Related papers: Statistical Inference for Matching Decisions via M…
We present a novel algebraic combinatorial view on low-rank matrix completion based on studying relations between a few entries with tools from algebraic geometry and matroid theory. The intrinsic locality of the approach allows for the…
In this paper, we study the trade-offs of different inference approaches for Bayesian matrix factorisation methods, which are commonly used for predicting missing values, and for finding patterns in the data. In particular, we consider…
Many network analysis and graph learning techniques are based on models of random walks which require to infer transition matrices that formalize the underlying stochastic process in an observed graph. For weighted graphs, it is common to…
We consider the estimation and inference of graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we…
We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…
We present a concise survey of matrix completion methods and associated implementations of several fundamental algorithms. Our study covers both passive and adaptive strategies. We further illustrate the behavior of a simple adaptive…
In this paper, we propose a new constraint, called shift-consistency, for solving matrix/tensor completion problems in the context of recommender systems. Our method provably guarantees several key mathematical properties: (1) satisfies a…
Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…
Lifted probabilistic inference algorithms have been successfully applied to a large number of symmetric graphical models. Unfortunately, the majority of real-world graphical models is asymmetric. This is even the case for relational…
Incomplete pairwise comparison matrices contain some missing judgements. A natural approach to estimate these values is provided by minimising a reasonable measure of inconsistency after unknown entries are replaced by variables. Two widely…
Pairwise comparison matrices are increasingly used in settings where some pairs are missing. However, there exist few inconsistency indices for similar incomplete data sets and no reasonable measure has an associated threshold. This paper…
An informative sampling design leads to the selection of units whose inclusion probabilities are correlated with the response variable of interest. Model inference performed on the resulting observed sample will be biased for the population…
Conformal prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…
Estimation of a precision matrix (i.e., inverse covariance matrix) is widely used to exploit conditional independence among continuous variables. The influence of abnormal observations is exacerbated in a high dimensional setting as the…
We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…
The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…
We investigate the problem of statistical inference for logistic regression with high-dimensional covariates in settings where dependence among individuals is induced by an underlying Markov random field. Going beyond the pairwise…
Algorithmic decision systems are increasingly used in areas such as hiring, school admission, or loan approval. Typically, these systems rely on labeled data for training a classification model. However, in many scenarios, ground-truth…
Gradient descent is one of the most widely used iterative algorithms in modern statistical learning. However, its precise algorithmic dynamics in high-dimensional settings remain only partially understood, which has limited its broader…
In this paper we study the problem of bilinear regression and we further address the case when the response matrix contains missing data that referred as the problem of inductive matrix completion. We propose a quasi-Bayesian approach first…