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 …

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 …

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 …

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 …

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 …

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 …

Distribution free uncertainty for the minimum norm solution of over-parameterized linear regression

K Bibas, M Feder - arXiv preprint arXiv:2102.07181, 2021 - arxiv.org
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 …

[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 …

Relaxing the iid assumption: Adaptively minimax optimal regret via root-entropic regularization

B Bilodeau, J Negrea, DM Roy - The Annals of Statistics, 2023 - projecteuclid.org
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 …

Precise minimax regret for logistic regression

P Jacquet, GI Shamir… - 2022 IEEE International …, 2022 - ieeexplore.ieee.org
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 …