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2311.18274
Thomas Cook
Semiparametric Efficient Inference in Adaptive Experiments
stat.ML cs.LG stat.ME
We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit theorem for the Adaptive Augmented Inverse-Probability Weighted estimator, whic...
Machine Learning, Machine Learning, Methodology
Statistics
2103.05092
Larry Wasserman
Forest Guided Smoothing
stat.ML cs.LG stat.ME
We use the output of a random forest to define a family of local smoothers with spatially adaptive bandwidth matrices. The smoother inherits the flexibility of the original forest but, since it is a simple, linear smoother, it is very interpretable and it can be used for tasks that would be intractable for the origin...
Machine Learning, Machine Learning, Methodology
Statistics
2405.20039
Jiacheng Miao
Task-Agnostic Machine Learning-Assisted Inference
stat.ML cs.LG stat.ME
Machine learning (ML) is playing an increasingly important role in scientific research. In conjunction with classical statistical approaches, ML-assisted analytical strategies have shown great promise in accelerating research findings. This has also opened up a whole new field of methodological research focusing on i...
Machine Learning, Machine Learning, Methodology
Statistics
2301.02190
Michel Van De Velden
A general framework for implementing distances for categorical variables
stat.ML cs.LG stat.ME
The degree to which subjects differ from each other with respect to certain properties measured by a set of variables, plays an important role in many statistical methods. For example, classification, clustering, and data visualization methods all require a quantification of differences in the observed values. We can...
Machine Learning, Machine Learning, Methodology
Statistics
1312.4479
Jean-Baptiste Durand
Parametric Modelling of Multivariate Count Data Using Probabilistic Graphical Models
stat.ML cs.LG stat.ME
Multivariate count data are defined as the number of items of different categories issued from sampling within a population, which individuals are grouped into categories. The analysis of multivariate count data is a recurrent and crucial issue in numerous modelling problems, particularly in the fields of biology and...
Machine Learning, Machine Learning, Methodology
Statistics
1805.05383
Jeremias Knoblauch
Spatio-temporal Bayesian On-line Changepoint Detection with Model Selection
stat.ML cs.LG stat.ME
Bayesian On-line Changepoint Detection is extended to on-line model selection and non-stationary spatio-temporal processes. We propose spatially structured Vector Autoregressions (VARs) for modelling the process between changepoints (CPs) and give an upper bound on the approximation error of such models. The resultin...
Machine Learning, Machine Learning, Methodology
Statistics
2111.04597
Ye Tian
Neyman-Pearson Multi-class Classification via Cost-sensitive Learning
stat.ML cs.LG stat.ME
Most existing classification methods aim to minimize the overall misclassification error rate. However, in applications such as loan default prediction, different types of errors can have varying consequences. To address this asymmetry issue, two popular paradigms have been developed: the Neyman-Pearson (NP) paradigm...
Machine Learning, Machine Learning, Methodology
Statistics
2402.07868
Sahel Iqbal
Nesting Particle Filters for Experimental Design in Dynamical Systems
stat.ML cs.LG stat.ME
In this paper, we propose a novel approach to Bayesian experimental design for non-exchangeable data that formulates it as risk-sensitive policy optimization. We develop the Inside-Out SMC$^2$ algorithm, a nested sequential Monte Carlo technique to infer optimal designs, and embed it into a particle Markov chain Mont...
Machine Learning, Machine Learning, Methodology
Statistics
2005.00466
Mike Laszkiewicz
Thresholded Adaptive Validation: Tuning the Graphical Lasso for Graph Recovery
stat.ML cs.LG stat.ME
Many Machine Learning algorithms are formulated as regularized optimization problems, but their performance hinges on a regularization parameter that needs to be calibrated to each application at hand. In this paper, we propose a general calibration scheme for regularized optimization problems and apply it to the gra...
Machine Learning, Machine Learning, Methodology
Statistics
1908.05287
Mohsen Shahhosseini
Optimizing Ensemble Weights and Hyperparameters of Machine Learning Models for Regression Problems
stat.ML cs.LG stat.ME
Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending, have been studied and adopted extensively in research and practice. While bag...
Machine Learning, Machine Learning, Methodology
Statistics
2305.04086
Gongbo Zhang
Efficient Learning for Selecting Top-m Context-Dependent Designs
stat.ML math.OC
We consider a simulation optimization problem for a context-dependent decision-making, which aims to determine the top-m designs for all contexts. Under a Bayesian framework, we formulate the optimal dynamic sampling decision as a stochastic dynamic programming problem, and develop a sequential sampling policy to eff...
Machine Learning, Optimization and Control
Statistics
1203.0565
Taiji Suzuki
Fast learning rate of multiple kernel learning: Trade-off between sparsity and smoothness
stat.ML math.ST stat.TH
We investigate the learning rate of multiple kernel learning (MKL) with $\ell_1$ and elastic-net regularizations. The elastic-net regularization is a composition of an $\ell_1$-regularizer for inducing the sparsity and an $\ell_2$-regularizer for controlling the smoothness. We focus on a sparse setting where the tota...
Machine Learning, Statistics Theory, Statistics Theory
Statistics
1204.4154
Nathan Lay
The Artificial Regression Market
stat.ML math.ST stat.TH
The Artificial Prediction Market is a recent machine learning technique for multi-class classification, inspired from the financial markets. It involves a number of trained market participants that bet on the possible outcomes and are rewarded if they predict correctly. This paper generalizes the scope of the Artific...
Machine Learning, Statistics Theory, Statistics Theory
Statistics
1401.0871
Sakellarios Zairis
Stylistic Clusters and the Syrian/South Syrian Tradition of First-Millennium BCE Levantine Ivory Carving: A Machine Learning Approach
stat.ML stat.AP
Thousands of first-millennium BCE ivory carvings have been excavated from Neo-Assyrian sites in Mesopotamia (primarily Nimrud, Khorsabad, and Arslan Tash) hundreds of miles from their Levantine production contexts. At present, their specific manufacture dates and workshop localities are unknown. Relying on subjective...
Machine Learning, Applications
Statistics
1405.5576
Sam Davanloo
On the Theoretical Guarantees for Parameter Estimation of Gaussian Random Field Models: A Sparse Precision Matrix Approach
stat.ML stat.CO
Iterative methods for fitting a Gaussian Random Field (GRF) model via maximum likelihood (ML) estimation requires solving a nonconvex optimization problem. The problem is aggravated for anisotropic GRFs where the number of covariance function parameters increases with the dimension. Even evaluation of the likelihood ...
Machine Learning, Computation
Statistics
0901.2730
Jun Zhu
Maximum Entropy Discrimination Markov Networks
stat.ML stat.ME
In this paper, we present a novel and general framework called {\it Maximum Entropy Discrimination Markov Networks} (MaxEnDNet), which integrates the max-margin structured learning and Bayesian-style estimation and combines and extends their merits. Major innovations of this model include: 1) It generalizes the extan...
Machine Learning, Methodology
Statistics
1802.03127
Takayuki Kawashima
Robust and Sparse Regression in GLM by Stochastic Optimization
stat.ML stat.ME
The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific example of the sparse GLM. Among them, we focus on the robust and sparse linear reg...
Machine Learning, Methodology
Statistics
1905.08876
Andrew Gelman
Many perspectives on Deborah Mayo's "Statistical Inference as Severe Testing: How to Get Beyond the Statistics Wars"
stat.OT
The new book by philosopher Deborah Mayo is relevant to data science for topical reasons, as she takes various controversial positions regarding hypothesis testing and statistical practice, and also as an entry point to thinking about the philosophy of statistics. The present article is a slightly expanded version of...
Other Statistics
Statistics
1811.06980
Antonio Irpino PhD
Batch Self Organizing maps for distributional data using adaptive distances
stat.OT
The paper deals with a Batch Self Organizing Map algorithm (DBSOM) for data described by distributional-valued variables. This kind of variables is characterized to take as values one-dimensional probability or frequency distributions on a numeric support. The objective function optimized in the algorithm depends on ...
Other Statistics
Statistics
2007.12210
Roger Peng
Reproducible Research: A Retrospective
stat.OT
Rapid advances in computing technology over the past few decades have spurred two extraordinary phenomena in science: large-scale and high-throughput data collection coupled with the creation and implementation of complex statistical algorithms for data analysis. Together, these two phenomena have brought about treme...
Other Statistics
Statistics
1903.08880
John Galati
Three issues impeding communication of statistical methodology for incomplete data
stat.OT
We identify three issues permeating the literature on statistical methodology for incomplete data written for non-specialist statisticians and other investigators. The first is a mathematical defect in the notation Yobs, Ymis used to partition the data into observed and missing components. The second are issues conce...
Other Statistics
Statistics
1209.4019
Giles Hooker
Experimental design for Partially Observed Markov Decision Processes
stat.OT
This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision processes, especially dynamic programming, are introduced and then used in an alg...
Other Statistics
Statistics
1911.00535
Alex Reinhart
Think-aloud interviews: A tool for exploring student statistical reasoning
stat.OT
Think-aloud interviews have been a valuable but underused tool in statistics education research. Think-alouds, in which students narrate their reasoning in real time while solving problems, differ in important ways from other types of cognitive interviews and related education research methods. Beyond the uses alread...
Other Statistics
Statistics
1905.10209
{\L}ukasz Rajkowski
A score function for Bayesian cluster analysis
stat.OT
We propose a score function for Bayesian clustering. The function is parameter free and captures the interplay between the within cluster variance and the between cluster entropy of a clustering. It can be used to choose the number of clusters in well-established clustering methods such as hierarchical clustering or ...
Other Statistics
Statistics
2401.11000
Jing (Janet) Lin
Human-Centric and Integrative Lighting Asset Management in Public Libraries: Qualitative Insights and Challenges from a Swedish Field Study
stat.OT
Traditional lighting source reliability evaluations, often covering just half of a lamp's volume, can misrepresent real-world performance. To overcome these limitations,adopting advanced asset management strategies for a more holistic evaluation is crucial. This paper investigates human-centric and integrative lighti...
Other Statistics
Statistics
2009.02099
Yudi Pawitan
Defending the P-value
stat.OT stat.AP
Attacks on the P-value are nothing new, but the recent attacks are increasingly more serious. They come from more mainstream sources, with widening targets such as a call to retire the significance testing altogether. While well meaning, I believe these attacks are nevertheless misdirected: Blaming the P-value for th...
Other Statistics, Applications
Statistics
1910.06964
Charles Gray
\texttt{code::proof}: Prepare for \emph{most} weather conditions
stat.OT stat.ME
Computational tools for data analysis are being released daily on repositories such as the Comprehensive R Archive Network. How we integrate these tools to solve a problem in research is increasingly complex and requiring frequent updates. To mitigate these \emph{Kafkaesque} computational challenges in research, this...
Other Statistics, Methodology
Statistics
supr-con/9502001
Mark Jarrell
Anomalous Normal-State Properties of High-T$_c$ Superconductors -- Intrinsic Properties of Strongly Correlated Electron Systems?
supr-con cond-mat.supr-con
A systematic study of optical and transport properties of the Hubbard model, based on Metzner and Vollhardt's dynamical mean-field approximation, is reviewed. This model shows interesting anomalous properties that are, in our opinion, ubiquitous to single-band strongly correlated systems (for all spatial dimensions g...
Superconductivity
Physics