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883 papers in math.ST · page 10
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Condition number bounds clustering error from objective gap
The Condition-Number Principle for Prototype Clustering
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Nonlinear SVARs identify shocks the same way linear ones do
Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
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Subsampling bounds error variance in shared data reuse
Data Reuse and the Long Shadow of Error: Splitting, Subsampling, and Prospectively Managing Inferential Errors
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SCDR delivers asymptotic coverage for time series predictions
Conformal Prediction with Time-Series Data via Sequential Conformalized Density Regions
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Normalized MMD receives explicit finite-sample quantile bound
Non-asymptotic two-sample kernel testing with the spectrally truncated normalized MMD
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Regression models Poisson counts in multi-way tensor data
Poisson-response Tensor-on-Tensor Regression and Applications
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Spline projection guarantees proper posteriors in Bayesian FPCA
Sufficient conditions for proper posteriors in fully-Bayesian Functional PCA
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Diffusion samplers reach optimal sqrt(d)/N error via Lipschitz bounds
Lipschitz regularity in Flow Matching and Diffusion Models: sharp sampling rates and functional inequalities
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Unique solutions exist for vorticity equation with fractional Brownian noise
Well-posedness and Hurst parameter estimation for fluid equations driven by fractional transport noise
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Hierarchical contrastive learning captures partial modality sharing
Hierarchical Contrastive Learning for Multimodal Data
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SMML partitions are weighted Fisher-Rao Voronoi tessellations
Information Geometry and Asymptotic Theory for SMML Estimators
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SMML partitions asymptotically match weighted Fisher-Rao Voronoi cells
Information Geometry and Asymptotic Theory for SMML Estimators
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Adaptive CCA reaches optimal samples for decaying signals
Beyond the Flat-Spike: Adaptive Sparse CCA for Decaying and Unbalanced Signals
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Cross-fitting calibrates tests for penalized estimators
Hypothesis Testing for Penalized Estimating Equations with Cross-Fitted Covariance Calibration
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Tempering chains achieve polynomial spectral gaps for multimodal targets
Rapid convergence of tempering chains to multimodal Gibbs measures
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Third-moment wild bootstrap reaches n^{-1} accuracy for kth order statistic
High Dimensional Bootstrap and Asymptotic Expansion for the $k$-th Largest Coordinate
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Hyperprior on BNN output variance yields minimax admissible rules
Minimaxity and Admissibility of Bayesian Neural Networks
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Graph structure decides if Potts parameters can be jointly estimated at √N rate
Joint Estimation in Potts Model
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Nonreciprocal comparisons split into scale and noise
Noisy Nonreciprocal Pairwise Comparisons: Scale Variation, Noise Calibration, and Admissible Ranking Regions
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Node features set explicit thresholds for graph alignment
Attributed Network Alignment: Statistical Limits and Efficient Algorithm
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Data thinning creates train-test splits for small area model validation
On Data Thinning for Model Validation in Small Area Estimation
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Tail coefficients recover ancestral order in causal graphs
Heavy Tailed Homogeneous Structural Causal Models
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New method proposed for inference on fractional diffusions
Statistical Inference for Fractional Diffusions
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Modified Stein method yields Berry-Esseen bounds for non-stationary mixing sequences
Berry-Esseen Bounds for Statistics of Non-Stationary, $\phi$-Mixing Random Variables
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Network identification requires spectral heterogeneity
Identification and Inference in Nonlinear Dynamic Network Models
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Weakly compact null sets admit power-one sequential tests
Power one sequential tests exist for weakly compact $\mathscr P$ against $\mathscr P^c$
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Fractional moments recover parameters of incomplete gamma subordinators
Parameter Estimation of Incomplete Gamma Subordinators
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Samplet bases converge to multiwavelets in infinite-data limit
Samplet limits and multiwavelets
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Low-degree algorithms distort tensor spectral norm by p^{d/4-1/2}
A Framework for Computational Lower Bounds in Nontrivial Norm Approximation
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Debiased LASSO restores valid inference in high-dimensional regression
Debiased Estimators in High-Dimensional Regression: A Review and Replication of Javanmard and Montanari (2014)
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Regularized transport supports scale as ε to 1/(d(p-1)+2)
Sharp local sparsity of regularized optimal transport
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TF-IDF arises from test statistic for word burstiness
Common TF-IDF variants arise as key components in the test statistic of a penalized likelihood-ratio test for word burstiness
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Induced replication replaces out-of-sample checks for semiparametric models
Induced replication and the assessment of models
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Six-parameter distribution captures all Weibull density and hazard shapes
Property Of The Beta Modified Weibull Distribution With Six Parameters
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Estimation of high-order tensors succeeds where detection fails
Detection Is Harder Than Estimation in Certain Regimes: Inference for Moment and Cumulant Tensors
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Node-weighted priors on context trees yield exact Bayes factors
Context Tree Prior Distributions based on Node Weighting with exact Bayes Factors
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Copulas scale asymmetry exactly under convex mixing
Quantitative analysis of non-exchangeability in bivariate copulas: Sharp bounds, statistical tests and mixing constructions
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Pullback metric yields exact Langevin proposals for PSD graphs
Geometry-Aware Langevin Sampling for Matrix-Valued Graph Learning
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Penalized GEV estimation with forest weights stabilizes extreme quantile estimates
Penalized estimation of GEV parameters for extreme quantile regression
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Longest cycle share under Ewens sampling given by explicit integral
On the Golomb-Dickman constant under Ewens sampling
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Ewens measure yields integral form for longest cycle proportion
On the Golomb-Dickman constant under Ewens sampling
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Multiple simultaneous DP constraints compose exactly as mixtures
Composition Theorems for Multiple Differential Privacy Constraints
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Local product structure equates Neyman orthogonality and pathwise differentiability
On the Equivalence between Neyman Orthogonality and Pathwise Differentiability
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Shallow nets deliver calibrated spatio-temporal forecasts
Spatio-temporal probabilistic forecast using MMAF-guided learning
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Jackknife recovers total variance when sandwich underestimates it
Variance Inference Beyond the Sandwich for Asymptotically Linear Estimators with Second-Order Remainders
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Formulating Bayesian experimental design as a max-min game against an…
Maximin Robust Bayesian Experimental Design
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Evidence contracts possibilistic ignorance into unique probability densities
The Geometry of Knowing: From Possibilistic Ignorance to Probabilistic Certainty -- A Measure-Theoretic Framework for Epistemic Convergence
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Statistical methods match Bayesian standard for LLM ranking
Ranking Reasoning LLMs under Test-Time Scaling