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This paper develops theory for feasible estimators of finite-dimensional parameters identified by general conditional quantile restrictions, under much weaker assumptions than previously seen in the literature. This includes instrumental…

Statistics Theory · Mathematics 2021-10-07 Luciano de Castro , Antonio F. Galvao , David M. Kaplan , Xin Liu

Consider the point process (in $\mathbb{R}^d$) of local maxima of smooth Gaussian fields, with sufficient decay of correlation at infinity, above a level $u$. We show that this point process, rescaled appropriately, converges weakly to a…

Probability · Mathematics 2026-02-25 Dmitry Beliaev , Akshay Hegde

In this paper, we propose an easy-to-implement residual-based specification testing procedure for detecting structural changes in factor models, which is powerful against both smooth and abrupt structural changes with unknown break dates.…

Econometrics · Economics 2025-01-22 Bin Peng , Liangjun Su , Yayi Yan

Motivated by small bandwidth asymptotics for kernel-based semiparametric estimators in econometrics, this paper establishes Gaussian approximation results for high-dimensional fixed-order $U$-statistics whose kernels depend on the sample…

Statistics Theory · Mathematics 2025-10-15 Shunsuke Imai , Yuta Koike

Quantum simulation in its current state faces experimental overhead in terms of physical space and cooling. We propose boson sampling as an alternative compact synthetic platform performing at room temperature. Identifying the capability of…

Quantum Physics · Physics 2025-04-03 Anuprita V. Kulkarni , Vatsana Tiwari , Auditya Sharma , Ankur Raina

The Gottesman-Knill theorem says that a stabilizer circuit -- that is, a quantum circuit consisting solely of CNOT, Hadamard, and phase gates -- can be simulated efficiently on a classical computer. This paper improves that theorem in…

Quantum Physics · Physics 2009-11-10 Scott Aaronson , Daniel Gottesman

While quantum speed-up in solving certain decision problems by a fault-tolerant universal quantum computer has been promised, a timely research interest includes how far one can reduce the resource requirement to demonstrate a provable…

Quantum Physics · Physics 2018-01-01 Jacob Miller , Stephen Sanders , Akimasa Miyake

We consider the problems of testing and learning an unknown $n$-qubit Hamiltonian $H$ from queries to its evolution operator $e^{-iHt}$ under the normalized Frobenius norm. We prove: 1. Local Hamiltonians: We give a tolerant testing…

Quantum Physics · Physics 2025-06-09 Srinivasan Arunachalam , Arkopal Dutt , Francisco Escudero Gutiérrez

We numerically investigate measurement-induced phase transitions in monitored free fermions through the spectral and eigenstate properties of the entanglement Hamiltonian. By analyzing entanglement scaling, we identify three non-trivial…

Quantum Physics · Physics 2025-09-11 Karim Chahine , Michael Buchhold

We consider the problem of constructing confidence intervals for the locations of change points in a high-dimensional mean shift model. To that end, we develop a locally refitted least squares estimator and obtain component-wise and…

Methodology · Statistics 2021-07-21 Abhishek Kaul , George Michailidis

Detecting change-points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these…

Machine Learning · Statistics 2024-08-29 Jie Li , Paul Fearnhead , Piotr Fryzlewicz , Tengyao Wang

U-statistics are a fundamental class of estimators that generalize the sample mean and underpin much of nonparametric statistics. Although extensively studied in both statistics and probability, key challenges remain: their high…

Statistics Theory · Mathematics 2026-02-19 Cesare Miglioli , Jordan Awan

We introduce an estimation method for the scaled skewness coefficient of the sample mean of short and long memory linear processes. This method can be extended to estimate higher moments such as curtosis coefficient of the sample mean. Also…

Statistics Theory · Mathematics 2020-05-25 Masoud M Nasari , Mohamedou Ould-Haye

We investigate the asymptotic properties of the integrated periodogram calculated from a sequence of indicator functions of dependent extremal events. An event in Euclidean space is extreme if it occurs far away from the origin. We use a…

Statistics Theory · Mathematics 2015-03-16 Thomas Mikosch , Yuwei Zhao

Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…

Methodology · Statistics 2025-10-02 Alexis Romero , Kyle Cranmer , Daniel Whiteson

Two-sample $U$-statistics are widely used in a broad range of applications, including those in the fields of biostatistics and econometrics. In this paper, we establish sharp Cram\'{e}r-type moderate deviation theorems for Studentized…

Statistics Theory · Mathematics 2016-09-29 Jinyuan Chang , Qi-Man Shao , Wen-Xin Zhou

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

Probability · Mathematics 2017-12-05 Bojan Basrak , Hrvoje Planinic , Philippe Soulier

The aim of this article is to design a moment transformation for Student- t distributed random variables, which is able to account for the error in the numerically computed mean. We employ Student-t process quadrature, an instance of…

Methodology · Statistics 2017-03-17 Jakub Prüher , Filip Tronarp , Toni Karvonen , Simo Särkkä , Ondřej Straka

Quantum correlations between measurements of separated observers are crucial for applications like randomness generation and key distribution. Although device-independent security can be certified with minimal assumptions, current protocols…