Related papers: Asymptotic Properties of Likelihood Based Linear M…
In [6], a constraint on invariant measures of bi-permutative cellular automata has been observed: fixed values at the positive indices determine almost-surely a uniform conditional probability on the subset of values of positive conditional…
Emerging applications of sensor networks for detection sometimes suggest that classical problems ought be revisited under new assumptions. This is the case of binary hypothesis testing with independent - but not necessarily identically…
Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…
We study local asymptotic properties of likelihood ratios of certain Heston models. We distinguish three cases: subcritical, critical and supercritical models. For the drift parameters, local asymptotic normality is proved in the…
The subject of robust estimation in time series is widely discussed in literature. One of the approaches is to use GM-estimation. This method incorporates a broad class of nonparametric estimators which under suitable conditions includes…
Consistently scaling pre-trained language models (PLMs) imposes substantial burdens on model adaptation, necessitating more efficient alternatives to conventional fine-tuning. Given the advantage of prompting in the zero-shot setting and…
Approximations to the modified signed likelihood ratio statistic are asymptotically standard normal with error of order $n^{-1}$, where $n$ is the sample size. Proofs of this fact generally require that the sufficient statistic of the model…
One of the primary challenges of system identification is determining how much data is necessary to adequately fit a model. Non-asymptotic characterizations of the performance of system identification methods provide this knowledge. Such…
This paper introduces a likelihood ratio (LR)-type test that possesses the robustness properties of \(C(\alpha)\)-type procedures in an extremum estimation setting. The test statistic is constructed by applying separate adjustments to the…
In large-scale few-shot learning for classification problems, often there are a large number of classes and few high-dimensional observations per class. Previous model-based methods, such as Fisher's linear discriminant analysis (LDA),…
We show how one can asymptotically reach the Heisenberg limit in quantum Hamiltonian learning without entanglement, globally coherent measurements, or dynamical control, using only local quantum operations. Our protocol uses…
We study the asymptotic properties of the GLS estimator in multivariate regression with heteroskedastic and autocorrelated errors. We derive Wald statistics for linear restrictions and assess their performance. The statistics remains robust…
We consider the estimation of the affine parameter (and power-law exponent) in the preferential attachment model with random initial degrees. We derive the likelihood, and show that the maximum likelihood estimator (MLE) is asymptotically…
Multiple imputation (MI) inference handles missing data by imputing the missing values $m$ times, and then combining the results from the $m$ complete-data analyses. However, the existing method for combining likelihood ratio tests (LRTs)…
Spectral estimation is a fundamental problem for time series analysis, which is widely applied in economics, speech analysis, seismology, and control systems. The asymptotic convergence theory for classical, non-parametric estimators, is…
If A=Z/2, then A^Z is a compact abelian group. A `linear cellular automaton' is a shift-commuting endomorphism F of A^Z. If P is a probability measure on A^Z, then F `asymptotically randomizes' P if F^j P converges to the Haar measure as…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is…
We consider a joint asymptotic framework for studying semi-nonparametric regression models where (finite-dimensional) Euclidean parameters and (infinite-dimensional) functional parameters are both of interest. The class of models in…
A growing number of weak- and unsupervised machine learning approaches to anomaly detection are being proposed to significantly extend the search program at the Large Hadron Collider and elsewhere. One of the prototypical examples for these…