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Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we propose a method to quicken estimation for a broad class of…

Econometrics · Economics 2025-04-09 Jackson Bunting , Takuya Ura

We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

Optimization and Control · Mathematics 2025-10-20 Simon Michalowsky , Carsten Scherer , Christian Ebenbauer

Many classical geometric inequalities on functionals of convex bodies depend on the dimension of the ambient space. We show that this dimension dependence may often be replaced (totally or partially) by different symmetry measures of the…

Metric Geometry · Mathematics 2014-12-11 René Brandenberg , Stefan König

The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…

Machine Learning · Statistics 2022-10-17 Benjamin Kompa , David R. Bellamy , Thomas Kolokotrones , James M. Robins , Andrew L. Beam

We study boundary inference at $H=3/4$ for mixed fractional Brownian motion and mixed fractional Ornstein--Uhlenbeck models under high-frequency observation. This boundary is economically important because it separates the critical and…

Statistics Theory · Mathematics 2026-04-03 Chunhao Cai , Yiwu Shang , Weilin Xiao , Cong Zhang

Discrimination in machine learning often arises along multiple dimensions (a.k.a. protected attributes); it is then desirable to ensure \emph{intersectional fairness} -- i.e., that no subgroup is discriminated against. It is known that…

Machine Learning · Statistics 2023-06-27 Mathieu Molina , Patrick Loiseau

We study distributionally robust optimization (DRO) problems with uncertainty sets consisting of high-dimensional random vectors that are close in the multivariate Wasserstein distance to a reference random vector. We give conditions when…

Optimization and Control · Mathematics 2026-01-30 Brandon Tam , Silvana M. Pesenti

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…

Methodology · Statistics 2023-11-03 Jennifer Wadsworth , Ryan Campbell

Quadratic Unconstrained Binary Optimization models are useful for solving a diverse range of optimization problems. Constraints can be added by incorporating quadratic penalty terms into the objective, often with the introduction of slack…

Optimization and Control · Mathematics 2021-05-18 Amit Verma , Mark Lewis

We consider a number of linear and non-linear boundary value problems involving generalized Schr\"odinger equations. The model case is $-\Delta u=Vu$ for $u\in W_0^{1,2}(D)$ with $D$ a bounded domain in ${\bf R^n}$. We use the Sobolev…

Analysis of PDEs · Mathematics 2013-02-19 Laura De Carli , Julian Edward , Steve Hudson , Mark Leckband

Ensuring fairness in AI systems is critical, especially in high-stakes domains such as lending, hiring, and healthcare. This urgency is reflected in emerging global regulations that mandate fairness assessments and independent bias audits.…

Machine Learning · Computer Science 2025-08-19 Varsha Ramineni , Hossein A. Rahmani , Emine Yilmaz , David Barber

In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Tim Martin , Frank Allgöwer

In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In…

Machine Learning · Statistics 2016-08-11 Aditi Raghunathan , Roy Frostig , John Duchi , Percy Liang

Physics-informed neural networks have attracted significant attention in scientific machine learning for their capability to solve forward and inverse problems governed by partial differential equations. However, the accuracy of PINN…

Machine Learning · Computer Science 2025-11-06 Shota Deguchi , Mitsuteru Asai

In this paper, we study the boundary pointwise regularity for the divergence form elliptic boundary problem on domains with rough boundaries, specifically uniform domains. In general, it is not straightforward to define weak solutions for…

Analysis of PDEs · Mathematics 2026-01-27 Tianyu Guan , Lihe Wang , Chunqin Zhou

Nonlinear kernels can be approximated using finite-dimensional feature maps for efficient risk minimization. Due to the inherent trade-off between the dimension of the (mapped) feature space and the approximation accuracy, the key problem…

Machine Learning · Computer Science 2018-10-10 Shahin Shahrampour , Vahid Tarokh

In some applied scenarios, the availability of complete data is restricted, often due to privacy concerns; only aggregated, robust and inefficient statistics derived from the data are made accessible. These robust statistics are not…

Methodology · Statistics 2024-02-23 Antoine Luciano , Christian P. Robert , Robin J. Ryder

A causal query will commonly not be identifiable from observed data, in which case no estimator of the query can be contrived without further assumptions or measured variables, regardless of the amount or precision of the measurements of…

Methodology · Statistics 2021-12-09 Michael C Sachs , Gustav Jonzon , Arvid Sjölander , Erin E Gabriel

The Gini index is a number that attempts to measure how equitably a resource is distributed throughout a population, and is commonly used in economics as a measurement of inequality of wealth or income. The Gini index is often defined as…

Combinatorics · Mathematics 2020-10-26 Grant Kopitzke

We study partial and budgeted versions of the well studied connected dominating set problem. In the partial connected dominating set problem, we are given an undirected graph G = (V,E) and an integer n', and the goal is to find a minimum…

Data Structures and Algorithms · Computer Science 2013-11-12 Samir Khuller , Manish Purohit , Kanthi Sarpatwar
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