相关论文: A new family of models with generalized orientatio…

We construct a new family of chance constrained directional models in stochastic data envelopment analysis, generalizing the deterministic directional models and the chance constrained radial models. We prove that chance constrained…

In this paper we introduce a novel family of decision lists consisting of highly interpretable models which can be learned efficiently in a greedy manner. The defining property is that all rules are oriented in the same direction.…

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods:…

A constrained multivariate linear model is a multivariate linear model with the columns of its coefficient matrix constrained to lie in a known subspace. This class of models includes those typically used to study growth curves and…

Regression models for categorical data are specified in heterogeneous ways. We propose to unify the specification of such models. This allows us to define the family of reference models for nominal data. We introduce the notion of…

Transformers have achieved state-of-the-art results across a range of domains, but their quadratic attention mechanism poses significant challenges for long-sequence modelling. Recent efforts to design linear-time attention mechanisms have…

Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

Measuring how quickly iterative methods converge is essential in computational mathematics, but current approaches have significant limitations. Q-order analysis requires strict smoothness conditions, while R-order analysis lacks precision…

Many current challenges involve understanding the complex dynamical interplay between the constituents of systems. Typically, the number of such constituents is high, but only limited data sources on them are available. Conventional…

Many current applications in data science need rich model classes to adequately represent the statistics that may be driving the observations. But rich model classes may be too complex to admit estimators that converge to the truth with…

We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…

High-dimensional matrix-variate time series data are becoming widely available in many scientific fields, such as economics, biology, and meteorology. To achieve significant dimension reduction while preserving the intrinsic matrix…

This paper addresses the challenge of modeling multi-way contingency tables for matched set data with ordinal categories. Although the complete symmetry and marginal homogeneity models are well established, they may not always provide a…

Motivated by the success of Sinkhorn's algorithm for entropic optimal transport, we study convergence properties of iterative proportional fitting procedures (IPFP) used to solve more general information projection problems. We establish…

The paper explores a new extremality model involving collections of arbitrary families of sets. We demonstrate its applicability to set-valued optimization problems with general preferences, weakening the assumptions of the known results…

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

A huge literature in statistics and machine learning is devoted to parametric families of correlation functions, where the correlation parameters are used to understand the properties of an associated spatial random process in terms of…

This paper pursues a twofold goal. First, we introduce and study in detail a new notion of variational analysis called generalized metric subregularity, which is a far-going extension of the conventional metric subregularity conditions. Our…