相关论文: Bhirkuti's Relative Efficiency (BRE): Examining it…
The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…
Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…
When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…
Additive parameter updates, as used in gradient descent and its adaptive extensions, underpin most modern machine-learning optimization. Yet, such additive schemes often demand numerous iterations and intricate learning-rate schedules to…
Accurate null depth retrieval is critical in nulling interferometry. However, achieving accurate null depth calibration is challenging due to various noise sources, instrumental imperfections, and the complexity of real observational…
Density ratio estimation (DRE) is a fundamental machine learning technique for capturing relationships between two probability distributions. State-of-the-art DRE methods estimate the density ratio using neural networks trained with loss…
Recent advancements in large language models have demonstrated significant potential in the automated construction of knowledge graphs from unstructured text. This paper builds upon our previous work [16], which evaluated various models…
Model monitoring is a critical component of the machine learning lifecycle, safeguarding against undetected drops in the model's performance after deployment. Traditionally, performance monitoring has required access to ground truth labels,…
Error bound conditions (EBC) are properties that characterize the growth of an objective function when a point is moved away from the optimal set. They have recently received increasing attention in the field of optimization for developing…
The availability of precise and accurate simulation is a limiting factor for interpreting and forecasting data in many fields of science and engineering. Often, one or more distinct simulation software applications are developed, each with…
Mimicking and learning the long-term memory of efficient markets is a fundamental problem in the interaction between machine learning and financial economics to sequential data. Despite the prominence of this issue, current treatments…
Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers. To address this issue, we employ the $\gamma$-likelihood…
Randomized benchmarking (RB) is a widely used method for estimating the average fidelity of gates implemented on a quantum computing device. The stochastic error of the average gate fidelity estimated by RB depends on the sampling strategy…
With the rapid advancements in technology for data collection, the application of the spatial autoregressive (SAR) model has become increasingly prevalent in real-world analysis, particularly when dealing with large datasets. However, the…
In the realm of reinforcement learning (RL), accounting for risk is crucial for making decisions under uncertainty, particularly in applications where safety and reliability are paramount. In this paper, we introduce a general framework on…
A considerable chasm has been looming for decades between theory and practice in zero-sum game solving through first-order methods. Although a convergence rate of $T^{-1}$ has long been established, the most effective paradigm in practice…
For stochastic process models, parameter inference is often severely bottlenecked by computationally expensive likelihood functions. Simulation-based inference (SBI) bypasses this restriction by constructing amortized surrogate likelihoods,…
Machine Learning (ML)-based network models provide fast and accurate predictions for complex network behaviors but require substantial training data. Collecting such data from real networks is often costly and limited, especially for…
We explore a method of statistical estimation called Maximum Entropy on the Mean (MEM) which is based on an information-driven criterion that quantifies the compliance of a given point with a reference prior probability measure. At the core…
Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame…