Related papers: Online monotone density estimation and log-optimal…
We consider a robust aggregation problem in the presence of both truthful and adversarial experts. The truthful experts will report their private signals truthfully, while the adversarial experts can report arbitrarily. We assume experts…
Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…
Metric embeddings into structured spaces, particularly hierarchically well-separated trees (HSTs), are a fundamental tool in the design of online algorithms. In the classical online embedding setting, points arrive sequentially and must be…
We study the sequential general online regression, known also as the sequential probability assignments, under logarithmic loss when compared against a broad class of experts. We focus on obtaining tight, often matching, lower and upper…
In this paper we will consider the estimation of a monotone regression (or density) function in a fixed point by the least squares (Grenander) estimator. We will show that this estimator is fully adaptive, in the sense that the attained…
This paper proposes two projector-based Hopfield neural network (HNN) estimators for online, constrained parameter estimation under time-varying data, additive disturbances, and slowly drifting physical parameters. The first is a…
We begin by introducing a class of conditional density estimators based on local polynomial techniques. The estimators are boundary adaptive and easy to implement. We then study the (pointwise and) uniform statistical properties of the…
Personalized alignment aims to adapt large language models to heterogeneous user preferences, yet the precise theoretical conditions for its statistical efficiency have not been formally established. This paper characterizes the conditions…
Many engineered systems must balance competing objectives, such as performance and safety, cost and reliability, or efficiency and sustainability, and are naturally modeled as compositions of interacting subsystems. We study online…
Large tensor learning algorithms are typically computationally expensive and require storing a vast amount of data. In this paper, we propose a unified online Riemannian gradient descent (oRGrad) algorithm for tensor learning, which is…
We aim at estimating a function $\lambda:[0,1]\to \mathbb {R}$, subject to the constraint that it is decreasing (or increasing). We provide a unified approach for studying the $\mathbb {L}_p$-loss of an estimator defined as the slope of a…
We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…
Several interesting generative learning algorithms involve a complex probability distribution over many random variables, involving intractable normalization constants or latent variable normalization. Some of them may even not have an…
The problem of estimating the probability p=P(g(X<0) is considered when X represents a multivariate stochastic input of a monotone function g. First, a heuristic method to bound p is formally described, involving a specialized design of…
We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…
We study how we can adapt a predictor to a non-stationary environment with advises from multiple experts. We study the problem under complete feedback when the best expert changes over time from a decision theoretic point of view. Proposed…
We study the problem of model selection type aggregation with respect to the Kullback-Leibler divergence for various probabilistic models. Rather than considering a convex combination of the initial estimators $f_1, \ldots, f_N$, our…
To investigate a dilemma of statistical and computational efficiency faced by long-run variance estimators, we propose a decomposition of kernel weights in a quadratic form and some online inference principles. These proposals allow us to…
We study the problem of high-dimensional robust mean estimation in an online setting. Specifically, we consider a scenario where $n$ sensors are measuring some common, ongoing phenomenon. At each time step $t=1,2,\ldots,T$, the $i^{th}$…
Let $(Y_t)_{t\geq 1}$ be a sequence of i.i.d.\ observations and $\{f_\theta,\theta\in \mathbb{R}^d\}$ be a parametric model. We introduce a new online algorithm for computing a sequence $(\hat{\theta}_t)_{t\geq 1}$ which is shown to…