Related papers: Testing the order of a model
Partial orders are used extensively for modeling and analyzing concurrent computations. In this paper, we define two properties of partially ordered sets: width-extensibility and interleaving-consistency, and show that a partial order can…
How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests for stochastic dominance (SD; also known as stochastic…
In R\'enyi's representation for exponential order statistics, we replace the iid exponential sequence with any iid sequence, and call the resulting order statistic generalized R\'enyi statistic. We prove that by randomly reordering the…
Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…
In the regression discontinuity design (RDD), it is common practice to assess the credibility of the design by testing the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose an…
Suppose that a group test operation is available for checking order relations in a set, can this speed up problems like finding the minimum/maximum element, determining the rank of element, and computing order statistics? We consider a…
We consider the classical problem of discrete distribution estimation using i.i.d. samples in a novel scenario where additional side information is available on the distribution. In large alphabet datasets such as text corpora, such side…
This paper considers fault estimation in nonlinear fractional order systems in observer form. For this aim, a step by step second order sliding mode observer is used. By means of a fractional inequality, the stability of the observer…
In this paper, we consider model order reduction for bilinear systems with non-zero initial conditions. We discuss choices of Gramians for both the homogeneous and the inhomogeneous parts of the system individually and prove how these…
Within the machine learning community, the widely-used uniform convergence framework has been used to answer the question of how complex, over-parameterized models can generalize well to new data. This approach bounds the test error of the…
We propose a reduced complexity approach to pattern-based soft decoding of block codes. We start from the ORDEPT decoding algorithm which tests a list of partial error patterns organized in the order of their likelihood and attempts to…
We study a class of finite state machines, called \defi{$w$-matching machines}, which yield to simulate the behavior of pattern matching algorithms while searching for a pattern $w$. They can be used to compute the asymptotic speed, i.e.…
A regression model with more parameters than data points in the training data is overparametrized and has the capability to interpolate the training data. Based on the classical bias-variance tradeoff expressions, it is commonly assumed…
Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for marginal parameters of strictly stationary and ergodic processes,…
This monograph presents a unified treatment of single- and multi-user problems in Shannon's information theory where we depart from the requirement that the error probability decays asymptotically in the blocklength. Instead, the error…
Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…
We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…
We propose the family of generalized resubstitution classifier error estimators based on empirical measures. These error estimators are computationally efficient and do not require re-training of classifiers. The plain resubstitution error…
In this work we deal with the problem of fitting an error density to the goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms. The test statistic is based on the…
This paper studies classification with an abstention option in the online setting. In this setting, examples arrive sequentially, the learner is given a hypothesis class $\mathcal H$, and the goal of the learner is to either predict a label…