Related papers: Construction of Simultaneous Confidence Bands for …
This paper develops bootstrap methods to construct uniform confidence bands for nonparametric spectral estimation of L\'{e}vy densities under high-frequency observations. We assume that we observe $n$ discrete observations at frequency…
An asymptotic analysis is performed for thin anisotropic elastic plate clamped along its lateral side and also supported at a small area $\theta_{h}$ of one base with diameter of the same order as the plate thickness $h\ll1.$ A…
This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects in nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete…
Conditional copula models allow dependence structures to vary with observed covariates while preserving a separation between marginal behavior and association. We study the uniform asymptotic behavior of kernel-weighted local likelihood…
We develop a fast and accurate grouped penalized credible region approach for variable selection and prediction in Bayesian high-dimensional linear regression. Most existing Bayesian methods either are subject to high computational costs…
Deep learning models have significantly improved prediction accuracy in various fields, gaining recognition across numerous disciplines. Yet, an aspect of deep learning that remains insufficiently addressed is the assessment of prediction…
We deal with the orbit determination problem for hyperbolic maps. The problem consists in determining the initial conditions of an orbit and, eventually, other parameters of the model from some observations. We study the behaviour of the…
Data-driven methods for modeling dynamic systems have received considerable attention as they provide a mechanism for control synthesis directly from the observed time-series data. In the absence of prior assumptions on how the time-series…
The choice of hyperparameters greatly impacts performance in natural language processing. Often, it is hard to tell if a method is better than another or just better tuned. Tuning curves fix this ambiguity by accounting for tuning effort.…
This paper develops a data-driven safe control framework for nonlinear discrete-time systems with parametric uncertainty and additive disturbances. The proposed approach constructs a data-consistent closed-loop representation that enables…
In a recent paper Garoufalidis and Reid constructed pairs of 1-cusped hyperbolic 3-manifolds which are isospectral but not isometric. In this paper we extend this work to the multi-cusped setting by constructing isospectral but not…
For a partial structural change in a linear regression model with a single break, we develop a continuous record asymptotic framework to build inference methods for the break date. We have T observations with a sampling frequency h over a…
We provide a Hilbert manifold structure {\`a} la Bartnik for the space of asymptotically hyperbolic initial data for the vacuum constraint equations. The adaptation led us to prove new weighted Poincar{\'e} and Korn type inequalities for AH…
We introduce two data-driven procedures for optimal estimation and inference in nonparametric models using instrumental variables. The first is a data-driven choice of sieve dimension for a popular class of sieve two-stage least squares…
Geometric representation learning has recently shown great promise in several machine learning settings, ranging from relational learning to language processing and generative models. In this work, we consider the problem of performing…
Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…
We study distribution free, nonparametric prediction bands with a special focus on their finite sample behavior. First we investigate and develop different notions of finite sample coverage guarantees. Then we give a new prediction band…
Quadratic systems with lossless quadratic terms arise in many applications, including models of atmosphere and incompressible fluid flows. Such systems have a trapping region if all trajectories eventually converge to and stay within a…
Motivated by the statistical analysis of the discrete optimal transport problem, we prove distributional limits for the solutions of linear programs with random constraints. Such limits were first obtained by Klatt, Munk, & Zemel (2022),…
In this paper, we combine the method of multiple scales and the method of matched asymptotic expansions to construct uniformly-valid asymptotic solutions to autonomous and non-autonomous difference equations in the neighbourhood of a…