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The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…

Methodology · Statistics 2012-11-05 Cun-Hui Zhang , Stephanie S. Zhang

Large Deep Learning models are often compressed before being deployed in a resource-constrained environment. Can we trust the prediction of compressed models just as we trust the prediction of the original large model? Existing work has…

Computation and Language · Computer Science 2025-08-20 Rohit Raj Rai , Chirag Kothari , Siddhesh Shelke , Amit Awekar

Confidence sets play a fundamental role in statistical inference. In this paper, we consider confidence intervals for high dimensional linear regression with random design. We first establish the convergence rates of the minimax expected…

Statistics Theory · Mathematics 2015-11-30 T. Tony Cai , Zijian Guo

This work presents a novel simulation-based approach for constructing confidence regions in parametric models, which is particularly suited for generative models and situations where limited data and conventional asymptotic approximations…

Methodology · Statistics 2026-01-22 Elena Bortolato , Laura Ventura

We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…

Statistics Theory · Mathematics 2013-05-30 B. T. Knapik , B. T. Szabó , A. W. van der Vaart , J. H. van Zanten

The Gaussian sequence model is a canonical model in nonparametric estimation. In this study, we introduce a multivariate version of the Gaussian sequence model and investigate adaptive estimation over the multivariate Sobolev ellipsoids,…

Statistics Theory · Mathematics 2023-12-22 Takeru Matsuda

We consider the class of measurable functions defined in all of $\mathbb{R}^n$ that give rise to a nonlocal minimal graph over a ball of $\mathbb{R}^n$. We establish that the gradient of any such function is bounded in the interior of the…

Analysis of PDEs · Mathematics 2019-05-29 Xavier Cabre , Matteo Cozzi

We introduce a systematic approach for analyzing device-independent single-prover interactive protocols under computational assumptions. This is done by establishing an explicit correspondence with Bell inequalities and nonlocal games and…

Quantum Physics · Physics 2025-10-13 Ilya Merkulov , Rotem Arnon

We study confidence intervals based on hard-thresholding, soft-thresholding, and adaptive soft-thresholding in a linear regression model where the number of regressors $k$ may depend on and diverge with sample size $n$. In addition to the…

Statistics Theory · Mathematics 2018-10-08 Ulrike Schneider

In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…

Methodology · Statistics 2024-05-27 Soudeep Deb , Claudia Neves , Subhrajyoty Roy

Using the mathematical framework of information geometry, we introduce a novel method which allows one to efficiently determine the exact shape of simultaneous confidence regions for non-linearly parametrised models. Furthermore, we show…

Methodology · Statistics 2022-11-08 Rafael Arutjunjan , Bjoern Malte Schaefer , Clemens Kreutz

Regression on manifolds, and, more broadly, statistics on manifolds, has garnered significant importance in recent years due to the vast number of applications for non Euclidean data. Circular data is a classic example, but so is data in…

Machine Learning · Statistics 2025-07-18 Alejandro Cholaquidis , Fabrice Gamboa , Leonardo Moreno

We prove that that for nonlinear elastic energies with strong enough energetic control of the outer distortion of admissible deformations, almost everywhere global invertibility as constraint can be obtained in the $\Gamma$-limit of the…

Analysis of PDEs · Mathematics 2022-06-29 Stefan Krömer , Philipp Reiter

Among all metrics on $\mathbb S^d$ with $d>4$ that are conformal to the standard metric and have positive scalar curvature, the total $\sigma_2$-curvature, normalized by the volume, is uniquely (up to M\"obius transformations) minimized by…

Analysis of PDEs · Mathematics 2024-12-18 Rupert L. Frank , Jonas W. Peteranderl

Let $Y$ be a stochastic process on $[0,1]$ satisfying $dY(t) = n^{1/2} f(t) dt + dW(t)$, where $n \ge 1$ is a given scale parameter (``sample size''), $W$ is standard Brownian motion and $f$ is an unknown function. Utilizing suitable…

Statistics Theory · Mathematics 2013-12-24 Lutz Duembgen

A new construction is presented of scalar-flat Kaehler metrics on non-minimal ruled surfaces. The method is based on the resolution of singularities of orbifold ruled surfaces which are closely related to rank-2 parabolically stable…

Differential Geometry · Mathematics 2007-05-23 Yann Rollin , Michael A. Singer

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

Methodology · Statistics 2021-06-15 Edwin Fong , Chris Holmes

We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…

Statistics Theory · Mathematics 2017-02-07 Yun Yang , Zuofeng Shang , Guang Cheng

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

Complicated physical problems usually are solved by resorting to perturbation theory leading to solutions in the form of asymptotic series in powers of small parameters. However, finite, and even large values of the parameters often are of…

Mathematical Physics · Physics 2021-06-23 V. I. Yukalov , E. P. Yukalova