相关论文: Stochastically Transitive Models for Pairwise Comp…

We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might…

This paper develops a systematic parametric method for analyzing stochastic systems under volatility uncertainty within the $G$-expectation framework. Leveraging the dual representation of the $G$-expectation as a supremum over a family of…

Statistical models for describing the probability distribution over the states of biological systems are commonly used for dimensional reduction. Among these models, pairwise models are very attractive in part because they can be fit using…

The Ising and Potts models, among the most important models in statistical physics, have been used for modeling binary and multinomial data on lattices in a wide variety of disciplines such as psychology, image analysis, biology, and…

We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…

Models can be simple for different reasons: because they yield a simple and computationally efficient interpretation of a generic dataset (e.g. in terms of pairwise dependences) - as in statistical learning - or because they capture the…

Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…

Stochastic gradient methods enable learning probabilistic models from large amounts of data. While large step-sizes (learning rates) have shown to be best for least-squares (e.g., Gaussian noise) once combined with parameter averaging,…

Inference is typically intractable in high-treewidth undirected graphical models, making maximum likelihood learning a challenge. One way to overcome this is to restrict parameters to a tractable set, most typically the set of…

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

We study the fundamental tradeoffs between computational tractability and statistical accuracy for a general family of hypothesis testing problems with combinatorial structures. Based upon an oracle model of computation, which captures the…

We consider data in the form of pairwise comparisons of n items, with the goal of precisely identifying the top k items for some value of k < n, or alternatively, recovering a ranking of all the items. We analyze the Copeland counting…

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction.…

Basic Parallel Processes (BPPs) are a well-known subclass of Petri Nets. They are the simplest common model of concurrent programs that allows unbounded spawning of processes. In the probabilistic version of BPPs, every process generates…

Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection…

Latent variable models are widely used in social and behavioural sciences, including education, psychology, and political science. With the increasing availability of large and complex datasets, high-dimensional latent variable models have…

The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…

Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…