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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
Convex Parameter Recovery for Interacting Marked Processes
Anatoli Juditsky, Arkadi Nemirovski, Liyan Xie, Yao Xie · 2020-03-29 · via math.ST updates on arXiv.org

We introduce a new general modeling approach for multivariate discrete event data with categorical interacting marks, which we refer to as marked Bernoulli processes. In the proposed model, the probability of an event of a specific category to occur in a location may be influenced by past events at this and other locations. We do not restrict interactions to be positive or decaying over time as it is commonly adopted, allowing us to capture an arbitrary shape of influence from historical events, locations, and events of different categories. In our modeling, prior knowledge is incorporated by allowing general convex constraints on model parameters. We develop two parameter estimation procedures utilizing the constrained Least Squares (LS) and Maximum Likelihood (ML) estimation, which are solved using variational inequalities with monotone operators. We discuss different applications of our approach and illustrate the performance of proposed recovery routines on synthetic examples and a real-world police dataset.