Multidimensional density estimation

DW Scott, SR Sain - Handbook of statistics, 2005 - Elsevier
Modern data analysis requires a number of tools to undercover hidden structure. For initial
exploration of data, animated scatter diagrams and nonparametric density estimation in …

Flambe: Structural complexity and representation learning of low rank mdps

A Agarwal, S Kakade… - Advances in neural …, 2020 - proceedings.neurips.cc
In order to deal with the curse of dimensionality in reinforcement learning (RL), it is common
practice to make parametric assumptions where values or policies are functions of some low …

An optimization-centric view on Bayes' rule: Reviewing and generalizing variational inference

J Knoblauch, J Jewson, T Damoulas - Journal of Machine Learning …, 2022 - jmlr.org
We advocate an optimization-centric view of Bayesian inference. Our inspiration is the
representation of Bayes' rule as infinite-dimensional optimization (Csisz´ r, 1975; Donsker …

Robust estimators in high-dimensions without the computational intractability

I Diakonikolas, G Kamath, D Kane, J Li, A Moitra… - SIAM Journal on …, 2019 - SIAM
We study high-dimensional distribution learning in an agnostic setting where an adversary is
allowed to arbitrarily corrupt an ε-fraction of the samples. Such questions have a rich history …

On the rate of convergence in Wasserstein distance of the empirical measure

N Fournier, A Guillin - Probability theory and related fields, 2015 - Springer
Let μ _N μ N be the empirical measure associated to a N N-sample of a given probability
distribution μ μ on R^ d R d. We are interested in the rate of convergence of μ _N μ N to μ μ …

Model-based rl in contextual decision processes: Pac bounds and exponential improvements over model-free approaches

W Sun, N Jiang, A Krishnamurthy… - … on learning theory, 2019 - proceedings.mlr.press
We study the sample complexity of model-based reinforcement learning (henceforth RL) in
general contextual decision processes that require strategic exploration to find a near …

[LIVRE][B] Nonparametric kernel density estimation and its computational aspects

A Gramacki - 2018 - Springer
This book concerns the problem of data smoothing. There are many smoothing techniques,
yet the kernel smoothing seems to be one of the most important and widely used ones. In …

Batch value-function approximation with only realizability

T **e, N Jiang - International Conference on Machine …, 2021 - proceedings.mlr.press
We make progress in a long-standing problem of batch reinforcement learning (RL):
learning Q* from an exploratory and polynomial-sized dataset, using a realizable and …

[LIVRE][B] Lectures on the nearest neighbor method

G Biau, L Devroye - 2015 - Springer
Children learn effortlessly by example and exhibit a remarkable capacity of generalization.
The field of machine learning, on the other hand, stumbles along clumsily in search of …

Robust estimation via robust gradient estimation

A Prasad, AS Suggala, S Balakrishnan… - Journal of the Royal …, 2020 - academic.oup.com
We provide a new computationally efficient class of estimators for risk minimization. We
show that these estimators are robust for general statistical models, under varied robustness …