相关论文: Universally optimal crossover designs under subjec…

Experimentation is an essential method for causal inference in any empirical discipline. Crossover-design experiments are common in Software Engineering (SE) research. In these, subjects apply more than one treatment in different orders.…

This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

In chemical safety assessment, validation studies rely on reference compound lists to evaluate the applicability of alternative methods prior to regulatory acceptance. These lists are expected to cover multiple aspects, including chemical…

As new Model-X knockoff construction techniques are developed, primarily concerned with determining the correct conditional distribution from which to sample, we focus less on deriving the correct multivariate distribution and instead ask…

The odds theorem and the corresponding solution algorithm (odds algorithm) are tools to solve a wide range of optimal stopping problems. Its generality and tractability have caught much attention. (Google for instance "Bruss odds" to obtain…

This paper discusses the problem of determining optimal designs for regression models, when the observations are dependent and taken on an interval. A complete solution of this challenging optimal design problem is given for a broad class…

This paper studies properties of a subdifferential defined using a generalized conjugation scheme. We relate this subdifferential together with the domain of an appropriate conjugate function and the {\epsilon}-directional derivative. In…

Virtually all machine learning tasks are characterized using some form of loss function, and "good performance" is typically stated in terms of a sufficiently small average loss, taken over the random draw of test data. While optimizing for…

The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…

The Switch Point Algorithm is a new approach for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a finite number of jump discontinuities in an optimal…

We study dropout regularization in continuous-time models through the lens of random-batch methods -- a family of stochastic sampling schemes originally devised to reduce the computational cost of interacting particle systems. We construct…

An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

Sparse data models, where data is assumed to be well represented as a linear combination of a few elements from a dictionary, have gained considerable attention in recent years, and their use has led to state-of-the-art results in many…

We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the latter we consider the Dirichlet…

Submodular maximization subject to matroid constraints is a central problem with many applications in machine learning. As algorithms are increasingly used in decision-making over datapoints with sensitive attributes such as gender or race,…

We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…

Many decision problems in economics, information technology, and industry can be transformed to an optimal stopping of adapted random vectors with some utility function over the set of Markov times with respect to filtration build by the…

We consider a class of optimal advertising problems under uncertainty for the introduction of a new product into the market, on the line of the seminal papers of Vidale and Wolfe, 1957, and Nerlove and Arrow, 1962. The main features of our…

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of…

Deep neural networks (DNNs) have shown great success in many machine learning tasks. Their training is challenging since the loss surface of the network architecture is generally non-convex, or even non-smooth. How and under what…