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Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…

Methodology · Statistics 2022-09-15 Ryan Martin

Rerandomization is a modern experimental design technique that repeatedly randomizes treatment assignments until covariates are deemed balanced between treatment groups. This enhances the precision and coherence of causal effect estimators,…

Methodology · Statistics 2025-12-08 Antônio Carlos Herling Ribeiro Junior , Zach Branson

A refinement of so-called fast Johnson-Lindenstrauss transform, due to Ailon and Chazelle (2006), and Matou\v{s}ek (2008), is proposed. While it preserves the time efficiency and simplicity of implementation of the original construction, it…

Probability · Mathematics 2012-11-09 Paweł Wolff

The notion of $r$-crossing and $r$-nesting of a complete matching was introduced and a symmetry property was proved by Chen et al. [Trans. Amer. Math. Soc. 359 (2007) 1555-1575]. We consider random matchings of large size and study their…

Probability · Mathematics 2015-03-19 Jinho Baik , Robert Jenkins

Motivated by the papers of Mladenovc and Piterbarg (2006), Krajka (2011) and Pereira and Tan (2017), we study the limit properties for the maxima from nonstationary random fields subject to missing observations and obtain the weakly…

Probability · Mathematics 2023-06-27 Shengchao Zheng , Zhongquan Tan

Large-scale data are often characterized by some degree of inhomogeneity as data are either recorded in different time regimes or taken from multiple sources. We look at regression models and the effect of randomly changing coefficients,…

Methodology · Statistics 2016-08-11 Nicolai Meinshausen , Peter Bühlmann

When aggregating preferences of agents via voting, two desirable goals are to incentivize agents to participate in the voting process and then identify outcomes that are Pareto efficient. We consider participation as formalized by Brandl,…

Computer Science and Game Theory · Computer Science 2017-05-02 Haris Aziz , Pang Luo , Christine Rizkallah

We provide a reply to a comment by I. Goychuk arXiv:1501.06996 [cond-mat.stat-mech] (not under active consideration with Phys. Rev. Lett.) on our Letter A. Rebenshtok, S. Denisov, P. H\"anggi, and E. Barkai, {\em Phys. Rev. Lett.} {\bf…

Statistical Mechanics · Physics 2015-06-19 Adi Rebenshtok , Sergey Denisov , Peter Hänggi , Eli Barkai

We consider the problem of combining data from observational and experimental sources to make causal conclusions. This problem is increasingly relevant, as the modern era has yielded passive collection of massive observational datasets in…

Methodology · Statistics 2020-05-19 Evan Rosenman , Guillaume Basse , Art Owen , Michael Baiocchi

We begin by introducing a class of conditional density estimators based on local polynomial techniques. The estimators are boundary adaptive and easy to implement. We then study the (pointwise and) uniform statistical properties of the…

Statistics Theory · Mathematics 2023-12-19 Matias D. Cattaneo , Rajita Chandak , Michael Jansson , Xinwei Ma

This paper investigates and extends the computationally attractive nonparametric random coefficients estimator of Fox, Kim, Ryan, and Bajari (2011). We show that their estimator is a special case of the nonnegative LASSO, explaining its…

Econometrics · Economics 2019-09-20 Florian Heiss , Stephan Hetzenecker , Maximilian Osterhaus

A response to a letter to the editor by Schilling regarding Bartroff, Lorden, and Wang ("Optimal and fast confidence intervals for hypergeometric successes" 2022, arXiv:2109.05624)

Methodology · Statistics 2024-01-23 Jay Bartroff , Gary Lorden , Lijia Wang

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Statistics Theory · Mathematics 2007-06-13 Pierre Alquier

This rejoinder responds to discussions by of Caimo, Niezink, and Schweinberger and Fritz of ''A Tale of Two Datasets: Representativeness and Generalisability of Inference for Samples of Networks'' by Krivitsky, Coletti, and Hens, all…

Applications · Statistics 2024-01-02 Pavel N. Krivitsky , Pietro Coletti , Niel Hens

Singh and Kumar (2011) suggested estimators for calculating population variance using auxiliary attributes. This paper proposes a family of estimators based on an adaptation of the estimators presented by Kadilar and Cingi (2004) and Singh…

Statistics Theory · Mathematics 2014-03-04 Rajesh Singh , Sachin Malik

Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators that try to capture the best features of mixture of normals…

Methodology · Statistics 2009-01-05 Paolo Giordani , Xiuyan Mun , Robert Kohn

We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…

Machine Learning · Computer Science 2023-01-31 Junlong Lyu , Zhitang Chen , Wenlong Lyu , Jianye Hao

We solve the problem of estimating the distribution of presumed i.i.d. observations for the total variation loss. Our approach is based on density models and is versatile enough to cope with many different ones, including some density…

Statistics Theory · Mathematics 2024-01-05 Y. Baraud , H. Halconruy , G. Maillard

A recent letter titled "Explicit Analytical Solution for Random Close Packing in d=2 and d=3" published in Physical Review Letters proposes a first-principle computation of the random close packing (RCP) density in spatial dimensions d=2…

Statistical Mechanics · Physics 2025-09-01 Patrick Charbonneau , Peter K. Morse

Rejoinder to ``Analysis of variance--why it is more important than ever'' by A. Gelman [math.ST/0504499]

Statistics Theory · Mathematics 2007-06-13 Andrew Gelman