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We consider the problem of testing whether a single coefficient is equal to zero in linear models when the dimension of covariates $p$ can be up to a constant fraction of sample size $n$. In this regime, an important topic is to propose…

Statistics Theory · Mathematics 2025-05-06 Kaiyue Wen , Tengyao Wang , Yuhao Wang

In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…

Machine Learning · Computer Science 2019-03-22 Anastasios Tsiamis , George J. Pappas

Distance-based regression model, as a nonparametric multivariate method, has been widely used to detect the association between variations in a distance or dissimilarity matrix for outcomes and predictor variables of interest in genetic…

Statistics Theory · Mathematics 2022-03-14 Yuke Shi , Wei Zhang , Aiyi Liu , Qizhai Li

Several hypothesis testing methods have been proposed to validate the assumption of isotropy in spatial point patterns. A majority of these methods are characterised by an unknown distribution of the test statistic under the null hypothesis…

Methodology · Statistics 2025-04-09 Jakub J. Pypkowski , Adam M. Sykulski , James S. Martin

Gaussian random fields pervade all areas of science. However, it is often the departures from Gaussianity that carry the crucial signature of the nonlinear mechanisms at the heart of diverse phenomena, ranging from structure formation in…

Statistical Mechanics · Physics 2015-06-05 T. H. Beuman , A. M. Turner , V. Vitelli

A direct saddle-point analysis (without relying on any modular forms, identities or functional equations) is developed to establish the asymptotics of Fishburn matrices and a large number of other variants with a similar sum…

Combinatorics · Mathematics 2020-10-14 Hsien-Kuei Hwang , Emma Yu Jin

In the analysis of cluster data, the regression coefficients are frequently assumed to be the same across all clusters. This hampers the ability to study the varying impacts of factors on each cluster. In this paper, a semiparametric model…

Statistics Theory · Mathematics 2009-08-25 Wenyang Zhang , Jianqing Fan , Yan Sun

Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an…

Statistics Theory · Mathematics 2008-06-27 Yuval Nardi , David O. Siegmund , Benjamin Yakir

We study a structured permutation scheme for two-sample testing that restricts permutations to single cross-swaps between block-selected representatives. Our analysis yields three main results. First, we provide an exact validity…

Machine Learning · Statistics 2025-12-02 Jungwoo Ho

Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…

Statistical Mechanics · Physics 2007-05-23 Hugo Touchette , Christian Beck

The Full Bayesian Significance Test (FBST) possesses many desirable aspects, such as dismissing the need for hypotheses to have positive prior probability and providing a measure of evidence against $H_0$. Still, few attempts have been made…

Methodology · Statistics 2025-07-23 Rodrigo F. L. Lassance , Julio M. Stern , Rafael B. Stern

A basic statistical mechanics analysis of many-body systems with non-reciprocal pair interactions is presented. Different non-reciprocity classes in two- and three-dimensional binary systems (relevant to real experimental situations) are…

Statistical Mechanics · Physics 2015-10-09 A. V. Ivlev , J. Bartnick , M. Heinen , H. Löwen

This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…

Econometrics · Economics 2019-09-24 Christoph Breunig

In the study of heavy tail data, several models have been introduced. If the interest is in the tail of the distribution, block maxima or excess over thresholds are the typical approaches, wasting relevant information in the bulk of the…

Methodology · Statistics 2026-02-10 Luis E. Nieto-Barajas

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

The Gaussian graphical model is routinely employed to model the joint distribution of multiple random variables. The graph it induces is not only useful for describing the relationship between random variables but also critical for…

Methodology · Statistics 2022-12-15 Thien-Minh Le , Ping-Shou Zhong , Chenlei Leng

In this paper, the generalized shift-splitting preconditioner is implemented for saddle point problems with symmetric positive definite (1,1)-block and symmetric positive semidefinite (2,2)-block. The proposed preconditioner is extracted…

Numerical Analysis · Mathematics 2015-03-03 Davod Khojasteh Salkuyeh , Mohsen Masoudi , Davod Hezari

Model selection in latent block models has been a challenging but important task in the field of statistics. Specifically, a major challenge is encountered when constructing a test on a block structure obtained by applying a specific…

Machine Learning · Statistics 2021-06-08 Chihiro Watanabe , Taiji Suzuki

Many scientific applications involve testing theories that are only partially specified. This task often amounts to testing the goodness-of-fit of a candidate distribution while allowing for reasonable deviations from it. The tolerant…

Statistics Theory · Mathematics 2026-01-28 Lucas Kania , Tudor Manole , Larry Wasserman , Sivaraman Balakrishnan

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

Probability · Mathematics 2023-10-16 Giorgio Cipolloni , László Erdős , Dominik Schröder