亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

This work studies an experimental design problem where {the values of a predictor variable, denoted by $x$}, are to be determined with the goal of estimating a function $m(x)$, which is observed with noise. A linear model is fitted to $m(x)$ but it is not assumed that the model is correctly specified. It follows that the quantity of interest is the best linear approximation of $m(x)$, which is denoted by $\ell(x)$. It is shown that in this framework the ordinary least squares estimator typically leads to an inconsistent estimation of $\ell(x)$, and rather weighted least squares should be considered. An asymptotic minimax criterion is formulated for this estimator, and a design that minimizes the criterion is constructed. An important feature of this problem is that the $x$'s should be random, rather than fixed. Otherwise, the minimax risk is infinite. It is shown that the optimal random minimax design is different from its deterministic counterpart, which was studied previously, and a simulation study indicates that it generally performs better when $m(x)$ is a quadratic or a cubic function. Another finding is that when the variance of the noise goes to infinity, the random and deterministic minimax designs coincide. The results are illustrated for polynomial regression models and the general case is also discussed.

Robust estimation of a mean vector, a topic regarded as obsolete in the traditional robust statistics community, has recently surged in machine learning literature in the last decade. The latest focus is on the sub-Gaussian performance and computability of the estimators in a non-asymptotic setting. Numerous traditional robust estimators are computationally intractable, which partly contributes to the renewal of the interest in the robust mean estimation. Robust centrality estimators, however, include the trimmed mean and the sample median. The latter has the best robustness but suffers a low-efficiency drawback. Trimmed mean and median of means, %as robust alternatives to the sample mean, and achieving sub-Gaussian performance have been proposed and studied in the literature. This article investigates the robustness of leading sub-Gaussian estimators of mean and reveals that none of them can resist greater than $25\%$ contamination in data and consequently introduces an outlyingness induced winsorized mean which has the best possible robustness (can resist up to $50\%$ contamination without breakdown) meanwhile achieving high efficiency. Furthermore, it has a sub-Gaussian performance for uncontaminated samples and a bounded estimation error for contaminated samples at a given confidence level in a finite sample setting. It can be computed in linear time.

Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalized discrete associated-kernel estimator of a probability mass function. We show, under some regularity and non-restrictive assumptions on the associated-kernel, that the normalizing random variable converges in mean square to 1. We then derive the consistency and the asymptotic normality of the proposed estimator. Various families of discrete kernels already exhibited satisfy the conditions, including the refined CoM-Poisson which is underdispersed and of second-order. Finally, the first-order binomial kernel is discussed and, surprisingly, its normalized estimator has a suitable asymptotic behaviour through simulations.

Bayesian bandit algorithms with approximate inference have been widely used in practice with superior performance. Yet, few studies regarding the fundamental understanding of their performances are available. In this paper, we propose a Bayesian bandit algorithm, which we call Generalized Bayesian Upper Confidence Bound (GBUCB), for bandit problems in the presence of approximate inference. Our theoretical analysis demonstrates that in Bernoulli multi-armed bandit, GBUCB can achieve $O(\sqrt{T}(\log T)^c)$ frequentist regret if the inference error measured by symmetrized Kullback-Leibler divergence is controllable. This analysis relies on a novel sensitivity analysis for quantile shifts with respect to inference errors. To our best knowledge, our work provides the first theoretical regret bound that is better than $o(T)$ in the setting of approximate inference. Our experimental evaluations on multiple approximate inference settings corroborate our theory, showing that our GBUCB is consistently superior to BUCB and Thompson sampling.

Center-based clustering is a pivotal primitive for unsupervised learning and data analysis. A popular variant is undoubtedly the k-means problem, which, given a set $P$ of points from a metric space and a parameter $k<|P|$, requires to determine a subset $S$ of $k$ centers minimizing the sum of all squared distances of points in $P$ from their closest center. A more general formulation, known as k-means with $z$ outliers, introduced to deal with noisy datasets, features a further parameter $z$ and allows up to $z$ points of $P$ (outliers) to be disregarded when computing the aforementioned sum. We present a distributed coreset-based 3-round approximation algorithm for k-means with $z$ outliers for general metric spaces, using MapReduce as a computational model. Our distributed algorithm requires sublinear local memory per reducer, and yields a solution whose approximation ratio is an additive term $O(\gamma)$ away from the one achievable by the best known sequential (possibly bicriteria) algorithm, where $\gamma$ can be made arbitrarily small. An important feature of our algorithm is that it obliviously adapts to the intrinsic complexity of the dataset, captured by the doubling dimension $D$ of the metric space. To the best of our knowledge, no previous distributed approaches were able to attain similar quality-performance tradeoffs for general metrics.

The effect of combined, generating R- and Q-factors of measured variables on the loadings resulting from R-factor analysis was investigated. It was found algebraically that a model based on the combination of R- and Q-factors results in loading indeterminacy beyond rotational indeterminacy. Although R-factor analysis of data generated by a combination of R- and Q-factors is nevertheless possible, this may lead to model error. Accordingly, even in the population, the resulting R-factor loadings are not necessarily close estimates of the original loadings of the generating R-factors. This effect was also shown in a simulation study at the population level. Moreover, the simulation study based on samples drawn from the populations revealed that the R-factor loadings averaged across samples were larger than the population loadings of the generating R-factors. Overall, the results indicate that -- in data that are generated by a combination of R- and Q-factors -- the Q-factors may lead to substantial loading indeterminacy and loading bias in R-factor analysis.

We study the computational complexity of two hard problems on determinantal point processes (DPPs). One is maximum a posteriori (MAP) inference, i.e., to find a principal submatrix having the maximum determinant. The other is probabilistic inference on exponentiated DPPs (E-DPPs), which can sharpen or weaken the diversity preference of DPPs with an exponent parameter $p$. We present several complexity-theoretic hardness results that explain the difficulty in approximating MAP inference and the normalizing constant for E-DPPs. We first prove that unconstrained MAP inference for an $n \times n$ matrix is $\textsf{NP}$-hard to approximate within a factor of $2^{\beta n}$, where $\beta = 10^{-10^{13}} $. This result improves upon the best-known inapproximability factor of $(\frac{9}{8}-\epsilon)$, and rules out the existence of any polynomial-factor approximation algorithm assuming $\textsf{P} \neq \textsf{NP}$. We then show that log-determinant maximization is $\textsf{NP}$-hard to approximate within a factor of $\frac{5}{4}$ for the unconstrained case and within a factor of $1+10^{-10^{13}}$ for the size-constrained monotone case. In particular, log-determinant maximization does not admit a polynomial-time approximation scheme unless $\textsf{P} = \textsf{NP}$. As a corollary of the first result, we demonstrate that the normalizing constant for E-DPPs of any (fixed) constant exponent $p \geq \beta^{-1} = 10^{10^{13}}$ is $\textsf{NP}$-hard to approximate within a factor of $2^{\beta pn}$, which is in contrast to the case of $p \leq 1$ admitting a fully polynomial-time randomized approximation scheme.

Ensemble methods based on subsampling, such as random forests, are popular in applications due to their high predictive accuracy. Existing literature views a random forest prediction as an infinite-order incomplete U-statistic to quantify its uncertainty. However, these methods focus on a small subsampling size of each tree, which is theoretically valid but practically limited. This paper develops an unbiased variance estimator based on incomplete U-statistics, which allows the tree size to be comparable with the overall sample size, making statistical inference possible in a broader range of real applications. Simulation results demonstrate that our estimators enjoy lower bias and more accurate confidence interval coverage without additional computational costs. We also propose a local smoothing procedure to reduce the variation of our estimator, which shows improved numerical performance when the number of trees is relatively small. Further, we investigate the ratio consistency of our proposed variance estimator under specific scenarios. In particular, we develop a new "double U-statistic" formulation to analyze the Hoeffding decomposition of the estimator's variance.

Dyadic data is often encountered when quantities of interest are associated with the edges of a network. As such it plays an important role in statistics, econometrics and many other data science disciplines. We consider the problem of uniformly estimating a dyadic Lebesgue density function, focusing on nonparametric kernel-based estimators taking the form of dyadic empirical processes. Our main contributions include the minimax-optimal uniform convergence rate of the dyadic kernel density estimator, along with strong approximation results for the associated standardized and Studentized $t$-processes. A consistent variance estimator enables the construction of valid and feasible uniform confidence bands for the unknown density function. A crucial feature of dyadic distributions is that they may be "degenerate" at certain points in the support of the data, a property making our analysis somewhat delicate. Nonetheless our methods for uniform inference remain robust to the potential presence of such points. For implementation purposes, we discuss procedures based on positive semi-definite covariance estimators, mean squared error optimal bandwidth selectors and robust bias-correction techniques. We illustrate the empirical finite-sample performance of our methods both in simulations and with real-world data. Our technical results concerning strong approximations and maximal inequalities are of potential independent interest.

Though remarkable progress has been achieved in various vision tasks, deep neural networks still suffer obvious performance degradation when tested in out-of-distribution scenarios. We argue that the feature statistics (mean and standard deviation), which carry the domain characteristics of the training data, can be properly manipulated to improve the generalization ability of deep learning models. Common methods often consider the feature statistics as deterministic values measured from the learned features and do not explicitly consider the uncertain statistics discrepancy caused by potential domain shifts during testing. In this paper, we improve the network generalization ability by modeling the uncertainty of domain shifts with synthesized feature statistics during training. Specifically, we hypothesize that the feature statistic, after considering the potential uncertainties, follows a multivariate Gaussian distribution. Hence, each feature statistic is no longer a deterministic value, but a probabilistic point with diverse distribution possibilities. With the uncertain feature statistics, the models can be trained to alleviate the domain perturbations and achieve better robustness against potential domain shifts. Our method can be readily integrated into networks without additional parameters. Extensive experiments demonstrate that our proposed method consistently improves the network generalization ability on multiple vision tasks, including image classification, semantic segmentation, and instance retrieval. The code will be released soon at //github.com/lixiaotong97/DSU.