惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Y
Y Combinator Blog
V
V2EX
Jina AI
Jina AI
爱范儿
爱范儿
M
MIT News - Artificial intelligence
量子位
L
LangChain Blog
Google DeepMind News
Google DeepMind News
酷 壳 – CoolShell
酷 壳 – CoolShell
罗磊的独立博客
腾讯CDC
MongoDB | Blog
MongoDB | Blog
P
Proofpoint News Feed
宝玉的分享
宝玉的分享
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
Last Week in AI
Last Week in AI
H
Hackread – Cybersecurity News, Data Breaches, AI and More
F
Fortinet All Blogs
The GitHub Blog
The GitHub Blog
Engineering at Meta
Engineering at Meta
博客园 - 聂微东
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
Vercel News
Vercel News
T
The Blog of Author Tim Ferriss

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Nonparametric estimation of the job-size distribution for...
Liron Ravner · 2023-07-20 · via math.ST updates on arXiv.org

This work presents a non-parametric estimator for the cumulative distribution function (CDF) of the job-size distribution for a queue with compound Poisson input. The workload process is observed according to an independent Poisson sampling process. The nonparametric estimator is constructed by first estimating the characteristic function (CF) and then applying an inversion formula. The convergence rate of the CF estimator at $s$ is shown to be of the order of $s^2/n$, where $n$ is the sample size. This convergence rate is leveraged to explore the bias-variance tradeoff of the inversion estimator. It is demonstrated that within a certain class of continuous distributions, the risk, in terms of MSE, is uniformly bounded by $C n^{-\fracη{1+η}}$, where $C$ is a positive constant and the parameter $η>0$ depends on the smoothness of the underlying class of distributions. A heuristic method is further developed to address the case of an unknown rate of the compound Poisson input process.