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

爱范儿
爱范儿
WordPress大学
WordPress大学
博客园 - 【当耐特】
The Cloudflare Blog
B
Blog
Last Week in AI
Last Week in AI
小众软件
小众软件
量子位
S
SegmentFault 最新的问题
V
Visual Studio Blog
博客园 - 叶小钗
美团技术团队
阮一峰的网络日志
阮一峰的网络日志
Hugging Face - Blog
Hugging Face - Blog
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
宝玉的分享
宝玉的分享
A
About on SuperTechFans
雷峰网
雷峰网
J
Java Code Geeks
Microsoft Azure Blog
Microsoft Azure Blog
腾讯CDC
MongoDB | Blog
MongoDB | Blog
酷 壳 – CoolShell
酷 壳 – CoolShell
Martin Fowler
Martin Fowler

stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Inference on the Change Point for High Dimensional Dynami...
Abhishek Kaul, Hongjin Zhang, Konstantinos Tsampourakis, George · 2020-05-20 · via stat.ML updates on arXiv.org

We develop an estimator for the change point parameter for a dynamically evolving graphical model, and also obtain its asymptotic distribution under high dimensional scaling. To procure the latter result, we establish that the proposed estimator exhibits an $O_p(ψ^{-2})$ rate of convergence, wherein $ψ$ represents the jump size between the graphical model parameters before and after the change point. Further, it retains sufficient adaptivity against plug-in estimates of the graphical model parameters. We characterize the forms of the asymptotic distribution under the both a vanishing and a non-vanishing regime of the magnitude of the jump size. Specifically, in the former case it corresponds to the argmax of a negative drift asymmetric two sided Brownian motion, while in the latter case to the argmax of a negative drift asymmetric two sided random walk, whose increments depend on the distribution of the graphical model. Easy to implement algorithms are provided for estimating the change point and their performance assessed on synthetic data. The proposed methodology is further illustrated on RNA-sequenced microbiome data and their changes between young and older individuals.