From the 1 of 4 linked papers with an AI index.
4 papers
Nonparametric Multi Change Point Detection for Markov Chains via Adaptive Clustering
Imon Banerjee, Jiaqi Lei, Sanjay Mehrotra
The paper proposes a non‑parametric, offline change‑point detection method for sequences generated by Markov chains, using adaptive penalised clustering and new concentration resul…
Adaptive Estimation and Optimal Control in Offline Contextual MDPs without Stationarity
Riddhiman Bhattacharyya, Sayak Chakrabarty, Imon Banerjee
Contextual MDPs are powerful tools with wide applicability in areas from biostatistics to machine learning. However, specializing them to offline datasets has been challenging due…
Goggin's corrected Kalman Filter: Guarantees and Filtering Regimes
Imon Banerjee, Itai Gurvich
In this paper we revisit a non-linear filter for {\em non-Gaussian} noises that was introduced in [1]. Goggin proved that transforming the observations by the score function and th…
CLT and Edgeworth Expansion for m-out-of-n Bootstrap Estimators of The Studentized Median
Imon Banerjee, Sayak Chakrabarty
The m-out-of-n bootstrap, originally proposed by Bickel, Gotze, and Zwet (1992), approximates the distribution of a statistic by repeatedly drawing m subsamples (with m much smalle…