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We prove a convergence theorem for U-statistics of degree two, where the data dimension $d$ is allowed to scale with sample size $n$. We find that the limiting distribution of a U-statistic undergoes a phase transition from the…

Statistics Theory · Mathematics 2023-07-04 Kevin H. Huang , Xing Liu , Andrew B. Duncan , Axel Gandy

This paper addresses differential inference in time-varying parametric probabilistic models, like graphical models with changing structures. Instead of estimating a high-dimensional model at each time point and estimating changes later, we…

Machine Learning · Statistics 2025-04-08 Daniel J. Williams , Leyang Wang , Qizhen Ying , Song Liu , Mladen Kolar

This work studies the large sample properties of the posterior-based inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment…

Statistics Theory · Mathematics 2017-10-05 Alexandre Belloni , Victor Chernozhukov

In this paper we consider the statistical inference of the unknown parameter of an exponential distribution based on the time truncated data. The time truncated data occurs quite often in the reliability analysis for type-I or hybrid…

Applications · Statistics 2017-03-06 Arnab Koley , Debasis Kundu

Under some mild regularity on the normalizing sequence, we obtain necessary and sufficient conditions for the Strong Law of Large Numbers for (symmetrized) U-statistics. We also obtain nasc's for the a.s. convergence of series of an…

Probability · Mathematics 2014-11-17 Rafał Latała , Joel Zinn

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

Probability · Mathematics 2022-03-10 Svante Janson

A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…

Probability · Mathematics 2017-01-05 Santanu Chakraborty , George P. Yanev

Motivated by challenges on studying a new correlation measurement being popularized in evaluating online ranking algorithms' performance, this manuscript explores the validity of uncertainty assessment for weighted U-statistics. Without any…

Statistics Theory · Mathematics 2018-04-03 Fang Han , Tianchen Qian

In the setting of dominated statistical models, we provide conditions yielding strong continuity of the posterior distribution with respect to the observed data. We show some applications, with special focus on exponential models.

Statistics Theory · Mathematics 2019-09-24 Emanuele Dolera , Edoardo Mainini

The asymptotic equivalence of canonical and microcanonical ensembles is a central concept in statistical physics, with important consequences for both theoretical research and practical applications. However, this property breaks down under…

Statistical Mechanics · Physics 2023-05-30 Qi Zhang , Diego Garlaschelli

The problem of measuring conditional dependence between two random phenomena arises when a third one (a confounder) has a potential influence on the amount of information between them. A typical issue in this challenging problem is the…

Machine Learning · Statistics 2025-03-12 Ferran de Cabrera , Marc Vilà-Insa , Jaume Riba

We examine the time variation of a previously-uninvestigated fundamental dimensionless constant. Constraints are placed on this time variation using historical measurements. A model is presented for the time variation, and it is shown to…

Cosmology and Nongalactic Astrophysics · Physics 2009-04-01 Robert J. Scherrer

In data science, one is often confronted with a time series representing measurements of some quantity of interest. Usually, as a first step, features of the time series need to be extracted. These are numerical quantities that aim to…

Rings and Algebras · Mathematics 2020-10-20 Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

Genetic data are frequently categorical and have complex dependence structures that are not always well understood. For this reason, clustering and classification based on genetic data, while highly relevant, are challenging statistical…

Methodology · Statistics 2016-06-13 Gabriela Bettella Cybis , Marcio Valk , Silvia Regina Costa Lopes

We analyze a class of models for unequal crossover (UC) of sequences containing sections with repeated units that may differ in length. In these, the probability of an `imperfect' alignment, in which the shorter sequence has d units without…

Dynamical Systems · Mathematics 2007-05-23 Oliver Redner , Michael Baake

We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showing that in the null case of uncorrelated variables, the…

Probability · Mathematics 2026-03-20 Florent Benaych-Georges , Tomas Espana

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

We deduce in this paper the sufficient conditions for weak convergence of centered and normed deviation of the u-statistics with values in the space of the real valued continuous function defined on some compact metric space. We obtain also…

Statistics Theory · Mathematics 2016-08-12 E. Ostrovsky , L. Sirota

U-statistics are widely used in fields such as economics, machine learning, and statistics. However, while they enjoy desirable statistical properties, they have an obvious drawback in that the computation becomes impractical as the data…

Statistics Theory · Mathematics 2020-08-12 Xiangshun Kong , Wei Zheng

We study deviation of U-statistics when samples have heavy-tailed distribution so the kernel of the U-statistic does not have bounded exponential moments at any positive point. We obtain an exponential upper bound for the tail of the…

Probability · Mathematics 2023-01-30 Milad Bakhshizadeh