Orlicz regrets to consistently bound statistics of random variables with an application to environmental indicators
H Yoshioka, Y Yoshioka - arXiv preprint arXiv:2310.05168, 2023 - arxiv.org
Evaluating environmental variables that vary stochastically is the principal topic for
designing better environmental management and restoration schemes. Both the upper and …
designing better environmental management and restoration schemes. Both the upper and …
Assessing fluctuations of long-memory environmental variables based on the robustified dynamic Orlicz risk
H Yoshioka, Y Yoshioka - Chaos, Solitons & Fractals, 2024 - Elsevier
Environmental variables that fluctuate randomly and dynamically over time, such as water
quality indices, are considered to be stochastic. They exhibit sub-exponential memory …
quality indices, are considered to be stochastic. They exhibit sub-exponential memory …
Generalized divergences for statistical evaluation of uncertainty in long-memory processes
H Yoshioka, Y Yoshioka - Chaos, Solitons & Fractals, 2024 - Elsevier
Environmental variables such as streamflow discharge and water quality indices vary
stochastically over time and often exhibit long (subexponential) memory. Their dynamics are …
stochastically over time and often exhibit long (subexponential) memory. Their dynamics are …
Statistical evaluation of a long‐memory process using the generalized entropic value‐at‐risk
H Yoshioka, Y Yoshioka - Environmetrics, 2024 - Wiley Online Library
The modeling and identification of time series data with a long memory are important in
various fields. The streamflow discharge is one such example that can be reasonably …
various fields. The streamflow discharge is one such example that can be reasonably …
Logistic regression regret: What's the catch?
GI Shamir - Conference on Learning Theory, 2020 - proceedings.mlr.press
We address the problem of the achievable regret rates with online logistic regression. We
derive lower bounds with logarithmic regret under $ L_1 $, $ L_2 $, and $ L_\infty …
derive lower bounds with logarithmic regret under $ L_1 $, $ L_2 $, and $ L_\infty …
Normalized maximum likelihood with luckiness for multivariate normal distributions
K Miyaguchi - arXiv preprint arXiv:1708.01861, 2017 - arxiv.org
The normalized maximum likelihood (NML) is one of the most important distribution in
coding theory and statistics. NML is the unique solution (if exists) to the pointwise minimax …
coding theory and statistics. NML is the unique solution (if exists) to the pointwise minimax …
Distribution free uncertainty for the minimum norm solution of over-parameterized linear regression
A fundamental principle of learning theory is that there is a trade-off between the complexity
of a prediction rule and its ability to generalize. Modern machine learning models do not …
of a prediction rule and its ability to generalize. Modern machine learning models do not …
[PDF][PDF] Robust stochastic optimization with rare-event modeling
AM Caunhye, D Alem - arXiv preprint arXiv:2107.01930, 2021 - researchgate.net
In this paper, we propose a novel robust stochastic optimization approach with a distinctive
consideration for rare events, in which divergence measures are used to bound the event …
consideration for rare events, in which divergence measures are used to bound the event …
Relaxing the iid assumption: Adaptively minimax optimal regret via root-entropic regularization
Relaxing the iid assumption: Adaptively minimax optimal regret via root-entropic
regularization Page 1 The Annals of Statistics 2023, Vol. 51, No. 4, 1850–1876 https://doi.org/10.1214/23-AOS2315 …
regularization Page 1 The Annals of Statistics 2023, Vol. 51, No. 4, 1850–1876 https://doi.org/10.1214/23-AOS2315 …
Precise minimax regret for logistic regression
We study online logistic regression with binary labels and general feature values in which a
learner tries to predict an outcome/label based on data/features received in rounds. Our goal …
learner tries to predict an outcome/label based on data/features received in rounds. Our goal …