Related papers: Approximate Operator Inversion for Average Effects…
Heterogeneous panel data models that allow the coefficients to vary across individuals and/or change over time have received increasingly more attention in statistics and econometrics. This paper proposes a two-dimensional heterogeneous…
We study the average Age of Information (AoI) in a system where physical sources produce independent discrete-time updates that are each observed by several sensors. We devise a model that is simple, but still capable to capture the main…
In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a…
We introduce a new class of adaptive importance samplers leveraging adaptive optimisation tools, which we term AdaOAIS. We build on Optimised Adaptive Importance Samplers (OAIS), a class of techniques that adapt proposals to improve the…
It is well known that generalized method of moments (GMM) estimators of dynamic panel data regressions can have significant bias when the number of time periods ($T$) is not small compared to the number of cross-sectional units ($n$). The…
Ensembles are ubiquitous in off-policy actor-critic learning, yet their efficacy depends critically on how they are aggregated. Current methods typically rely on static rules or task-specific hyperparameters to balance overestimation bias…
AI advice is becoming increasingly popular, e.g., in investment and medical treatment decisions. As this advice is typically imperfect, decision-makers have to exert discretion as to whether actually follow that advice: they have to…
Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…
This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$, and the number of time periods, $T$, are large. We first clarify the probability…
This study considers the estimation of the direct bias-correction term for estimating the average treatment effect (ATE). Let $\{(X_i, D_i, Y_i)\}_{i=1}^{n}$ be the observations, where $X_i$ denotes $K$-dimensional covariates, $D_i \in \{0,…
We propose a general technique for improving alternating optimization (AO) of nonconvex functions. Starting from the solution given by AO, we conduct another sequence of searches over subspaces that are both meaningful to the optimization…
In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…
In this paper, we derive an asymptotic closed--form expression for the error bound on extrapolation of doubly selective mobile MIMO wireless channels. The bound shows the relationship between the prediction error and system design…
The quantum approximate optimization algorithm (QAOA) is a near-term combinatorial optimization algorithm suitable for noisy quantum devices. However, little is known about performance guarantees for $p>2$. A recent work…
This paper presents a novel autoencoder with ordered variance (AEO) in which the loss function is modified with a variance regularization term to enforce order in the latent space. Further, the autoencoder is modified using ResNets, which…
The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…
Inverse optimal control (IOC) aims to estimate the underlying cost that governs the observed behavior of an expert system. However, in practical scenarios, the collected data is often corrupted by noise, which poses significant challenges…
This paper presents adaptive boundary element methods for positive, negative, as well as zero order operator equations, together with proofs that they converge at certain rates. The convergence rates are quasi-optimal in a certain sense…
The Quantum Alternating Operator Ansatz, a generalization of the Quantum Approximate Optimization Algorithm (QAOA), is a quantum algorithm used for approximately solving combinatorial optimization problems. QAOA typically uses the…
To improve nonparametric estimates of lifetime distributions, we propose using the increasing odds rate (IOR) model as an alternative to other popular, but more restrictive, ``adverse ageing'' models, such as the increasing hazard rate one.…