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We describe Monte Carlo methods for estimating lower envelopes of expectations of real random variables. We prove that the estimation bias is negative and that its absolute value shrinks with increasing sample size. We discuss fairly…

Probability · Mathematics 2019-09-02 Arne Decadt , Gert de Cooman , Jasper De Bock

Assume that several competing methods are available to estimate a parameter in a given statistical model. The aim of estimator averaging is to provide a new estimator, built as a linear combination of the initial estimators, that achieves…

Statistics Theory · Mathematics 2017-03-08 Frédéric Lavancier , P Rochet

In the very near future, weak lensing surveys will map the projected density of the universe in an unbiased way over large regions of the sky. In order to interpret the results of studies it is helpful to develop an understanding of the…

Astrophysics · Physics 2008-11-26 Dipak Munshi , Peter Coles

Using 1000 ray-tracing simulations for a {\Lambda}-dominated cold dark model in Sato et al. (2009), we study the covariance matrix of cosmic shear correlation functions, which is the standard statistics used in the previous measurements.…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-19 Masanori Sato , Masahiro Takada , Takashi Hamana , Takahiko Matsubara

We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimizes a convex risk functional under the l1-constraint. It is…

Statistics Theory · Mathematics 2007-06-13 Anatoli Juditsky , Alexander Nazin , Alexandre Tsybakov , Nicolas Vayatis

We study estimation, pointwise and simultaneous inference, and confidence intervals for many average partial effects of lasso Logit. Focusing on high-dimensional, cluster-sampling environments, we propose a new average partial effect…

Econometrics · Economics 2022-01-19 Harold D. Chiang

While investigating quantum correlations in atomic systems, we note that single measurements contain information about these correlations. Using a simple model of measurement -- analogous to the one used in quantum optics -- we show how to…

Soft Condensed Matter · Physics 2009-11-10 Radka Bach , Kazimierz Rzazewski

We show that the limiting variance of a sequence of estimators for a structured covariance matrix has a general form that appears as the variance of a scaled projection of a random matrix that is of radial type and a similar result is…

Statistics Theory · Mathematics 2024-07-03 Hendrik Paul Lopuhaä

We show that correlation matrices with particular average and variance of the correlation coefficients have a notably restricted spectral structure. Applying geometric methods, we derive lower bounds for the largest eigenvalue and the…

Mathematical Physics · Physics 2021-08-25 Yuriy Stepanov , Hendrik Herrmann , Thomas Guhr

Cosmological weak lensing by the large scale structure of the Universe, cosmic shear, is coming of age as a powerful probe of the parameters describing the cosmological model and matter power spectrum. It complements CMB studies, by…

Astrophysics · Physics 2009-11-10 Patrick Simon , Lindsay J. King , Peter Schneider

The fully general calculation of the cosmic error on N-point correlation functions and related quantities is presented. More precisely, the variance caused by the finite volume, discreteness, and edge effects is determined for {\em any}…

Astrophysics · Physics 2016-11-23 I. Szapudi

We present a general framework for studying regularized estimators; such estimators are pervasive in estimation problems wherein "plug-in" type estimators are either ill-defined or ill-behaved. Within this framework, we derive, under…

Statistics Theory · Mathematics 2020-07-14 Michael Jansson , Demian Pouzo

Functional data analysis has been a growing field of study in recent decades, and one fundamental task in functional data analysis is estimating the sample location. A notion called statistical depth has been extended from multivariate data…

Applications · Statistics 2018-11-06 Xudong Zhang

We reconsider the inference of spatial power spectra from angular clustering data and show how to include correlations in both the angular correlation function and the spatial power spectrum. Inclusion of the full covariance matrices…

Astrophysics · Physics 2009-10-31 Daniel J. Eisenstein , Matias Zaldarriaga

The extremal dependence structure of a regularly varying random vector Xis fully described by its limiting spectral measure. In this paper, we investigate how torecover characteristics of the measure, such as extremal coefficients, from the…

Statistics Theory · Mathematics 2024-07-04 Marco Oesting , Olivier Wintenberger

Oscillators are ubiquitous in nature, and usually associated with the existence of an asymptotic phase that governs the long-term dynamics of the oscillator. % We show that asymptotic phase can be estimated using a carefully chosen series…

Dynamical Systems · Mathematics 2022-03-10 Simon Wilshin , Matthew D. Kvalheim , Clayton Scott , Shai Revzen

We introduce methods which allow observed galaxy clustering to be used together with observed luminosity or stellar mass functions to constrain the physics of galaxy formation. We show how the projected two-point correlation function of…

Astrophysics of Galaxies · Physics 2016-03-02 Marcel P. van Daalen , Bruno M. B. Henriques , Raul E. Angulo , Simon D. M. White

A novel application of lattice QCD spectral reconstruction is presented, in which euclidean correlation function data in a fixed time range are used to infer values outside the range, enabling a model-independent investigation of the…

High Energy Physics - Lattice · Physics 2023-11-13 John Bulava

The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…

solv-int · Physics 2009-07-11 Craig A. Tracy , Harold Widom

A generic, model-independent method for the analysis of the two-particle short-range correlations is presented, that can be utilized to describe e.g. Bose-Einstein (HBT or GGLP), statistical, dynamical or other short-range correlation…

High Energy Physics - Phenomenology · Physics 2009-10-31 T. Csorgo , A. T. Szerzo