Related papers: A note on critical dimensions in profile semiparam…

This paper explores the possibility of establishing an analytic form of the distribution of the order parameter fluctuations in a two-dimensional critical spin wave model, or width fluctuations of a two dimensional Edwards-Wilkinson…

We present a simple argument which determines the critical value of the anomaly coefficient in four dimensional conformal factor quantum gravity, at which a phase transition between a smooth and elongated phase should occur. The argument is…

We consider higher order frequentist inference for the parametric component of a semiparametric model based on sampling from the posterior profile distribution. The first order validity of this procedure established by Lee, Kosorok and Fine…

We consider the problem of estimating the structural function in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The proposed…

This paper considers estimation of large dynamic factor models with common and idiosyncratic trends by means of the Expectation Maximization algorithm, implemented jointly with the Kalman smoother. We show that, as the cross-sectional…

Using the results of large scale numerical simulations we study the probability distribution of the pseudo critical temperature for the three-dimensional Edwards-Anderson Ising spin glass and for the fully connected Sherrington-Kirkpatrick…

Fisher's criterion is a widely used tool in machine learning for feature selection. For large search spaces, Fisher's criterion can provide a scalable solution to select features. A challenging limitation of Fisher's criterion, however, 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…

The critical indices \alpha', \beta, \gamma' and \delta of the Quark Gluon Bags with Surface Tension Model that has the critical endpoint are calculated and compared with the exponents of other models. These indices are expressed in terms…

Robust and semiparametric statistics are of the same historical origin and largely employ the same locally asymptotically normal framework. In our talk, we consider he following more intrinsic connections of both fields: 1) Robust influence…

We devise a geometric description of bounded systems at criticality in any dimension $d$. This is achieved by altering the flat metric with a space dependent scale factor $\gamma(x)$, $x$ belonging to a general bounded domain $\Omega$.…

Determining the number of factors in high-dimensional factor modeling is essential but challenging, especially when the data are heavy-tailed. In this paper, we introduce a new estimator based on the spectral properties of Spearman sample…

Nonparametric generalized likelihood ratio test is popularly used for model checking for regressions. However, there are two issues that may be the barriers for its powerfulness. First, the bias term in its liming null distribution causes…

The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

We initiate the rigorous study of classification in semimetric spaces, which are point sets with a distance function that is non-negative and symmetric, but need not satisfy the triangle inequality. For metric spaces, the doubling dimension…

Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covariance matrix from a high-dimensional factor model. However, the…

We study the statistical geometry of random chords on n-dimensional spheres by deriving explicit analytical expressions for the chord length distribution and its associated structural properties. A critical threshold emerges at dimension…

Causal effects are often characterized with averages, which can give an incomplete picture of the underlying counterfactual distributions. Here we consider estimating the entire counterfactual density and generic functionals thereof. We…

We combine the finite size scaling method with the meshfree spectral method to calculate quantum critical parameters for a given Hamiltonian. The basic idea is to expand the exact wave function in a finite exponential basis set and…