archive
Every paper Pith has read. Search by title, abstract, or pith.
883 papers in stat.TH · page 18
-
CLT holds for L_p error of Grenander estimator in Cox model
On the $L_p$-error of the Grenander-type estimator in the Cox model
-
Markov basis connects all tables with the same margins
What is... a Markov basis?
-
Triangular arrays challenge textbook inequalities for high-dim time series
Probability inequalities for high dimensional time series under a triangular array framework
-
Shadow annealing optimizes unknown criteria
Shadow Simulated Annealing algorithm: a new tool for global optimisation and statistical inference
-
Averaged private kernels attain rate n^(-(2s-1)/(2s+1))
Pointwise adaptive kernel density estimation under local approximate differential privacy
-
History alone determines Bayesian strategies for Poisson bandits
A new approach to Poissonian two-armed bandit problem
-
Kernel estimators for spherical FAR processes are consistent
Asymptotics for Spherical Functional Autoregressions
-
Nyström sampling matches full kernel PCA accuracy at lower cost
Gain with no Pain: Efficient Kernel-PCA by Nystr\"om Sampling
-
Division rate recovered from cell size data in adder model
Estimating the division rate from indirect measurements of single cells
-
Asymptotic normality for conditional density under right censoring and mixing
Nonparametric estimation of the conditional density function with right-censored and dependent data
-
Conjugate priors enable Bayesian inference on Stiefel manifold
A Bayesian Approach for Analyzing Data on the Stiefel Manifold
-
Product designs achieve A- and E-optimality in heteroscedastic models
Optimal experimental designs for treatment contrasts in heteroscedastic models with covariates
-
Hybrid prior ensures well-posed Bayesian reconstruction from Poisson scattering data
Bayesian approach for inverse obstacle scattering with Poisson data
-
NN anomaly detection gets finite-sample misclassification bounds
Statistical Analysis of Nearest Neighbor Methods for Anomaly Detection
-
Mixture testing matches classical sample complexity
Testing Mixtures of Discrete Distributions
-
Monotonicity testing over posets needs Ω(n/log n) samples
Towards Testing Monotonicity of Distributions Over General Posets
-
Hybrid estimator adapts to data heterogeneity for common mean
Estimating location parameters in entangled single-sample distributions
-
Matrix recovery error directly bounds inference error
On Inferences from Completed Data
-
Quantitative McDiarmid bound holds for geometric Markov chains
A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
-
Gradient truncation yields sub-Gaussian bounds in stochastic mirror descent
Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method
-
Matrix of effective SNRs governs community detection in varied networks
The Geometry of Community Detection via the MMSE Matrix
-
Independent priors on many parameters stop Bayes factors learning from data
Bayes factors with (overly) informative priors
-
Graph coloring builds blocked designs preserving chosen interactions
Construction of Blocked Factorial Designs to Estimate Main Effects and Selected Two-Factor Interactions
-
BH isolates changed panels post CUSUM-SR detection
Estimation of common change point and isolation of changed panels after sequential detection
-
Replica predictions proven exact for linear inference phase transitions
Understanding Phase Transitions via Mutual Information and MMSE
-
Nelson-Aalen estimator overestimates cumulative hazard in small samples
Large Deviations of the Estimated Cumulative Hazard Rate
-
Wasserstein distance quantiles maximised by endpoint-uniform mixtures
Bounding quantiles of Wasserstein distance between true and empirical measure
-
Unbiased reciprocal-mean estimator matches MLE asymptotically
Unbiased Estimation of the Reciprocal Mean for Non-negative Random Variables
-
Convex order ranks two failure probability estimators
Estimating a probability of failure with the convex order in computer experiments
-
Bound on VC entropy yields consistency for sparse isotonic regression
Sparse High-Dimensional Isotonic Regression
-
Probability spaces clarify causal effects and randomization
Causal models on probability spaces
-
Double CV consistently picks factor count for large p and n
Double Cross Validation for the Number of Factors in Approximate Factor Models
-
Greedy solver estimates sparse precision matrices faster
A greedy algorithm for sparse precision matrix approximation
-
Power Lindley distribution not always moment-unique
Power Lindley distribution and software metrics
-
Two mediator steps suffice to bound causation probability tightly
Bounding Causes of Effects with Mediators
-
k-NN estimates achieve L2 consistency for KL divergence
Statistical estimation of the Kullback-Leibler divergence
-
Markov chain on graph converges to any reachable target distribution
Constrained Monte Carlo Markov Chains on Graphs
-
The paper proposes a trimmed-residual CUSUM test for detecting dispersion parameter…
Robust test for dispersion parameter change in discretely observed diffusion processes
-
primePCA recovers PCA components geometrically under heterogeneous missingness
High-dimensional principal component analysis with heterogeneous missingness
-
Moment functionals need nearly full count of Gaussians
The multidimensional truncated Moment Problem: Shape and Gaussian Mixture Reconstruction from Derivatives of Moments
-
Private median estimators achieve sub-Gaussian errors without moments
Differentially private sub-Gaussian location estimators
-
Quantum entropy regularization yields the first nearly-linear time algorithm for optimal…
Quantum Entropy Scoring for Fast Robust Mean Estimation and Improved Outlier Detection
-
PCA recovers low-dimensional subspace for heavy-tailed extremes
Principal Component Analysis for Multivariate Extremes
-
ULAN models admit general asymptotics for preliminary test estimators
Preliminary test estimation in ULAN models
-
Simple algorithms cluster piecewise stationary time series
Clustering piecewise stationary processes
-
Non-separable penalties concentrate to separable ones in high dimensions
Approximate separability of symmetrically penalized least squares in high dimensions: characterization and consequences
-
Noise smoothing on truncated means yields exponential tails from second moments
Distribution-robust mean estimation via smoothed random perturbations
-
Bayesian conjugate gradient yields sequence of Gaussian estimates
Comments on the article "A Bayesian conjugate gradient method"
-
Assumptions link optimal designs with and without intercept in GLMs
A note on locally optimal designs for generalized linear models with restricted support
-
Correlated chi-squared sums approximate gamma distributions
A note on sum and difference of correlated chi-squared variables