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Assortment optimization has received active explorations in the past few decades due to its practical importance. Despite the extensive literature dealing with optimization algorithms and latent score estimation, uncertainty quantification for the optimal assortment still needs to be explored and is of great practical significance. Instead of estimating and recovering the complete optimal offer set, decision-makers may only be interested in testing whether a given property holds true for the optimal assortment, such as whether they should include several products of interest in the optimal set, or how many categories of products the optimal set should include. This paper proposes a novel inferential framework for testing such properties. We consider the widely adopted multinomial logit (MNL) model, where we assume that each customer will purchase an item within the offered products with a probability proportional to the underlying preference score associated with the product. We reduce inferring a general optimal assortment property to quantifying the uncertainty associated with the sign change point detection of the marginal revenue gaps. We show the asymptotic normality of the marginal revenue gap estimator, and construct a maximum statistic via the gap estimators to detect the sign change point. By approximating the distribution of the maximum statistic with multiplier bootstrap techniques, we propose a valid testing procedure. We also conduct numerical experiments to assess the performance of our method.

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Motivated by applications in personalized medicine and individualized policy making, there is a growing interest in techniques for quantifying treatment effect heterogeneity in terms of the conditional average treatment effect (CATE). Some of the most prominent methods for CATE estimation developed in recent years are T-Learner, DR-Learner and R-Learner. The latter two were designed to improve on the former by being Neyman-orthogonal. However, the relations between them remain unclear, and likewise does the literature remain vague on whether these learners converge to a useful quantity or (functional) estimand when the underlying optimization procedure is restricted to a class of functions that does not include the CATE. In this article, we provide insight into these questions by discussing DR-learner and R-learner as special cases of a general class of Neyman-orthogonal learners for the CATE, for which we moreover derive oracle bounds. Our results shed light on how one may construct Neyman-orthogonal learners with desirable properties, on when DR-learner may be preferred over R-learner (and vice versa), and on novel learners that may sometimes be preferable to either of these. Theoretical findings are confirmed using results from simulation studies on synthetic data, as well as an application in critical care medicine.

We study the complexity of high-dimensional approximation in the $L_2$-norm when different classes of information are available; we compare the power of function evaluations with the power of arbitrary continuous linear measurements. Here, we discuss the situation when the number of linear measurements required to achieve an error $\varepsilon \in (0,1)$ in dimension $d\in\mathbb{N}$ depends only poly-logarithmically on $\varepsilon^{-1}$. This corresponds to an exponential order of convergence of the approximation error, which often happens in applications. However, it does not mean that the high-dimensional approximation problem is easy, the main difficulty usually lies within the dependence on the dimension $d$. We determine to which extent the required amount of information changes, if we allow only function evaluation instead of arbitrary linear information. It turns out that in this case we only lose very little, and we can even restrict to linear algorithms. In particular, several notions of tractability hold simultaneously for both types of available information.

This paper focuses on parameter estimation and introduces a new method for lower bounding the Bayesian risk. The method allows for the use of virtually \emph{any} information measure, including R\'enyi's $\alpha$, $\varphi$-Divergences, and Sibson's $\alpha$-Mutual Information. The approach considers divergences as functionals of measures and exploits the duality between spaces of measures and spaces of functions. In particular, we show that one can lower bound the risk with any information measure by upper bounding its dual via Markov's inequality. We are thus able to provide estimator-independent impossibility results thanks to the Data-Processing Inequalities that divergences satisfy. The results are then applied to settings of interest involving both discrete and continuous parameters, including the ``Hide-and-Seek'' problem, and compared to the state-of-the-art techniques. An important observation is that the behaviour of the lower bound in the number of samples is influenced by the choice of the information measure. We leverage this by introducing a new divergence inspired by the ``Hockey-Stick'' Divergence, which is demonstrated empirically to provide the largest lower-bound across all considered settings. If the observations are subject to privatisation, stronger impossibility results can be obtained via Strong Data-Processing Inequalities. The paper also discusses some generalisations and alternative directions.

The hierarchical small-world network is a real-world network. It models well the benefit transmission web of the pyramid selling in China and many other countries. In this paper, by applying the spectral graph theory, we study three important aspects of the consensus problem in the hierarchical small-world network: convergence speed, communication time-delay robustness, and network coherence. Firstly, we explicitly determine the Laplacian eigenvalues of the hierarchical small-world network by making use of its treelike structure. Secondly, we find that the consensus algorithm on the hierarchical small-world network converges faster than that on some well-studied sparse networks, but is less robust to time delay. The closed-form of the first-order and the second-order network coherence are also derived. Our result shows that the hierarchical small-world network has an optimal structure of noisy consensus dynamics. Therefore, we provide a positive answer to two open questions of Yi \emph{et al}. Finally, we argue that some network structure characteristics, such as large maximum degree, small average path length, and large vertex and edge connectivity, are responsible for the strong robustness with respect to external perturbations.

Generalized linear mixed models are powerful tools for analyzing clustered data, where the unknown parameters are classically (and most commonly) estimated by the maximum likelihood and restricted maximum likelihood procedures. However, since the likelihood based procedures are known to be highly sensitive to outliers, M-estimators have become popular as a means to obtain robust estimates under possible data contamination. In this paper, we prove that, for sufficiently smooth general loss functions defining the M-estimators in generalized linear mixed models, the tail probability of the deviation between the estimated and the true regression coefficients have an exponential bound. This implies an exponential rate of consistency of these M-estimators under appropriate assumptions, generalizing the existing exponential consistency results from univariate to multivariate responses. We have illustrated this theoretical result further for the special examples of the maximum likelihood estimator and the robust minimum density power divergence estimator, a popular example of model-based M-estimators, in the settings of linear and logistic mixed models, comparing it with the empirical rate of convergence through simulation studies.

Speeding has been acknowledged as a critical determinant in increasing the risk of crashes and their resulting injury severities. This paper demonstrates that severe speeding-related crashes within the state of Pennsylvania have a spatial clustering trend, where four crash datasets are extracted from four hotspot districts. Two log-likelihood ratio (LR) tests were conducted to determine whether speeding-related crashes classified by hotspot districts should be modeled separately. The results suggest that separate modeling is necessary. To capture the unobserved heterogeneity, four correlated random parameter order models with heterogeneity in means are employed to explore the factors contributing to crash severity involving at least one vehicle speeding. Overall, the findings exhibit that some indicators are observed to be spatial instability, including hit pedestrian crashes, head-on crashes, speed limits, work zones, light conditions (dark), rural areas, older drivers, running stop signs, and running red lights. Moreover, drunk driving, exceeding the speed limit, and being unbelted present relative spatial stability in four district models. This paper provides insights into preventing speeding-related crashes and potentially facilitating the development of corresponding crash injury mitigation policies.

Finding meaningful ways to measure the statistical dependency between random variables $\xi$ and $\zeta$ is a timeless statistical endeavor. In recent years, several novel concepts, like the distance covariance, have extended classical notions of dependency to more general settings. In this article, we propose and study an alternative framework that is based on optimal transport. The transport dependency $\tau \ge 0$ applies to general Polish spaces and intrinsically respects metric properties. For suitable ground costs, independence is fully characterized by $\tau = 0$. Via proper normalization of $\tau$, three transport correlations $\rho_\alpha$, $\rho_\infty$, and $\rho_*$ with values in $[0, 1]$ are defined. They attain the value $1$ if and only if $\zeta = \varphi(\xi)$, where $\varphi$ is an $\alpha$-Lipschitz function for $\rho_\alpha$, a measurable function for $\rho_\infty$, or a multiple of an isometry for $\rho_*$. The transport dependency can be estimated consistently by an empirical plug-in approach, but alternative estimators with the same convergence rate but significantly reduced computational costs are also proposed. Numerical results suggest that $\tau$ robustly recovers dependency between data sets with different internal metric structures. The usage for inferential tasks, like transport dependency based independence testing, is illustrated on a data set from a cancer study.

The Wasserstein distance between mixing measures has come to occupy a central place in the statistical analysis of mixture models. This work proposes a new canonical interpretation of this distance and provides tools to perform inference on the Wasserstein distance between mixing measures in topic models. We consider the general setting of an identifiable mixture model consisting of mixtures of distributions from a set $\mathcal{A}$ equipped with an arbitrary metric $d$, and show that the Wasserstein distance between mixing measures is uniquely characterized as the most discriminative convex extension of the metric $d$ to the set of mixtures of elements of $\mathcal{A}$. The Wasserstein distance between mixing measures has been widely used in the study of such models, but without axiomatic justification. Our results establish this metric to be a canonical choice. Specializing our results to topic models, we consider estimation and inference of this distance. Though upper bounds for its estimation have been recently established elsewhere, we prove the first minimax lower bounds for the estimation of the Wasserstein distance in topic models. We also establish fully data-driven inferential tools for the Wasserstein distance in the topic model context. Our results apply to potentially sparse mixtures of high-dimensional discrete probability distributions. These results allow us to obtain the first asymptotically valid confidence intervals for the Wasserstein distance in topic models.

Pre-trained deep neural network language models such as ELMo, GPT, BERT and XLNet have recently achieved state-of-the-art performance on a variety of language understanding tasks. However, their size makes them impractical for a number of scenarios, especially on mobile and edge devices. In particular, the input word embedding matrix accounts for a significant proportion of the model's memory footprint, due to the large input vocabulary and embedding dimensions. Knowledge distillation techniques have had success at compressing large neural network models, but they are ineffective at yielding student models with vocabularies different from the original teacher models. We introduce a novel knowledge distillation technique for training a student model with a significantly smaller vocabulary as well as lower embedding and hidden state dimensions. Specifically, we employ a dual-training mechanism that trains the teacher and student models simultaneously to obtain optimal word embeddings for the student vocabulary. We combine this approach with learning shared projection matrices that transfer layer-wise knowledge from the teacher model to the student model. Our method is able to compress the BERT_BASE model by more than 60x, with only a minor drop in downstream task metrics, resulting in a language model with a footprint of under 7MB. Experimental results also demonstrate higher compression efficiency and accuracy when compared with other state-of-the-art compression techniques.

With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.

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