Related papers: Recent advances in the Bradley--Terry Model: theor…
Large-scale pre-trained models (PTMs) such as BERT and GPT have recently achieved great success and become a milestone in the field of artificial intelligence (AI). Owing to sophisticated pre-training objectives and huge model parameters,…
Since its inception, the field of unbiased learning to rank (ULTR) has remained very active and has seen several impactful advancements in recent years. This tutorial provides both an introduction to the core concepts of the field and an…
Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…
In this master's thesis, we introduce expansion systems as a general framework to describe a large variety of approximation algorithms, such as Taylor approximation, decimal expansion and continued fraction. We consider some basic…
This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…
Trawl processes belong to the class of continuous-time, strictly stationary, infinitely divisible processes; they are defined as Levy bases evaluated over deterministic trawl sets. This article presents the first nonparametric estimator of…
We develop an asymptotic theory of adversarial estimators ('A-estimators'). They generalize maximum-likelihood-type estimators ('M-estimators') as their average objective is maximized by some parameters and minimized by others. This class…
Human preference judgments are pivotal in guiding large language models (LLMs) to produce outputs that align with human values. Human evaluations are also used in summarization tasks to compare outputs from various systems, complementing…
As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for inference in empirical models with large information sets. This…
Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…
Comparison-based preference learning has become central to the alignment of AI models with human preferences. However, these methods may behave counterintuitively. After empirically observing that, when accounting for a preference for…
Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied problem, motivated by questions that are ubiquitous in extreme…
This paper is about models for a vector of probabilities whose elements must have a multiplicative structure and sum to 1 at the same time; in certain applications, as basket analysis, these models may be seen as a constrained version of…
The method of optimizing entropy is used to (i) conduct Asymptotic Hypothesis Testing and (ii) determine the particle distribution for which Entropy is maximized. This paper focuses on two related applications of Information Theory:…
Causal inference using observational text data is becoming increasingly popular in many research areas. This paper presents the Bayesian Topic Regression (BTR) model that uses both text and numerical information to model an outcome…
With the rapid development of deep learning, training Big Models (BMs) for multiple downstream tasks becomes a popular paradigm. Researchers have achieved various outcomes in the construction of BMs and the BM application in many fields. At…
Ranking or assessing centrality in multivariate and non-Euclidean data is difficult because there is no canonical order and many depth notions become computationally fragile in high-dimensional or structured settings. We introduce a…
For a broad class of models widely used in practice for choice and ranking data based on Luce's choice axiom, including the Bradley--Terry--Luce and Plackett--Luce models, we show that the associated maximum likelihood estimation problems…
This paper addresses the challenges of aligning large language models (LLMs) with human values via preference learning (PL), focusing on incomplete and corrupted data in preference datasets. We propose a novel method for robustly and…
We consider the development of adaptive, instance-dependent algorithms for interactive decision making (bandits, reinforcement learning, and beyond) that, rather than only performing well in the worst case, adapt to favorable properties of…