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Estimation and inference for error-in-operator model

Vladimir Spokoiny (Humboldt University of Berlin)
E18-304

Abstract: We consider the Error-in-Operator (EiO) problem of recovering the source x signal from the noise observation Y given by the equation Y = A x + ε in the situation when the operator A is not precisely known. Instead, a pilot estimate \hat{A} is available. The study is motivated by Hoffmann & Reiss (2008), Trabs (2018) and by recent results on high dimensional regression with random design; see e.g., Tsigler, Bartlett (2020) (Benign overfitting in ridge regression; arXiv:2009.14286) Cheng, and Montanari (2022) (Dimension free ridge regression; arXiv:2210.08571), among many others. Examples of EiO include regression with error-in-variables and instrumental regression, stochastic diffusion, Markov time series, interacting particle…

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Sharper Risk Bounds for Statistical Aggregation

Nikita Zhivotovskiy (University of California, Berkeley)
E18-304

Abstract: In this talk, we revisit classical results in the theory of statistical aggregation, focusing on the transition from global complexity to a more manageable local one. The goal of aggregation is to combine several base predictors to achieve a prediction nearly as accurate as the best one, without assumptions on the class structure or target. Though studied in both sequential and statistical settings, they traditionally use the same "global" complexity measure. We highlight the lesser-known PAC-Bayes localization enabling us…

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SES Admissions Virtual Q&A

Fotini Christia (IDSS)
online

Learn about the Social and Engineering Systems Doctoral Program by attending one of SES's 2024 Admissions Virtual Q&A sessions. These are virtual question & answer sessions hosted by a member of the IDSS faculty as a follow-up to the pre-recorded SES Admissions Webinar. The SES Admissions Webinar should be viewed prior to attending the Q&A. Register!

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SES Admissions Virtual Q&A

Fotini Christia (IDSS)
online

Learn about the Social and Engineering Systems Doctoral Program by attending one of SES's 2024 Admissions Virtual Q&A sessions. These are virtual question & answer sessions hosted by a member of the IDSS faculty as a follow-up to the pre-recorded SES Admissions Webinar. The SES Admissions Webinar should be viewed prior to attending the Q&A. Register!

Find out more »

SES Admissions Virtual Q&A

Fotini Christia (IDSS)
online

Learn about the Social and Engineering Systems Doctoral Program by attending one of SES's 2024 Admissions Virtual Q&A sessions. These are virtual question & answer sessions hosted by a member of the IDSS faculty as a follow-up to the pre-recorded SES Admissions Webinar. The SES Admissions Webinar should be viewed prior to attending the Q&A. Register!

Find out more »


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