling theorem on the sphere and corresponding fast algorithms by associating the sphere with the torus through a periodic extension. The fundamental property of any sampling theorem is the number of samples required to…
A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…
The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…
We study random designs that minimize the asymptotic variance of a de-biased lasso estimator when a large pool of unlabeled data is available but measuring the corresponding responses is costly. The optimal sampling distribution arises as…
Performance of Large Language Models (LLMs) on multiple-choice tasks differs markedly between symbol-based and cloze-style evaluation formats. The observed discrepancies are systematically attributable to task characteristics: natural…
We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent…
Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…
This paper constructs improved estimators of the means in the Gaussian saturated one-way layout with an ordinal factor. The least squares estimator for the mean vector in this saturated model is usually inadmissible. The hybrid shrinkage…
The zero-shot capability of Large Language Models (LLMs) has enabled highly flexible, reference-free metrics for various tasks, making LLM evaluators common tools in NLP. However, the robustness of these LLM evaluators remains relatively…
Sampling is a popular method for approximate inference when exact inference is impractical. Generally, sampling algorithms do not exploit context-specific independence (CSI) properties of probability distributions. We introduce…
Large language models (LLMs) and high-capacity encoders have advanced zero and few-shot classification, but their inference cost and latency limit practical deployment. We propose training lightweight text classifiers using dynamically…
Semi-supervised learning (SSL) is a widely used technique in scenarios where labeled data is scarce and unlabeled data is abundant. While SSL is popular for image and text classification, it is relatively underexplored for the task of…
The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…
Importance sampling (IS) is a technique that enables statistical estimation of output performance at multiple input distributions from a single nominal input distribution. IS is commonly used in Monte Carlo simulation for variance reduction…
As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…
We propose a generalized formulation of the Huber loss. We show that with a suitable function of choice, specifically the log-exp transform; we can achieve a loss function which combines the desirable properties of both the absolute and the…
One common strategy for improving the performance of Large Language Models (LLMs) on downstream tasks involves using a \emph{verifier model} to either select the best answer from a pool of candidates or to steer the auto-regressive…
We give a Markov chain based perfect sampler for uniform sampling solutions of constraint satisfaction problems (CSP). Under some mild Lov\'asz local lemma conditions where each constraint of the CSP has a small number of forbidden local…
To make inference about a group of parameters on high-dimensional data, we develop the method of estimator augmentation for the block Lasso, which is defined via the block norm. By augmenting a block Lasso estimator $\hat{\beta}$ with the…
Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…