arXiv research

Estimates for special Lagrangian curvature equations in critical and convex cases.

Neural networks improve loss reserving with case estimates and transaction data.

Estimates non-parametric logistic model using case-control data and external summary info.

New method uses unlabeled data to estimate intercept in case-control logistic regression.

Confidence intervals based on penalized maximum likelihood estimators such as the LASSO, adaptive LASSO, and hard-thresholding are analyzed. In the known-variance case, the finite-sample coverage properties of such intervals are determined and it is shown that symmetric intervals are the shortest. The length of the sho…

We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent model selection and for the case where the estimators are tuned to perform conserva…

We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state observations. In the finite case, we characterize (modulo logarithmic factors) the minimax sample complexity of estimation with respect to the operator infinity norm, while…

We give new estimates for the eigenvalues of the hypersurface Dirac operator in terms of the intrinsic energy-momentum tensor, the mean curvature and the scalar curvature. We also discuss their limiting cases as well as the limiting cases of the estimates obtained by X. Zhang and O. Hijazi in [13] and [10]. We compare …

A method for logistic regression inference using both internal and external data.

Pairwise comparison data arises in many domains, including tournament rankings, web search, and preference elicitation. Given noisy comparisons of a fixed subset of pairs of items, we study the problem of estimating the underlying comparison probabilities under the assumption of strong stochastic transitivity (SST). We…

2D Total Variation Denoising (TVD) is a widely used technique for image denoising. It is also an important nonparametric regression method for estimating functions with heterogenous smoothness. Recent results have shown the TVD estimator to be nearly minimax rate optimal for the class of functions with bounded variatio…

The paper analyzes kNN density estimation's convergence rates under different conditions.

The study assesses external validity by evaluating worst-case treatment effects across subpopulations.

We study the distribution of hard-, soft-, and adaptive soft-thresholding estimators within a linear regression model where the number of parameters k can depend on sample size n and may diverge with n. In addition to the case of known error-variance, we define and study versions of the estimators when the error-varian…

New proof for stability estimates in complex equations without pluripotential theory.

In this paper we show that in some cases the E.Hopf rigidity phenomenon admits quantitative interpretation. More precisely we estimate from above the measure of the set $\mathcal{M}$ swept by minimal orbits. These estimates are sharp, i.e. if $\mathcal{M}$ occupies the whole phase space we recover the E.Hopf rigidity. …

This article is concerned with the Bridge Regression, which is a special family in penalized regression with penalty function $\sum_{j=1}^{p}|β_j|^q$ with $q>0$, in a linear model with linear restrictions. The proposed restricted bridge (RBRIDGE) estimator simultaneously estimates parameters and selects important varia…

We consider a distributed parameter estimation problem, in which multiple terminals send messages related to their local observations using limited rates to a fusion center who will obtain an estimate of a parameter related to observations of all terminals. It is well known that if the transmission rates are in the Sle…

PPL improves on Takacs-Fiksel estimation for Gibbs models.

This work explores the trade-offs between stability and accuracy in statistical estimation.

We study asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations of the log-price process. We distinguish three cases: subcritical (also called ergodic), critical and supercritical. In the subcritical case, asymptotic normality is proved for all the parameters, whi…

Unified method improves gradient estimates for a nonlinear elliptic equation on Riemannian manifolds.

We prove certain localized and global differential Harnack inequality for all positive solutions to the geometric conjugate heat equation coupled to the forward in time Ricci flow. In this case, the diffusion operator is perturbed with the curvature operator, precisely, the Laplace-Beltrami operator is replaced with "$…

Estimates isotonic functions under unknown permutations, achieving optimal statistical and computational efficiency.

We prove the sharp estimate on the first nonzero eigenvalue of the p-laplacian on a compact Riemannian manifold with nonnegative Ricci curvature and possibly with convex boundary (in this case we assume Neumann b.c. on the p-laplacian). The proof is based on a gradient comparison theorem. We will also charachterize the…

We study the distribution of the adaptive LASSO estimator (Zou (2006)) in finite samples as well as in the large-sample limit. The large-sample distributions are derived both for the case where the adaptive LASSO estimator is tuned to perform conservative model selection as well as for the case where the tuning results…

Extends width estimates to family case using index theory.

Method selects best estimator for off-policy evaluation.

We study confidence intervals based on hard-thresholding, soft-thresholding, and adaptive soft-thresholding in a linear regression model where the number of regressors $k$ may depend on and diverge with sample size $n$. In addition to the case of known error variance, we define and study versions of the estimators when…

We generalize Hamilton's matrix Li-Yau-type Harnack estimate for the Ricci flow by considering the space of all LYH (Li-Yau-Hamilton) quadratics that arise as curvature tensors of space-time connections satisfying the Ricci flow with respect to the natural space-time degenerate metric. As a special case, we employ scal…

New algorithm for estimating MLR parameters with non-Gaussian noise.

Optimizes bond portfolios to avoid worst-case losses.

Maximum likelihood estimation fails to be well-posed in Gaussian process regression.

Study compares 5 ODE solvers on 3 case studies, finding varying accuracy.

We establish a point-wise gradient estimate for $all$ positive solutions of the conjugate heat equation. This contrasts to Perelman's point-wise gradient estimate which works mainly for the fundamental solution rather than all solutions. Like Perelman's estimate, the most general form of our gradient estimate does not …

Eigenvalue estimate for shrinkers in mean curvature flow.

We provide a conceptual map to navigate causal analysis problems. Focusing on the case of discrete random variables, we consider the case of causal effect estimation from observational data. The presented approaches apply also to continuous variables, but the issue of estimation becomes more complex. We then introduce …

We prove spectral, stochastic and mean curvature estimates for complete $m$-submanifolds $\varphi \colon M \to N$ of $n$-manifolds with a pole $N$ in terms of the comparison isoperimetric ratio $I_{m}$ and the extrinsic radius $r_\varphi\leq \infty$. Our proof holds for the bounded case $r_\varphi< \infty$, recovering …

We propose a formulation for nonlinear recurrent models that includes simple parametric models of recurrent neural networks as a special case. The proposed formulation leads to a natural estimator in the form of a convex program. We provide a sample complexity for this estimator in the case of stable dynamics, where th…

We consider a stable Cox--Ingersoll--Ross process driven by a standard Wiener process and a spectrally positive strictly stable Lévy process, and we study asymptotic properties of the maximum likelihood estimator (MLE) for its growth rate based on continuous time observations. We distinguish three cases: subcritical, c…

We present a novel framework for estimation and inference with the broad class of universal approximators. Estimation is based on the decomposition of model predictions into Shapley values. Inference relies on analyzing the bias and variance properties of individual Shapley components. We show that Shapley value estima…

New method uses online learning to improve AIPW estimators for adaptively collected data.

The paper shows how sketching data can simplify regression inference even when errors are heteroskedastic.

SPLICE simulates incurred losses and their revisions.

The estimation of an f-divergence between two probability distributions based on samples is a fundamental problem in statistics and machine learning. Most works study this problem under very weak assumptions, in which case it is provably hard. We consider the case of stronger structural assumptions that are commonly sa…

TLRF improves timely COVID-19 outbreak detection with small sample size counties.

We consider the off-policy estimation problem of estimating the expected reward of a target policy using samples collected by a different behavior policy. Importance sampling (IS) has been a key technique to derive (nearly) unbiased estimators, but is known to suffer from an excessively high variance in long-horizon pr…

Paper optimizes estimation of quadratic functionals in nonparametric IV models.