论文检索

Dirichlet-Laplace 先验下的后验计算AI 解读

Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized optimization methods. Bayesian approaches provide a probabilistic framework to formally quantify uncertainty through shrinkage priors. Among these, the Dirichlet-Laplace prior has attained recognition for its theoretical guarantees and wide…

盲式定向：第三方隐私约束下的个性化AI 解读

Major advertising platforms recently increased privacy protections by limiting advertisers' access to individual-level data. Instead of providing access to granular raw data, the platforms only allow a limited number of aggregate queries to a dataset, which is further protected by adding differentially private noise. This paper studies whether and how advertisers can design effective targeting policies within these restrictive privacy preserving data environments. To achieve…

高维广义线性模型的稳健惩罚估计AI 解读

Robust estimators for generalized linear models (GLMs) are not easy to develop due to the nature of the distributions involved. Recently, there has been growing interest in robust estimation methods, particularly in contexts involving a potentially large number of explanatory variables. Transformed M-estimators (MT-estimators) provide a natural extension of M-estimation techniques to the GLM framework, offering robust methodologies. We propose a penalized variant of…

用于洗钱检测的 Transformer 对比学习表示AI 解读

The present work tackles the money laundering detection problem. A new procedure is introduced which exploits structured time series of both qualitative and quantitative data by means of a transformer neural network. The first step of this procedure aims at learning representations of time series through contrastive learning (without any labels). The second step leverages these representations to generate a money laundering scoring of all observations. A two-thresholds…

函数型非线性外生输入自回归模型的代理建模AI 解读

We propose a novel functional approach to surrogate modeling of dynamical systems with exogenous inputs. This approach, named Functional Nonlinear AutoRegressive with eXogenous inputs (F-NARX), approximates the system response based on temporal features of the exogenous inputs and the system response. This marks a major step away from the discrete-time-centric approach of classical NARX models, which determines the relationship between selected time steps of the input/output…

跨组分配的一致标记：降低条件平均治疗效应估计方差AI 解读

Numerous algorithms have been developed for Conditional Average Treatment Effect (CATE) estimation. In this paper, we first highlight a common issue where many algorithms exhibit inconsistent learning behavior for the same instance across different group assignments. We introduce a metric to quantify and visualize this inconsistency. Next, we present a theoretical analysis showing that this inconsistency indeed contributes to higher test errors and cannot be resolved through…

增广后验归一化流：高维数据条件密度估计与可解释降维AI 解读

The conditional density characterizes the distribution of a response variable $y$ given other predictor $x$, and plays a key role in many statistical tasks, including classification and outlier detection. Although there has been abundant work on the problem of Conditional Density Estimation (CDE) for a low-dimensional response in the presence of a high-dimensional predictor, little work has been done for a high-dimensional response such as images. The promising performance…

平衡神经网络加权下的一般治疗模型去偏高效估计AI 解读

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders. Although debiased state-of-the-art methods have been proposed for binary treatments under particular treatment models, they can be unstable for small sample sizes. Moreover, directly extending them to general treatment models can lead to…

多变量MRP：联合估计多题民意分布AI 解读

Measuring public opinion at subnational geographies is critical to many theories in political science. Multilevel regression and post-stratification (MRP) is a popular tool for doing so, although existing work is limited to measuring opinion on a single survey question. We provide a framework for estimating the joint distribution of opinion on multiple questions ("Multivariate MRP"). To do so, we derive a novel method for variational inference in multinomial logistic…

金融中的高维学习AI 解读

Recent advances in machine learning have shown promising results for financial prediction using large, over-parameterized models. This paper provides theoretical foundations and empirical validation for understanding when and how these methods achieve predictive success. I examine two key aspects of high-dimensional learning in finance. First, I prove that within-sample standardization in Random Fourier Features implementations fundamentally alters the underlying Gaussian…

校正随机 MALA 的替代 Gibbs 后验：面向神经网络的不确定性量化AI 解读

MALA is a popular gradient-based Markov chain Monte Carlo method to access the Gibbs-posterior distribution. Stochastic MALA (sMALA) scales to large data sets, but changes the target distribution from the Gibbs-posterior to a surrogate posterior which only exploits a reduced sample size. We introduce a corrected stochastic MALA (csMALA) with a simple correction term for which distance between the resulting surrogate posterior and the original Gibbs-posterior decreases in the…

标准化方式对正则化回归中收缩效应的影响AI 解读

Regularized models are often sensitive to the scales of the features in the data and it has therefore become standard practice to normalize (center and scale) the features before fitting the model. But there are many different ways to normalize the features and the choice may have dramatic effects on the resulting model. In spite of this, there has so far been no research on this topic. In this paper, we begin to bridge this knowledge gap by studying normalization in the…

长上下文线性系统辨识AI 解读

This paper addresses the problem of long-context linear system identification, where the state $x_t$ of a dynamical system at time $t$ depends linearly on previous states $x_s$ over a fixed context window of length $p$. We establish a sample complexity bound that matches the i.i.d. parametric rate up to logarithmic factors for a broad class of systems, extending previous works that considered only first-order dependencies. Our findings reveal a learning-without-mixing…

高维空间面板网络的一致有效推断AI 解读

We propose employing a high-dimensional generalized method of moments (GMM) estimator, regularized for dimension reduction and subsequently debiased to correct for shrinkage bias (referred to as a debiased-regularized estimator), for inference on large-scale spatial panel networks. In particular, the network structure, which incorporates a flexible sparse deviation that can be regarded either as a latent component or as a misspecification of a predetermined adjacency matrix,…

线性极值分位回归的半监督学习AI 解读

Extremile regression, as a least squares analog of quantile regression, is potentially useful tool for modeling and understanding the extreme tails of a distribution. However, existing extremile regression methods, as nonparametric approaches, may face challenges in high-dimensional settings due to data sparsity, computational inefficiency, and the risk of overfitting. While linear regression serves as the foundation for many other statistical and machine learning models due…

Lasso 类正则化器的经验贝叶斯估计：自动相关性判定分析AI 解读

This paper focuses on linear regression models with non-conjugate sparsity-inducing regularizers such as lasso and group lasso. Although the empirical Bayes approach enables us to estimate the regularization parameter, little is known on the properties of the estimators. In particular, many aspects regarding the specific conditions under which the mechanism of automatic relevance determination (ARD) occurs remain unexplained. In this paper, we derive the empirical Bayes…

利用凸聚类拟合分类时间序列的稀疏马尔可夫模型AI 解读

Higher-order Markov chains are frequently used to model categorical time series. However, a major problem with fitting such models is the exponentially growing number of parameters in the model order. A popular approach to parsimonious modeling is to use a Variable Length Markov Chain (VLMC), which determines relevant contexts (recent pasts) of variable orders and forms a context tree. A more general parsimonious modeling approach is given by Sparse Markov Models (SMMs),…

针对多种相关处理的收缩回归AI 解读

When using observational causal models, practitioners often want to disentangle the effects of many related, partially-overlapping treatments. Examples include estimating treatment effects of different marketing touchpoints, ordering different types of products, or signing up for different services. Common approaches that estimate separate treatment coefficients are too noisy for practical decision-making. We propose a computationally light model that uses a customized ridge…

异方差与非线性下子集 Anderson–Rubin 检验的一致有效性AI 解读

We consider the Anderson-Rubin (AR) statistic for a general set of nonlinear moment restrictions. The statistic is based on the criterion function of the continuous updating estimator (CUE) for a subset of parameters not constrained under the Null. We treat the data distribution nonparametrically with parametric moment restrictions imposed under the Null. We show that subset tests and confidence intervals based on the AR statistic are uniformly valid over a wide range of…

基于观测分类数据的因果效应贝叶斯估计AI 解读

We present a Bayesian procedure for estimation of pairwise intervention effects in a high-dimensional system of categorical variables. We assume that we have observational data generated from an unknown causal Bayesian network for which there are no latent confounders. Most of the existing methods developed for this setting assume that the underlying model is linear Gaussian, including the Bayesian IDA (BIDA) method that we build upon in this work. By combining a Bayesian…

近似流形上协变量偏移的非参数极小极大速率相变AI 解读

We study nonparametric regression under covariate shift with structured data, where a small amount of labeled target data is supplemented by a large labeled source dataset. In many real-world settings, the covariates in the target domain lie near a low-dimensional manifold within the support of the source, e.g., personalized handwritten digits (target) within a large, high-dimensional image repository (source). Since density ratios may not exist in these settings, standard…

SOFARI：高维流形下的推断方法AI 解读

Multi-task learning is a widely used technique for harnessing information from various tasks. Recently, the sparse orthogonal factor regression (SOFAR) framework, based on the sparse singular value decomposition (SVD) within the coefficient matrix, was introduced for interpretable multi-task learning, enabling the discovery of meaningful latent feature-response association networks across different layers. However, conducting precise inference on the latent factor matrices…

高维数据中 Lasso 与自适应 Lasso 的比较：三阴性乳腺癌的遗传生存分析AI 解读

In high-dimensional survival analysis, effective variable selection is crucial for both model interpretation and predictive performance. This paper investigates Cox regression with lasso and adaptive lasso penalties in genomic datasets where covariates far outnumber observations. We propose and evaluate four weight calculation strategies for adaptive lasso specifically designed for high-dimensional settings: ridge regression, principal component analysis (PCA), univariate…

因果图回归的方法方案：重新审视混杂效应AI 解读

Through recognizing causal subgraphs, causal graph learning (CGL) has risen to be a promising approach for improving the generalizability of graph neural networks under out-of-distribution (OOD) scenarios. However, the empirical successes of CGL techniques are mostly exemplified in classification settings, while regression tasks, a more challenging setting in graph learning, are overlooked. We thus devote this work to tackling causal graph regression (CGR); to this end we…