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883 papers in stat.TH · page 17

  1. stat.ME 2023-07-11 reviewed
    Lipschitz regression reduces to isotonic plus linear

    From Isotonic to Lipschitz Regression: A New Interpolative Perspective on Shape-restricted Estimation

    Kenta Takatsu +2

  2. q-fin.ST 2023-07-05 reviewed
    Pathwise estimator recovers volatility roughness from discrete integrated variance

    Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance

    Xiyue Han +1

  3. stat.ME 2023-07-03 reviewed
    Proxy models cut fits in changepoint detection

    Reliever: Relieving the Burden of Costly Model Fits for Changepoint Detection

    Chengde Qian +2

  4. math.ST 2023-05-10 reviewed
    Generic linear concentration models hit ML threshold at dimension count

    Maximum likelihood thresholds of generic linear concentration models

    Daniel Irving Bernstein +2

  5. math.ST 2023-04-16 reviewed
    Optimal infinite-horizon estimator distributions reduce to simple form

    Optimal distributions for randomized unbiased estimators with an infinite horizon and an adaptive algorithm

    Chao Zheng +2

  6. cs.SI 2023-03-22 reviewed
    The paper defines a new resilience metric for supply chains as the maximum supplier…

    Structural Measures of Resilience for Supply Chains

    Marios Papachristou +2

  7. stat.ML 2023-03-06 reviewed
    Sampling rates can match or exceed optimization rates

    Convergence Rates for Non-Log-Concave Sampling and Log-Partition Estimation

    David Holzm\"uller +1

  8. physics.data-an 2023-01-13 reviewed
    Axiom from uniform data selects Rényi entropy

    Learn your entropy from informative data: an axiom ensuring the consistent identification of generalized entropies

    Andrea Somazzi +1

  9. math.ST 2022-09-23 reviewed
    MLE recovers exact communities in dependent Gaussian mixtures

    Exact Recovery of Community Detection in dependent Gaussian Mixture Models

    Zhongyang Li +1

  10. stat.CO 2022-08-27 reviewed
    FCS converges with normal inverse-gamma priors in linear models

    Joint distribution properties of Fully Conditional Specification under the normal linear model with normal inverse-gamma priors

    Mingyang Cai +2

  11. q-fin.RM 2022-08-27 reviewed
  12. stat.ME 2022-08-15 reviewed
    Beta-binomial priors test all group equalities at once

    Flexible Bayesian Multiple Comparison Adjustment Using Dirichlet Process and Beta-Binomial Model Priors

    Don van den Bergh +1

  13. stat.ML 2022-07-11 reviewed
    Covariance subspaces detect vector field anomalies without distribution assumptions

    Distribution-Free Stochastic Analysis and Robust Multilevel Vector Field Anomaly Detection

    Julio E Castrillon-Candas +2

  14. math.ST 2022-05-26 reviewed
    Proximal operators deliver closed-form asymptotics for penalized estimators

    Proximal Estimation and Inference

    Alberto Quaini +1

  15. stat.ML 2022-02-11 reviewed
    f-divergences relax moment conditions for PAC-Bayes bounds

    Change of measure through the Legendre transform

    Antoine Picard-Weibel +1

  16. math.ST 2021-12-25 reviewed
    Possibilistic IMs match oracle reliability in decisions

    Decision-making with possibilistic inferential models

    Ryan Martin +2

  17. math.PR 2021-12-14 reviewed
    Random-matrix flows converge to low-dimensional stochastic processes

    The high-dimensional asymptotics of first order methods with random data

    Michael Celentano +2

  18. stat.ML 2021-10-21 reviewed
    AD-HMC converges geometrically with asymmetrical momenta

    Hamiltonian Monte Carlo with Asymmetrical Momentum Distributions

    Soumyadip Ghosh +2

  19. stat.ME 2021-09-23 reviewed
    New MIP estimator solves sparse PCA for 20,000 features

    Sparse PCA: A New Scalable Estimator Based On Integer Programming

    Kayhan Behdin +1

  20. cs.LG 2021-07-15 reviewed
    Wrap any model in 10 lines, get guaranteed coverage

    A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification

    Anastasios N. Angelopoulos +1

  21. cs.LG 2021-05-19 reviewed
    Thompson sampling limits coincide across models when gaps shrink

    Diffusion Approximations for Thompson Sampling in the Small Gap Regime

    Lin Fan +1

  22. stat.ML 2021-05-16 reviewed
    CME sample estimators converge at explicit rates even when misspecified

    Sobolev Norm Learning Rates for Conditional Mean Embeddings

    Prem Talwai +2

  23. math.ST 2021-04-08 reviewed
    Synthetic likelihood posteriors turn multimodal under misspecification

    Synthetic likelihood in misspecified models

    David T. Frazier +2

  24. econ.EM 2021-03-02 reviewed
    Nonstationarity inflates LRV estimates and distorts HAR tests

    Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference

    Alessandro Casini +2

  25. stat.ME 2021-02-18 reviewed
    Generative model jointly fits QQ responses using predictor dependencies

    A Generative Approach to Joint Modeling of Quantitative and Qualitative Responses

    Xiaoning Kang +3

  26. math.PR 2020-12-01 reviewed
    Word subsequence counts admit explicit spectral decomposition

    Spectral Analysis of Word Statistics

    Chaim Even-Zohar +2

  27. math.ST 2020-10-29 reviewed
    All Block Maxima estimator achieves lowest variance among BM methods

    All Block Maxima method for estimating the extreme value index

    Jochem Oorschot +1

  28. cs.LG 2020-07-05 reviewed
    Fat truncation enables efficient learning of Boolean products

    Efficient Parameter Estimation of Truncated Boolean Product Distributions

    Dimitris Fotakis +2

  29. stat.ME 2020-03-15 reviewed
    Influence parameter directs information flow in modular models

    Semi-Modular Inference: enhanced learning in multi-modular models by tempering the influence of components

    Chris U. Carmona +1

  30. math.ST 2019-07-26 reviewed
    Low-degree likelihood ratio predicts runtime for inference tasks

    Notes on Computational Hardness of Hypothesis Testing: Predictions using the Low-Degree Likelihood Ratio

    Dmitriy Kunisky +2

  31. math.ST 2019-07-26 reviewed
    Transform of Pearson's R removes leading normal error for any alpha

    An asymptotically optimal transform of Pearson's correlation statistic

    Iosif Pinelis

  32. cs.NI 2019-07-25 reviewed
    Distance threshold picks duplex mode to bound local delay in HetNets

    Delay Analysis in Full-Duplex Heterogeneous Cellular Networks

    Leila Marandi +3

  33. q-bio.PE 2019-07-24 reviewed
    SEIR Markov chains support complete MLE via EM

    Complete maximum likelihood estimation for SEIR epidemic models: theoretical development

    Divine Wanduku +1

  34. math.ST 2019-07-23 reviewed
    Node clustering controls FDR while maximizing true edge discoveries

    Graph inference with clustering and false discovery rate control

    Tabea Rebafka +2

  35. math.ST 2019-07-23 reviewed
    Skew-normal mixtures generate wide skewness and asymmetric tails

    Exploring the Distributional Properties of the Non-Gaussian Random Field Models

    Behzad Mahmoudian

  36. math.ST 2019-07-23 reviewed
    Penalty conditions make quasi-likelihood selection consistent for causal series

    Consistent model selection criteria and goodness-of-fit test for affine causal processes

    Jean-Marc Bardet (SAMM) +2

  37. math.PR 2019-07-23 reviewed
    Stochastic Tverberg theorems bound random hull intersections

    Stochastic Tverberg theorems and their applications in multi-class logistic regression, data separability, and centerpoints of data

    Jes\'us A. De Loera +1

  38. math.PR 2019-07-22 reviewed
    Conditional probability defined in Renyi spaces

    Conditional probability in Renyi spaces

    Gunnar Taraldsen

  39. math.ST 2019-07-22 reviewed
    Overlapping blocks lower variance in multivariate extreme-value estimators

    Multiple block sizes and overlapping blocks for multivariate time series extremes

    Nan Zou +2

  40. math.ST 2019-07-22 reviewed
    Posteriors on MDP dynamics converge at explicit rates

    Convergence Rates of Posterior Distributions in Markov Decision Process

    Zhen Li +1

  41. math.PR 2019-07-20 reviewed
    GRAMPA recovers exact matchings in correlated ER graphs

    Spectral Graph Matching and Regularized Quadratic Relaxations II: Erd\H{o}s-R\'enyi Graphs and Universality

    Zhou Fan +3

  42. stat.ML 2019-07-20 reviewed
    GRAMPA recovers exact graph matchings at noise level 1/log n

    Spectral Graph Matching and Regularized Quadratic Relaxations I: The Gaussian Model

    Zhou Fan +3

  43. cs.DS 2019-07-20 reviewed
    Domain compression trades shared randomness for fewer samples in distributed tests

    Domain Compression and its Application to Randomness-Optimal Distributed Goodness-of-Fit

    Jayadev Acharya +4

  44. math.ST 2019-07-20 reviewed
    Bootstrap approximates variance of randomized ensemble predictions

    Estimating the Algorithmic Variance of Randomized Ensembles via the Bootstrap

    Miles E. Lopes

  45. math.ST 2019-07-19 reviewed
  46. math.ST 2019-07-19 reviewed
    Data-driven estimator matches convex hull rates for r-convex sets

    Extent of occurrence reconstruction using a new data-driven support estimator

    A. Rodr\'iguez-Casal +1

  47. stat.ME 2019-07-18 reviewed
    Local linear beats local constant for scalar-on-function regression

    Scalar-on-function local linear regression and beyond

    Fr\'ed\'eric Ferraty +1

  48. math.ST 2019-07-18 reviewed
    Four central moments bound real matrix eigenvalue spreads

    Bounds on Spreads of Matrices related to Fourth Central Moment. II

    R.Sharma +3

  49. stat.ML 2019-07-17 reviewed
    AMP tracks SLOPE solution exactly in large limit

    Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing

    Zhiqi Bu +3

  50. math.PR 2019-07-16 reviewed
    Genealogies and locations in populations are dual

    Stochastic Evolution of spatial populations: From configurations to genealogies and back

    Andreas Greven