Related papers: Asymptotics for weakly dependent errors-in-variabl…
We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle…
The local regularity of functional time series is studied under $L^p-m-$appro\-ximability assumptions. The sample paths are observed with error at possibly random design points. Non-asymptotic concentration bounds of the regularity…
This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…
This paper introduces a systematic approach to synthesize linear parameter-varying (LPV) representations of nonlinear (NL) systems which are described by input affine state-space (SS) representations. The conversion approach results in…
We prove the asymptotic properties of the maximum likelihood estimator (MLE) in time-varying transition probability (TVTP) regime-switching models. This class of models extends the constant regime transition probability in Markov-switching…
In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…
This article proposes a source-independent method for detecting faults along Transmission Lines (TL) to reduce the protection issues arising from Inverter-Based Resources (IBRs). In the proposed method, high-frequency waves are sent from…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
In this paper, we consider a least-squares (LS)-based distributed algorithm build on a sensor network to estimate an unknown parameter vector of a dynamical system, where each sensor in the network has partial information only but is…
An asymptotic analysis is performed for thin anisotropic elastic plate clamped along its lateral side and also supported at a small area $\theta_{h}$ of one base with diameter of the same order as the plate thickness $h\ll1.$ A…
Recently, a number of counter examples have surfaced where Linear Parameter-Varying (LPV) control synthesis applied to achieve asymptotic output tracking and disturbance rejection for a nonlinear system, fails to achieve the desired…
We study the problem of stabilizing an unknown partially observable linear time-invariant (LTI) system. For fully observable systems, leveraging an unstable/stable subspace decomposition approach, state-of-art sample complexity is…
The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…
Linear mixed effects are considered excellent predictors of cluster-level parameters in various domains. However, previous work has shown that their performance can be seriously affected by departures from modelling assumptions. Since the…
We investigate the theoretical performances of the Partial Least Square (PLS) algorithm in a high dimensional context. We provide upper bounds on the risk in prediction for the statistical linear model when considering the PLS estimator.…
This paper develops a rigorous asymptotic framework for likelihood-based inference in the Block Maxima (BM) method for stationary time series. While Bayesian inference under the BM approach has been widely studied in the independence…
Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…
In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimation procedure is proposed to estimate the link function for the single index and the parameters in the single index, as well as the…
This paper is concerned with nonparametric estimation of the weighted stochastic block model. We first show that the model implies a set of multilinear restrictions on the joint distribution of edge weights of certain subgraphs involving…
This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference…