Related papers: Asymptotics for weakly dependent errors-in-variabl…
Based on the Fundamental Lemma by Willems et al., the entire behaviour of a Linear Time-Invariant (LTI) system can be characterised by a single data sequence of the system as long the input is persistently exciting. This is an essential…
State estimates from weak constraint 4D-Var data assimilation can vary significantly depending on the data and model error covariances. As a result, the accuracy of these estimates heavily depends on the correct specification of both model…
The finite sample properties of estimators are usually understood or approximated using asymptotic theories. Two main asymptotic constructions have been used to characterize the presence of many instruments. The first assumes that the…
We study the asymptotic behavior of the marginal expected shortfall when the two random variables are asymptotic independent but positive associated, which is modeled by the so-called tail dependent coefficient. We construct an estimator of…
Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocovariances and sample autocorrelations. Focusing on weak…
In the linear-in-means model, endogeneity arises naturally due to the reflection problem. A common solution is to use Instrumental Variables (IVs) based on higher-order network links, such as using friends-of-friends' characteristics. We…
It is commonly accepted that some phenomena are social: for example, individuals' smoking habits often correlate with those of their peers. Such correlations can have a variety of explanations, such as direct contagion or shared…
We provide sharp empirical estimates of expectation, variance and normal approximation for a class of statistics whose variation in any argument does not change too much when another argument is modified. Examples of such weak interactions…
The inefficiency of using an unbiased estimator in a Monte Carlo procedure can be quantified using an inefficiency constant, equal to the product of the variance of the estimator and its mean computational cost. We develop methods for…
This paper considers the stability analysis for nonlinear sampled-data systems with failures in the feedback loop. The failures are caused by shared resources, and modeled by a weakly hard real-time (WHRT) dropout description. The WHRT…
We study the estimation problem for linear time-invariant (LTI) state-space models with Gaussian excitation of an unknown covariance. We provide non asymptotic lower bounds for the expected estimation error and the mean square estimation…
We study asymptotic properties of $M$-estimates of regression parameters in linear models in which errors are dependent. Weak and strong Bahadur representations of the $M$-estimates are derived and a central limit theorem is established.…
When proxies (external instruments) used to identify target structural shocks are weak, inference in proxy-SVARs (SVAR-IVs) is nonstandard and the construction of asymptotically valid confidence sets for the impulse responses of interest…
For the LISA mission, Tilt-To-Length (TTL) coupling is expected to be one of the dominant instrumental noise contributions after laser frequency noise is suppressed based, on assumptions on the size of the coupling and angular jitter…
This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…
Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…
We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…
We consider a high-probability non-asymptotic confidence estimation in the $\ell^2$-regularized non-linear least-squares setting with fixed design. In particular, we study confidence estimation for local minimizers of the regularized…
Very Long Baseline Interferometric (VLBI) observations of quasar jets enable one to measure many theoretically expected effects. Estimating the significance of observational findings is complicated by the correlated noise in the image…
Learning robust audio-visual embeddings requires bringing genuinely related audio and visual signals together while filtering out incidental co-occurrences - background noise, unrelated elements, or unannotated events. Most contrastive and…