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We consider the problem of testing the parametric form of the volatility for high frequency data. It is demonstrated that in the presence of microstructure noise commonly used tests do not keep the preassigned level and are inconsistent.…

Statistics Theory · Mathematics 2012-11-26 Mathias Vetter , Holger Dette

This paper develops new analytical process noise covariance models for both absolute and relative spacecraft states. Process noise is always present when propagating a spacecraft state due to dynamics modeling deficiencies. Accurately…

Dynamical Systems · Mathematics 2022-03-02 Nathan Stacey , Simone D'Amico

Detection of critical slowing down (CSD) is the dominant avenue for anticipating critical transitions from noisy time-series data. Most commonly, changes in variance and lag-1 autocorrelation [AC(1)] are used as CSD indicators. However,…

Dynamical Systems · Mathematics 2024-06-05 Andreas Morr , Niklas Boers

This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector…

Statistics Theory · Mathematics 2020-01-14 Ansgar Steland

This paper proposes a new test for covariance matrices structure based on the correction to Rao's score test in large dimensional framework. By generalizing the CLT for the linear spectral statistics of large dimensional sample covariance…

Methodology · Statistics 2015-12-22 Dandan Jiang

This article proposes a novel test for the martingale difference hypothesis based on the martingale difference divergence function, a recently developed dependence measure suitable for measuring the degree of conditional mean dependence of…

Applications · Statistics 2023-11-10 Luca Mattia Rolla

We assess total-variation methods to denoise gravitational-wave signals in real noise conditions, by injecting numerical-relativity waveforms from core-collapse supernovae and binary black hole mergers in data from the first observing run…

Solar and Stellar Astrophysics · Physics 2018-10-17 Alejandro Torres-Forné , Elena Cuoco , Antonio Marquina , José A. Font , José M. Ibáñez

We develop a unified $L$-statistic testing framework for high-dimensional regression coefficients that adapts to unknown sparsity. The proposed statistics rank coordinate-wise evidence measures and aggregate the top $k$ signals, bridging…

Applications · Statistics 2026-02-10 Ping Zhao , Fengyi Song , Huifang Ma

Machine learning models experience deteriorated performance when trained in the presence of noisy labels. This is particularly problematic for medical tasks, such as survival prediction, which typically face high label noise complexity with…

Machine Learning · Computer Science 2024-07-22 Jianan Chen , Vishwesh Ramanathan , Tony Xu , Anne L. Martel

Label noise is a common problem in real-world datasets, affecting both model training and validation. Clean data are essential for achieving strong performance and ensuring reliable evaluation. While various techniques have been proposed to…

Machine Learning · Computer Science 2025-10-21 Henrique Pickler , Jorge K. S. Kamassury , Danilo Silva

In this paper, we consider tests for ultrahigh-dimensional partially linear regression models. The presence of ultrahigh-dimensional nuisance covariates and unknown nuisance function makes the inference problem very challenging. We adopt…

Methodology · Statistics 2023-04-18 Hongwei Shi , Bowen Sun , Weichao Yang , Xu Guo

In this paper, we investigate score function-based tests to check the significance of an ultrahigh-dimensional sub-vector of the model coefficients when the nuisance parameter vector is also ultrahigh-dimensional in linear models. We first…

Methodology · Statistics 2024-11-12 Weichao Yang , Xu Guo , Lixing Zhu

We present a methodology for model evaluation and selection where the sampling mechanism violates the i.i.d. assumption. Our methodology involves a formulation of the bias between the standard Cross-Validation (CV) estimator and the mean…

Methodology · Statistics 2025-03-14 Oren Yuval , Saharon Rosset

This paper investigates the problem of detecting relevant change points in the mean vector, say $\mu_t =(\mu_{1,t},\ldots ,\mu_{d,t})^T$ of a high dimensional time series $(Z_t)_{t\in \mathbb{Z}}$. While the recent literature on testing for…

Statistics Theory · Mathematics 2021-02-02 Holger Dette , Josua Gösmann

By choosing more orthogonality between pre-selection and post-selection states, one can significantly improve the sensitivity in the general optical quantum metrology based on the weak-value amplification (WVA) approach. However, increasing…

A new portmanteau diagnostic test for vector autoregressive moving average (VARMA) models that is based on the determinant of the standardized multivariate residual autocorrelations is derived. The new test statistic may be considered an…

Statistics Theory · Mathematics 2016-11-03 Esam Mahdi , A. Ian McLeod

Accurately estimating the statistical properties of noise is important in data analysis for space-based gravitational wave detectors. Noise in different time-delay interferometry channels correlates with each other. Many studies often…

Instrumentation and Methods for Astrophysics · Physics 2025-06-18 Ya-Nan Li , Yi-Ming Hu , En-Kun Li

In the paper, a new method of blind estimation of noise variance in a single highly textured image is proposed. An input image is divided into 8x8 blocks and discrete cosine transform (DCT) is performed for each block. A part of 64 DCT…

Computer Vision and Pattern Recognition · Computer Science 2017-11-30 Mykola Ponomarenko , Nikolay Gapon , Viacheslav Voronin , Karen Egiazarian

Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…

Machine Learning · Computer Science 2022-04-13 Jacob Deasy , Nikola Simidjievski , Pietro Liò

We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…

Statistical Mechanics · Physics 2018-12-05 Joël Bun , Jean-Philippe Bouchaud , Marc Potters
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