Related papers: Quasi-MLE for quadratic ARCH model with long memor…

Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…

We consider the class of optimization problems arising from computationally intensive L1-regularized M-estimators, where the function or gradient values are very expensive to compute. A particular instance of interest is the L1-regularized…

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

We provide finite sample properties of sparse multivariate ARCH processes, where the linear representation of ARCH models allows for an ordinary least squares estimation. Under the restricted strong convexity of the unpenalized loss…

In the accompanying paper of arXiv:2505.00697, we have presented a generalized scheme of adaptive quantum gradient estimation (QGE) algorithm, and further proposed two practical variants which not only achieve doubly quantum enhancement in…

Learning stationary policies in infinite-horizon general-sum Markov games (MGs) remains a fundamental open problem in Multi-Agent Reinforcement Learning (MARL). While stationary strategies are preferred for their practicality, computing…

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…

We introduce a point process regression model that is applicable to price models and limit order book models. Hawkes type autoregression in the intensity process is generalized to a stochastic regression to covariate processes. We establish…

We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation…

This paper considers quantile regression for a wide class of time series models including ARMA models with asymmetric GARCH (AGARCH) errors. The classical mean-variance models are reinterpreted as conditional location-scale models so that…

We investigate the nonparametric bivariate additive regression estimation in the random design and long-memory errors and construct adaptive thresholding estimators based on wavelet series. The proposed approach achieves asymptotically…

In this article, we study a partially linear single-index model for longitudinal data under a general framework which includes both the sparse and dense longitudinal data cases. A semiparametric estimation method based on a combination of…

In order to learn the complex features of large spatio-temporal data, models with large parameter sets are often required. However, estimating a large number of parameters is often infeasible due to the computational and memory costs of…

The quasi-nonlocal quasicontinuum method (QNL) is a consistent hybrid coupling method for atomistic and continuum models. Embedded atom models are empirical many-body potentials that are widely used for FCC metals such as copper and…

Quantum Amplitude Estimation (QAE) -- a technique by which the amplitude of a given quantum state can be estimated with quadratically fewer queries than by standard sampling -- is a key sub-routine in several important quantum algorithms,…

This paper proposes a quasi-maximum likelihood (QML) estimator for break points in high-dimensional factor models, specifically accounting for multiple structural breaks. We begin by establishing a necessary and sufficient condition to…

Much of the theory of estimation for exponential family models, which include exponential-family random graph models (ERGMs) as a special case, is well-established and maximum likelihood estimates in particular enjoy many desirable…

This study focuses on the estimation of the Emax dose-response model, a widely utilized framework in clinical trials, agriculture, and environmental experiments. Existing challenges in obtaining maximum likelihood estimates (MLE) for model…

The model of partially observed linear system depending on some unknown parameters is considered. An approximation of the unobserved component is proposed. This approximation is realized in three steps. First an estimator of the method of…

Large Language Models (LLMs) struggle to handle long input sequences due to high memory and runtime costs. Memory-augmented models have emerged as a promising solution to this problem, but current methods are hindered by limited memory…