Country
Multitask Boosting for Survival Analysis with Competing Risks
Alexis Bellot, Mihaela van der Schaar
What distinguishes ourweighting scheme from existing boosting methods isthatwhile the output ofeach weak estimator isamultivariate probability distribution, the data only provides the specific event that occurred and the time of occurrence and thus we introduce new notions of "predictioncorrectness"thatapplyinoursetting.
Plug-in Estimation in High-Dimensional Linear Inverse Problems: A Rigorous Analysis
Alyson K. Fletcher, Parthe Pandit, Sundeep Rangan, Subrata Sarkar, Philip Schniter
Estimating a vector x from noisy linear measurements Ax + w often requires use of prior knowledge or structural constraints on x for accurate reconstruction. Several recent works have considered combining linear least-squares estimation with a generic or "plug-in" denoiser function that can be designed in a modular manner based on the prior knowledge about x.
Model
We further show that optimistic posterior sampling can control this Hellinger distance, when we measure model error via data likelihood. This technique allows us to design and analyze unified posterior sampling algorithms with state-of-the-art sample complexity guarantees for many model-based RL settings.