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We deal with the orbit determination problem for a class of maps of the cylinder generalizing the Chirikov standard map. The problem consists of determining the initial conditions and other parameters of an orbit from some observations. A…

Mathematical Physics · Physics 2020-12-25 Stefano Marò

The bootstrap is a popular method of constructing confidence intervals due to its ease of use and broad applicability. Theoretical properties of bootstrap procedures have been established in a variety of settings. However, there is limited…

Statistics Theory · Mathematics 2024-04-19 Zhou Tang , Ted Westling

The Atmospheric Radiation Measurement program is a U.S. Department of Energy project that collects meteorological observations at several locations around the world in order to study how weather processes affect global climate change. As…

Applications · Statistics 2013-12-02 Joseph Guinness , Michael L. Stein

This paper provides conditions under which subsampling and the bootstrap can be used to construct estimators of the quantiles of the distribution of a root that behave well uniformly over a large class of distributions $\mathbf{P}$. These…

Statistics Theory · Mathematics 2013-02-19 Joseph P. Romano , Azeem M. Shaikh

We derive asymptotic theory for the plug-in estimate for density level sets under Hausdoff loss. Based on the asymptotic theory, we propose two bootstrap confidence regions for level sets. The confidence regions can be used to perform tests…

Methodology · Statistics 2016-09-06 Yen-Chi Chen , Christopher R. Genovese , Larry Wasserman

This paper is concerned with estimation and inference for the location of a change point in the mean of independent high-dimensional data. Our change point location estimator maximizes a new U-statistic based objective function, and its…

Methodology · Statistics 2020-02-12 Runmin Wang , Xiaofeng Shao

In this paper we propose an autoregressive wild bootstrap method to construct confidence bands around a smooth deterministic trend. The bootstrap method is easy to implement and does not require any adjustments in the presence of missing…

Methodology · Statistics 2019-12-12 Marina Friedrich , Stephan Smeekes , Jean-Pierre Urbain

We construct uniform and point-wise asymptotic confidence sets for the single edge in an otherwise smooth image function which are based on rotated differences of two one-sided kernel estimators. Using methods from M-estimation, we show…

Statistics Theory · Mathematics 2019-03-26 Viktor Bengs , Matthias Eulert , Hajo Holzmann

Inference methods for computing confidence intervals in parametric settings usually rely on consistent estimators of the parameter of interest. However, it may be computationally and/or analytically burdensome to obtain such estimators in…

Methodology · Statistics 2024-09-20 Samuel Orso , Mucyo Karemera , Maria-Pia Victoria-Feser , Stéphane Guerrier

Let $X= \{X(p), p\in M\}$ be a centered Gaussian random field, where $M$ is a smooth Riemannian manifold. For a suitable compact subset $D\subset M$, we obtain the approximations to excursion probability $\mathbb{P}\{\sup_{p\in D} X(p) \ge…

Probability · Mathematics 2015-05-05 Dan Cheng

In this paper, we consider the problem of using a robot to explore an environment with an unknown, state-dependent disturbance function while avoiding some forbidden areas. The goal of the robot is to safely collect observations of the…

Robotics · Computer Science 2021-05-17 Dawei Sun , Mohammad Javad Khojasteh , Shubhanshu Shekhar , Chuchu Fan

This study focuses on finite-sample inference on the non-linear Bures-Wasserstein manifold and introduces a generalized bootstrap procedure for estimating Bures-Wasserstein barycenters. We provide non-asymptotic statistical guarantees for…

Statistics Theory · Mathematics 2024-11-26 Alexey Kroshnin , Vladimir Spokoiny , Alexandra Suvorikova

Relying on the excursion set theory, we compute the number density of local extrema and crossing statistics versus the threshold for the stock market indices. Comparing the number density of excursion sets calculated numerically with the…

Statistical Finance · Quantitative Finance 2022-07-08 M. Shadmangohar , S. M. S. Movahed

A new computation method of frequentist $p$-values and Bayesian posterior probabilities based on the bootstrap probability is discussed for the multivariate normal model with unknown expectation parameter vector. The null hypothesis is…

Methodology · Statistics 2013-12-24 Hidetoshi Shimodaira

This paper presents a frequentist analysis of the hot and cold spots of the cosmic microwave background data collected by the Wilkinson Microwave Anisotropy Probe (WMAP). We compare the WMAP temperature statistics of extrema (number of…

Astrophysics · Physics 2009-11-10 David L. Larson , Benjamin D. Wandelt

Posterior distributions for community structure in sparse planted bi-section models are shown to achieve exact (resp. almost-exact) recovery, with sharp bounds for the sparsity regimes where edge probabilities decrease as $O(\log(n)/n)$…

Statistics Theory · Mathematics 2023-03-03 B. J. K. Kleijn , J. van Waaij

We propose a new conformal prediction method for time-series data with a guaranteed asymptotic conditional coverage rate, Sequential Conformalized Density Regions (SCDR), which is flexible enough to produce both prediction intervals and…

Methodology · Statistics 2026-04-09 M. Sampson , K. S. Chan

The asymptotic behaviour of the commonly used bootstrap percentile confidence interval is investigated when the parameters are subject to linear inequality constraints. We concentrate on the important one- and two-sample problems with data…

Statistics Theory · Mathematics 2022-12-06 Chunlin Wang , Paul Marriott , Pengfei Li

Random field excursions is an increasingly vital topic within data analysis in medicine, cosmology, materials science, etc. This work is the first detailed study of their Betti numbers in the so-called `sparse' regime. Specifically, we…

Probability · Mathematics 2018-08-24 Gugan Thoppe , Sunder Ram Krishnan

In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, and then minimize the expected volume of the symmetric…

Probability · Mathematics 2021-10-15 Abhinav Das , Vitalii Makogin , Evgeny Spodarev