Výsledky vyhledávání - "Cutler, Joshua"

Report

Autor: Cutler, Joshua, Díaz, Mateo, Drusvyatskiy, Dmitriy

Classical results in asymptotic statistics show that the Fisher information matrix controls the difficulty of estimating a statistical model from observed data. In this work, we introduce a companion measure of robustness of an estimation problem: th

Externí odkaz: http://arxiv.org/abs/2405.09676

Zobrazit plný text záznamu

Report

Stochastic Approximation with Decision-Dependent Distributions: Asymptotic Normality and Optimality

Autor: Cutler, Joshua, Díaz, Mateo, Drusvyatskiy, Dmitriy

Publikováno v: Journal of Machine Learning Research, 25(90):1-49, 2024

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction and its m

Externí odkaz: http://arxiv.org/abs/2207.04173

Zobrazit plný text záznamu

Report

Stochastic Optimization under Distributional Drift

Autor: Cutler, Joshua, Drusvyatskiy, Dmitriy, Harchaoui, Zaid

Publikováno v: Journal of Machine Learning Research, 24(147):1-56, 2023

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine learning and sig

Externí odkaz: http://arxiv.org/abs/2108.07356

Zobrazit plný text záznamu

Dissertation/ Thesis

Private Litigation as a Regulator of Accounting Standards

Autor: Cutler, Joshua

I examine the impact of the trend of private class actions targeting alleged violations of generally accepted accounting principles (GAAP). I document the specific allegations in GAAP lawsuits and find that allegations involving revenue recognition a

Externí odkaz: http://hdl.handle.net/1794/19230

Zobrazit plný text záznamu