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Regret Bounds for Reinforcement Learning with Policy Advice
Regret Bounds Reinforcement LearningPolicy Advice
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2013/6/13
In some reinforcement learning problems an agent may be provided with a set of input policies, perhaps learned from prior experience or provided by advisors. We present a reinforcement learning with p...
On Learnability, Complexity and Stability
On Learnability Complexity Stability
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2013/4/28
We consider the fundamental question of learnability of a hypotheses class in the supervised learning setting and in the general learning setting introduced by Vladimir Vapnik. We survey classic resul...
Rare event simulation for processes generated via stochastic fixed point equations
Monte Carlo methods importance sampling perpetuities
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2011/7/19
In a number of applications, particularly in financial and actuarial mathematics, it is of interest to characterize the tail distribution of a random variable V satisfying the distributional equation ...
Robust Kernel Density Estimation
outlier reproducing kernel feature space kernel trick
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2011/7/19
We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density est...
Approximate Propagation of both Epistemic and Aleatory Uncertainty through Dynamic Systems
Uncertainty Propagation Epistemic Uncertainty Aleatory Uncertainty Dempster-Shafer
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2011/7/19
When ignorance due to the lack of knowledge, modeled as epistemic uncertainty using Dempster-Shafer structures on closed intervals, is present in the model parameters, a new uncertainty propagation me...
Efficient Emulators of Computer Experiments Using Compactly Supported Correlation Functions, With an Application to Cosmology
Efficient Emulators Correlation Functions Cosmology
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2011/7/19
Statistical emulators of computer simulators have proven to be useful in a variety of applications. The widely adopted model for emulator building, using a Gaussian process model with strictly positiv...
Geometric Allocation Approach for Transition Kernel of Markov Chain
Markov chain Transition kernel Geometric allocation
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2011/7/7
We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant cases, whi...
Fractional counting of authorship to quantify scientific research output
Fractional counting authorship quantify scientific research output
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2011/7/6
We investigate the problem of counting co-authorhip in order to quantify the impact and relevance of scientific research output through normalized \textit{h-index} and \textit{g-index}.
A data-based power transformation for compositional data
A data-based power transformation compositional data
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2011/7/5
Compositional data analysis is carried out either by neglecting the compositional constraint and applying standard multivariate data analysis, or by transforming the data using the logs of the ratios ...
Conformal geometry of statistical manifold with application to sequential estimation
Affi ne connections Curved exponential family Hyperboloid dis-tribution Information geometry Projective transformation Riemannian metric Space of constant curvature Totally umbilic von Mises-Fisher distribution
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2011/3/23
We present a geometrical method for analyzing sequential estimating procedures. It is based on the design principle of the second-order efficient sequential estimation provided in Okamoto, Amari and T...
Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies
EM algorithm entropy Fisher information genetic linkage studies haplotype-based association studies
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2011/3/21
Many practical studies rely on hypothesis testing procedures applied to data sets with missing information. An important part of the analysis is to determine the impact of the missing data on the perf...
Joint estimation of intersecting context tree models
Context Tree Models Variable Length Markov Chains Penalized Maximum Likelihood joint estimation
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2011/3/18
Data produced by two different sources is classified using variable length Markov chains. In many realistic situations it is conceiveable that the probabilistic context trees corresponding to the two ...
Identification and well-posedness in a class of nonparametric problems
Identification well-posedness nonparametric problems
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2010/10/19
This is a companion note to Zinde-Walsh (2010), arXiv:1009.4217v1[MATH.ST], to clarify and extend results on identification in a number of problems that lead to a system of convolution equations. Exam...
Latent diffusion models for survival analysis
diffusion processes parametrization of hierarchical models survival analysis
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2010/10/19
We consider Bayesian hierarchical models for survival analysis, where the survival times are modeled through an underlying diffusion process which determines the hazard rate. We show how these models ...
Nonparametric inference procedure for percentiles of the random effects distribution in meta-analysis
Bivariate beta conditional permutation test
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2010/10/19
To investigate whether treating cancer patients with erythropoiesis-stimulating agents (ESAs) would increase the mortality risk, Bennett et al. [Journal of the American Medical Association 299 (2008) ...