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Under the classical long-span asymptotic framework we develop a class of Generalized Laplace (GL) inference methods for the change-point dates in a linear time series regression model with multiple structural changes analyzed in, e.g., Bai and Perron (1998). The GL estimator is defined by an integration rather than optimization-based method and relies on the least-squares criterion function. It is interpreted as a classical (non-Bayesian) estimator and the inference methods proposed retain a frequentist interpretation. This approach provides a better approximation about the uncertainty in the data of the change-points relative to existing methods. On the theoretical side, depending on some input (smoothing) parameter, the class of GL estimators exhibits a dual limiting distribution; namely, the classical shrinkage asymptotic distribution, or a Bayes-type asymptotic distribution. We propose an inference method based on Highest Density Regions using the latter distribution. We show that it has attractive theoretical properties not shared by the other popular alternatives, i.e., it is bet-proof. Simulations confirm that these theoretical properties translate to better finite-sample performance.

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We propose a new monotone finite difference discretization for the variational $p$-Laplace operator, \[ \Delta_p u=\text{div}(|\nabla u|^{p-2}\nabla u), \] and present a convergent numerical scheme for related Dirichlet problems. The resulting nonlinear system is solved using two different methods: one based on Newton-Raphson and one explicit method. Finally, we exhibit some numerical simulations supporting our theoretical results. To the best of our knowledge, this is the first monotone finite difference discretization of the variational $p$-Laplacian and also the first time that nonhomogeneous problems for this operator can be treated numerically with a finite difference scheme.

When doing impact evaluation and making causal inferences, it is important to acknowledge the heterogeneity of the treatment effects for different domains (geographic, socio-demographic, or socio-economic). If the domain of interest is small with regards to its sample size (or even zero in some cases), then the evaluator has entered the small area estimation (SAE) dilemma. Based on the modification of the Inverse Propensity Weighting estimator and the traditional small area predictors, the paper proposes a new methodology to estimate area specific average treatment effects for unplanned domains. By means of these methods we can also provide a map of policy impacts, that can help to better target the treatment group(s). We develop analytical Mean Squared Error (MSE) estimators of the proposed predictors. An extensive simulation analysis, also based on real data, shows that the proposed techniques in most cases lead to more efficient estimators.

In this paper, we propose the first minimal solutions for estimating the semi-generalized homography given a perspective and a generalized camera. The proposed solvers use five 2D-2D image point correspondences induced by a scene plane. One of them assumes the perspective camera to be fully calibrated, while the other solver estimates the unknown focal length together with the absolute pose parameters. This setup is particularly important in structure-from-motion and image-based localization pipelines, where a new camera is localized in each step with respect to a set of known cameras and 2D-3D correspondences might not be available. As a consequence of a clever parametrization and the elimination ideal method, our approach only needs to solve a univariate polynomial of degree five or three. The proposed solvers are stable and efficient as demonstrated by a number of synthetic and real-world experiments.

Techniques known as Nonlinear Set Membership prediction, Lipschitz Interpolation or Kinky Inference are approaches to machine learning that utilise presupposed Lipschitz properties to compute inferences over unobserved function values. Provided a bound on the true best Lipschitz constant of the target function is known a priori they offer convergence guarantees as well as bounds around the predictions. Considering a more general setting that builds on Hoelder continuity relative to pseudo-metrics, we propose an online method for estimating the Hoelder constant online from function value observations that possibly are corrupted by bounded observational errors. Utilising this to compute adaptive parameters within a kinky inference rule gives rise to a nonparametric machine learning method, for which we establish strong universal approximation guarantees. That is, we show that our prediction rule can learn any continuous function in the limit of increasingly dense data to within a worst-case error bound that depends on the level of observational uncertainty. We apply our method in the context of nonparametric model-reference adaptive control (MRAC). Across a range of simulated aircraft roll-dynamics and performance metrics our approach outperforms recently proposed alternatives that were based on Gaussian processes and RBF-neural networks. For discrete-time systems, we provide guarantees on the tracking success of our learning-based controllers both for the batch and the online learning setting.

We propose a methodology for detecting multiple change points in the mean of an otherwise stationary, autocorrelated, linear time series. It combines solution path generation based on the wild energy maximisation principle, and an information criterion-based model selection strategy termed gappy Schwarz criterion. The former is well-suited to separating shifts in the mean from fluctuations due to serial correlations, while the latter simultaneously estimates the dependence structure and the number of change points without performing the difficult task of estimating the level of the noise as quantified e.g.\ by the long-run variance. We provide modular investigation into their theoretical properties and show that the combined methodology, named WEM.gSC, achieves consistency in estimating both the total number and the locations of the change points. The good performance of WEM.gSC is demonstrated via extensive simulation studies, and we further illustrate its usefulness by applying the methodology to London air quality data.

The univariate generalized extreme value (GEV) distribution is the most commonly used tool for analysing the properties of rare events. The ever greater utilization of Bayesian methods for extreme value analysis warrants detailed theoretical investigation, which has thus far been underdeveloped. Even the most basic asymptotic results are difficult to obtain because the GEV fails to satisfy standard regularity conditions. Here, we prove that the posterior distribution of the GEV parameter vector, given an independent and identically distributed sequence of observations, converges to a normal distribution centred at the true parameter. The proof necessitates analysing integrals of the GEV likelihood function over the entire parameter space, which requires considerable care because the support of the GEV density depends on the parameters in complicated ways.

In this paper, we propose Latent Relation Language Models (LRLMs), a class of language models that parameterizes the joint distribution over the words in a document and the entities that occur therein via knowledge graph relations. This model has a number of attractive properties: it not only improves language modeling performance, but is also able to annotate the posterior probability of entity spans for a given text through relations. Experiments demonstrate empirical improvements over both a word-based baseline language model and a previous approach that incorporates knowledge graph information. Qualitative analysis further demonstrates the proposed model's ability to learn to predict appropriate relations in context.

With the capability of modeling bidirectional contexts, denoising autoencoding based pretraining like BERT achieves better performance than pretraining approaches based on autoregressive language modeling. However, relying on corrupting the input with masks, BERT neglects dependency between the masked positions and suffers from a pretrain-finetune discrepancy. In light of these pros and cons, we propose XLNet, a generalized autoregressive pretraining method that (1) enables learning bidirectional contexts by maximizing the expected likelihood over all permutations of the factorization order and (2) overcomes the limitations of BERT thanks to its autoregressive formulation. Furthermore, XLNet integrates ideas from Transformer-XL, the state-of-the-art autoregressive model, into pretraining. Empirically, XLNet outperforms BERT on 20 tasks, often by a large margin, and achieves state-of-the-art results on 18 tasks including question answering, natural language inference, sentiment analysis, and document ranking.

Graph neural networks (GNNs) are a popular class of machine learning models whose major advantage is their ability to incorporate a sparse and discrete dependency structure between data points. Unfortunately, GNNs can only be used when such a graph-structure is available. In practice, however, real-world graphs are often noisy and incomplete or might not be available at all. With this work, we propose to jointly learn the graph structure and the parameters of graph convolutional networks (GCNs) by approximately solving a bilevel program that learns a discrete probability distribution on the edges of the graph. This allows one to apply GCNs not only in scenarios where the given graph is incomplete or corrupted but also in those where a graph is not available. We conduct a series of experiments that analyze the behavior of the proposed method and demonstrate that it outperforms related methods by a significant margin.

During recent years, active learning has evolved into a popular paradigm for utilizing user's feedback to improve accuracy of learning algorithms. Active learning works by selecting the most informative sample among unlabeled data and querying the label of that point from user. Many different methods such as uncertainty sampling and minimum risk sampling have been utilized to select the most informative sample in active learning. Although many active learning algorithms have been proposed so far, most of them work with binary or multi-class classification problems and therefore can not be applied to problems in which only samples from one class as well as a set of unlabeled data are available. Such problems arise in many real-world situations and are known as the problem of learning from positive and unlabeled data. In this paper we propose an active learning algorithm that can work when only samples of one class as well as a set of unlabelled data are available. Our method works by separately estimating probability desnity of positive and unlabeled points and then computing expected value of informativeness to get rid of a hyper-parameter and have a better measure of informativeness./ Experiments and empirical analysis show promising results compared to other similar methods.

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