Related papers: Rejoinder
This paper investigates estimation and inference for average treatment effects in completely randomized experiments when researchers observe potentially many covariates. Within Neyman's (1923) design-based framework, allowing the number of…
Rejoinder of "A significance test for the lasso" by Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani [arXiv:1301.7161].
In the article "Universal Densities Exist for Every Finite Reference Measure" (IEEE Trans. Inform. Theory, vol. 69, no. 8, pp. 5277--5288, 2023) we neglected to mention relevant contributions of Boris Ryabko. We cited a source by him that…
We comment on Z. D. Zhang's Response [arXiv:0812.2330] to our recent Comment [arXiv:0811.3876] addressing the conjectured solution of the three-dimensional Ising model reported in [arXiv:0705.1045].
Let (W_i, J_i) be a sequence of i.i.d. R_+ x R-valued random vectors. Considering the partial sum of the first component and the corresponding maximum of the second component, we are interested in the limit distributions that can be…
Additive regression models have a long history in multivariate nonparametric regression. They provide a model in which each regression function depends only on a single explanatory variable allowing to obtain estimators at the optimal…
We respond to comments on our paper, titled "Instrumental variable estimation of the causal hazard ratio."
This is a technical report, containing all the theorem proofs and additional evaluations in paper "Monitor Placement for Maximal Identifiability in Network Tomography" by Liang Ma, Ting He, Kin K. Leung, Ananthram Swami, Don Towsley,…
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…
Tutorial chapter on the Online EM algorithm to appear in the volume 'Mixtures' edited by Kerrie Mengersen, Mike Titterington and Christian P. Robert.
The main aim of the present book is to suggest some improved estimators using auxiliary and attribute information in case of simple random sampling and stratified random sampling and some inventory models related to capacity constraints.…
We consider a large class of interacting particle systems in 1D described by an energy whose interaction potential is singular and non-local. This class covers Riesz gases (in particular, log gases) and applications to plasticity and…
We discuss the problem of adding random matrices, which enable us to study Hamiltonians consisting of a deterministic term plus a random term. Using a diagrammatic approach and introducing the concept of ``gluon connectedness," we calculate…
The seminal work of Morgan and Rubin (2012) considers rerandomization for all the units at one time. In practice, however, experimenters may have to rerandomize units sequentially. For example, a clinician studying a rare disease may be…
We consider the problem of multi-task learning in the high dimensional setting. In particular, we introduce an estimator and investigate its statistical and computational properties for the problem of multiple connected linear regressions…
This article is preface to the SIGMA special issue "Tensor Models, Formalism and Applications", http://www.emis.de/journals/SIGMA/Tensor_Models.html. The issue is a collection of eight excellent, up to date reviews on random tensor models.…
Rejoinder: 2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization [arXiv:0708.0083]
In this paper, three different proofs to a result of Wang, Peng and Yang (2013) which related to the joint mixability of elliptical distributions with the same characteristic generator are present. Moreover, we generalize this result to any…
Atar, Chowdhary and Dupuis have recently exhibited a variational formula for exponential integrals of bounded measurable functions in terms of R\'enyi divergences. We develop a variational characterization of the R\'enyi divergences between…
Discussion on "Random-projection ensemble classification" by T. Cannings and R. Samworth. We believe that the proposed approach can find many applications in economics such as credit scoring (e.g. Altman (1968)) and can be extended to more…