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In this paper, we study three asymptotic regimes that can be applied to ranking and selection (R&S) problems with general sample distributions. These asymptotic regimes are constructed by sending particular problem parameters (probability…

Probability · Mathematics 2017-05-18 Jing Dong , Yi Zhu

We present a multiple colour generalisation of the model of graph interacting urns studied by Benaim et. al., Random Struct. Alg., 46: 614-634, 2015. We show that for complete graphs and for a broad class of reinforcement functions…

Probability · Mathematics 2025-05-29 Benito Pires , Rafael A. Rosales

We study the question of how best to assign an encouragement in a randomized encouragement study. In our setting, units arrive with covariates, receive a nudge toward treatment or control, acquire one of those statuses in a way that need…

Methodology · Statistics 2025-05-12 Tim Morrison , Minh Nguyen , Jonathan Chen , Michael Baiocchi , Art B. Owen

We use some of the largest order statistics of the random projections of a reference signal to construct a binary embedding that is adapted to signals correlated with such signal. The embedding is characterized from the analytical…

Machine Learning · Computer Science 2017-01-31 Diego Valsesia , Enrico Magli

We consider the \mnk{classical} problem of a controller activating (or sampling) sequentially from a finite number of $N \geq 2$ populations, specified by unknown distributions. Over some time horizon, at each time $n = 1, 2, \ldots$, the…

Machine Learning · Statistics 2015-12-18 Wesley Cowan , Michael N. Katehakis

Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…

We study a system of interacting reinforced random walks defined on polygons. At each stage, each particle chooses an edge to traverse which is incident to its position. We allow the probability of choosing a given edge to depend on the sum…

Probability · Mathematics 2016-04-07 Jiro Akahori , Andrea Collevecchio , Timothy Garoni , Kais Hamza

We study the problem of causal structure learning from a combination of observational and interventional data generated by a linear non-Gaussian structural equation model that might contain cycles. Recent results show that using mere…

Machine Learning · Statistics 2025-12-05 Ehsan Sharifian , Saber Salehkaleybar , Negar Kiyavash

We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory,…

Statistics Theory · Mathematics 2021-03-30 Chih-Hao Chang , Hsin-Cheng Huang , Ching-Kang Ing

We provide general adaptive upper bounds for estimating nonparametric functionals based on second order U-statistics arising from finite dimensional approximation of the infinite dimensional models. We then provide examples of functionals…

Statistics Theory · Mathematics 2021-06-07 Lin Liu , Rajarshi Mukherjee , James Robins , Eric Tchetgen Tchetgen

Recent years have seen tremendous advances in the theory and application of sequential experiments. While these experiments are not always designed with hypothesis testing in mind, researchers may still be interested in performing tests…

Econometrics · Economics 2023-06-29 Karun Adusumilli

Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…

Statistics Theory · Mathematics 2017-12-12 Matias D. Cattaneo , Michael Jansson , Whitney K. Newey

We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solutions: our main result gives sufficient conditions for…

Dynamical Systems · Mathematics 2020-04-28 Stefano Bonaccorsi , Francesca Cottini , Delio Mugnolo

Consider the multicolored urn model where, after every draw, balls of the different colors are added to the urn in a proportion determined by a given stochastic replacement matrix. We consider some special replacement matrices which are not…

Probability · Mathematics 2009-02-09 Arup Bose , Amites Dasgupta , Krishanu Maulik

A semilinear reaction-diffusion two-point boundary value problem, whose second-order derivative is multiplied by a small positive parameter $\eps^2$, is considered. It can have multiple solutions. An asymptotic expansion is constructed for…

Numerical Analysis · Mathematics 2013-03-20 Natalia Kopteva , Martin Stynes

We investigate the clustering transition undergone by an exemplary random constraint satisfaction problem, the bicoloring of $k$-uniform random hypergraphs, when its solutions are weighted non-uniformly, with a soft interaction between…

Disordered Systems and Neural Networks · Physics 2020-11-13 Louise Budzynski , Guilhem Semerjian

Randomized experiments are the gold standard for estimating the causal effects of an intervention. In the simplest setting, each experimental unit is randomly assigned to receive treatment or control, and then the outcomes in each treatment…

Methodology · Statistics 2020-06-05 Guillaume Basse , Yi Ding , Panos Toulis

Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…

Statistics Theory · Mathematics 2020-07-14 Sandra Schluttenhofer , Jan Johannes

We study average treatment effect (ATE) estimation under complete randomization with many covariates in a design-based, finite-population framework. In randomized experiments, regression adjustment can improve precision of estimators using…

Statistics Theory · Mathematics 2025-11-12 Dogyoon Song

A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…

Statistics Theory · Mathematics 2008-12-18 Peter Radchenko