Related papers: Semiparametric stationarity tests based on adaptiv…
Rigorous statistical evaluations of large language models (LLMs), including valid error bars and significance testing, are essential for meaningful and reliable performance assessment. Currently, when such statistical measures are reported,…
We consider the estimation of the location of the pole and memory parameter, \lambda ^0 and \alpha, respectively, of covariance stationary linear processes whose spectral density function f(\lambda) satisfies f(\lambda)\sim C| \lambda…
Large Language Models (LLMs) must continuously learn and update knowledge to remain effective in dynamic real-world environments. While Low-Rank Adaptation (LoRA) is widely used for such memory updates, existing studies mainly rely on…
This paper investigates bootstrap-based bias correction of semiparametric estimators of the long memory parameter, $d$, in fractionally integrated processes. The re-sampling method involves the application of the sieve bootstrap to data…
Linear structural error-in-variables models with univariate observations are revisited for studying modified least squares estimators of the slope and intercept. New marginal central limit theorems (CLT's) are established for these…
We look into the nonparametric regression estimation with additive and multiplicative noise and construct adaptive thresholding estimators based on Laguerre series. The proposed approach achieves asymptotically near-optimal convergence…
This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and strong dependency. A time-varying…
We consider linear two-time-scale stochastic approximation algorithms driven by martingale noise. Recent applications in machine learning motivate the need to understand finite-time error rates, but conventional stochastic approximation…
Testing whether a variable of interest affects the outcome is one of the most fundamental problem in statistics and is often the main scientific question of interest. To tackle this problem, the conditional randomization test (CRT) is…
We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…
Stochastic gradient descent (SGD) has emerged as the quintessential method in a data scientist's toolbox. Using SGD for high-stakes applications requires, however, careful quantification of the associated uncertainty. Towards that end, in…
We provide non-asymptotic convergence rates of the Polyak-Ruppert averaged stochastic gradient descent (SGD) to a normal random vector for a class of twice-differentiable test functions. A crucial intermediate step is proving a…
The nonparametric test for change-point detection proposed by Gombay and Horv\'ath is revisited and extended in the broader setting of empirical process theory. The resulting testing procedure for potentially multivariate observations is…
Multivariate linear regressions are widely used statistical tools in many applications to model the associations between multiple related responses and a set of predictors. To infer such associations, it is often of interest to test the…
Motivated by the increasing use of kernel-based metrics for high-dimensional and large-scale data, we study the asymptotic behavior of kernel two-sample tests when the dimension and sample sizes both diverge to infinity. We focus on the…
For long memory time series models with uncorrelated but dependent errors, we establish the asymptotic normality of the Whittle estimator under mild conditions. Our framework includes the widely used FARIMA models with GARCH-type…
The gold standard for identifying causal relationships is a randomized controlled experiment. In many applications in the social sciences and medicine, the researcher does not control the assignment mechanism and instead may rely upon…
Dedicated to the memory of Professor Tze Leung Lai, this paper introduces three multi-hypothesis sequential tests. These tests are derived from one-sided versions of the sequential probability ratio test and its modifications. They are…
The testlet model is a popular statistical approach widely used by researchers and practitioners to address local item dependence (LID), a violation of the local independence assumption in item response theory (IRT) which can cause various…
The characteristic feature of semi-selfsimilar process is the invariance of its finite dimensional distributions by certain dilation for specific scaling factor. Estimating the scale parameter $\lambda$ and the Hurst index of such processes…