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We present new algorithms for inverse reinforcement learning (IRL, or inverse optimal control) in convex optimization settings. We argue that finite-space IRL can be posed as a convex quadratic program under a Bayesian inference framework…

Machine Learning · Computer Science 2013-01-22 Qifeng Qiao , Peter A. Beling

One of the primary goals of statistical precision medicine is to learn optimal individualized treatment rules (ITRs). The classification-based, or machine learning-based, approach to estimating optimal ITRs was first introduced in…

Methodology · Statistics 2024-06-18 Sophia Yazzourh , Nikki L. B. Freeman

The efficiency of graph-based semi-supervised algorithms depends on the graph of instances on which they are applied. The instances are often in a vectorial form before a graph linking them is built. The construction of the graph relies on…

Machine Learning · Computer Science 2016-02-19 Pauline Wauquier , Mikaela Keller

In this paper, a novel approach for the optimal combination of binary classifiers is proposed. The classifier combination problem is approached from a Game Theory perspective. The proposed framework of adapted weighted majority rules (WMR)…

Machine Learning · Computer Science 2013-02-05 Harris V. Georgiou , Michael E. Mavroforakis

Inference scaling helps LLMs solve complex reasoning problems through extended runtime computation. On top of long chain-of-thought (long-CoT) models, purely inference-time techniques such as best-of-N (BoN) sampling, majority voting, or…

The traditional way of estimating the gravitational field from observed motions of test objects is based on the virial relation between their kinetic and potential energy. We find a more efficient method. It is based on the natural…

Astrophysics · Physics 2009-11-10 Andrei M. Beloborodov , Yuri levin

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

Machine Learning · Statistics 2023-11-06 Sanjeeb Dash , Soumyadip Ghosh , Joao Goncalves , Mark S. Squillante

In this short note we consider the finite-dimensional distributions of sets of states generated by dispersing billiards with a random initial condition. We establish a functional correlation bound on the distance between the…

Dynamical Systems · Mathematics 2017-04-24 Juho Leppänen , Mikko Stenlund

Using results from neurobiology on perceptual decision making and value-based decision making, the problem of decision making between lotteries is reformulated in an abstract space where uncertain prospects are mapped to corresponding…

Neurons and Cognition · Quantitative Biology 2020-01-03 Adnan Rebei

Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an…

Computation · Statistics 2012-07-25 Nial Friel

A body moves in a medium composed of noninteracting point particles; interaction of particles with the body is absolutely elastic. It is required to find the body's shape minimizing or maximizing resistance of the medium to its motion. This…

Optimization and Control · Mathematics 2007-05-23 Alexander Plakhov

The Bayes linear estimator is derived by minimizing the Bayes risk with respect to the squared loss function. Non-unbiased estimators such as ordinary ridge, typical shrinkage, fractional rank, and restricted least squares estimators, as…

Statistics Theory · Mathematics 2026-01-15 Hirai Mukasa

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…

Machine Learning · Statistics 2020-10-26 Benjamin Letham , Roberto Calandra , Akshara Rai , Eytan Bakshy

We consider the problem of aggregating pairwise comparisons to obtain a consensus ranking order over a collection of objects. We use the popular Bradley-Terry-Luce (BTL) model which allows us to probabilistically describe pairwise…

Information Theory · Computer Science 2019-01-30 Mine Alsan , Ranjitha Prasad , Vincent Y. F. Tan

This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…

Trading and Market Microstructure · Quantitative Finance 2024-09-26 Neil A. Chriss

The timing of radio pulsars in binary systems provides a superb testing ground of general relativity. Here we propose a Bayesian approach to carry out these tests, and a relevant efficient numerical implementation, that has several…

General Relativity and Quantum Cosmology · Physics 2016-07-27 Walter Del Pozzo , Alberto Vecchio

We consider the best-choice problem for independent (not necessarily iid) observations $X_1, \cdots, X_n$ with the aim of selecting the sample minimum. We show that in this full generality the monotone case of optimal stopping holds and the…

Probability · Mathematics 2021-10-13 Alexander Gnedin , Patryk Kozieł , Małgorzata Sulkowska

We study the effect of edge diffraction on the semiclassical analysis of two dimensional quantum systems by deriving a trace formula which incorporates paths hitting any number of vertices embedded in an arbitrary potential. This formula is…

chao-dyn · Physics 2009-10-28 Henrik Bruus , Niall D. Whelan

This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the distributional dependence is unknown. A two-stage approach…

Systems and Control · Electrical Eng. & Systems 2024-04-22 Killian Wood , Ahmed Zamzam , Emiliano Dall'Anese

Many circumstances of practical importance have performance or success metrics which exist implicitly---in the eye of the beholder, so to speak. Tuning aspects of such problems requires working without defined metrics and only considering…

Machine Learning · Statistics 2019-06-11 Michael McCourt , Ian Dewancker