Related papers: Comments on `High-dimensional simultaneous inferen…
High dimensional hypothesis test deals with models in which the number of parameters is significantly larger than the sample size. Existing literature develops a variety of individual tests. Some of them are sensitive to the dense and small…
We give a definition of higher dimensional iterated integrals based on integration over membranes. We prove basic properties of this definition and formulate a conjecture which extends Chen's de Rham Theorem for iterated integrals to the…
This work proposes a bootstrapping with positivity methodology to study random $U(N)^{D}$ invariant tensors in the large $N$ limit. As has been done for $U(N)$ invariant random matrices, we combine the Dyson-Schwinger equations and…
Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…
Uncertainty quantification for estimation through stochastic optimization solutions in an online setting has gained popularity recently. This paper introduces a novel inference method focused on constructing confidence intervals with…
We briefly discuss some interesting questions related to the paper "Hypotheses testing by convex optimization" by Goldenshluger, Juditsky and Nemirovski.
For discrete-valued time series, predictive inference cannot be implemented through the construction of prediction intervals to some predetermined coverage level, as this is the case for real-valued time series. To address this problem, we…
We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which…
Efron [J. Roy. Statist. Soc. Ser. B 54 (1992) 83--111] proposed a computationally efficient method, called the jackknife-after-bootstrap, for estimating the variance of a bootstrap estimator for independent data. For dependent data, a…
We offer o reply for the comments of Rapisarda et al. cond-mat/0601409 on our letter "Entropy of Classical Systems with Long Range Interactios", published in Phys. Rev. Lett. Vol 95 (2005) 190601.
Much of the research on multiple comparison and simultaneous inference in the past sixty years or so has been for the comparisons of several population means. Spurrier (1999) seems to be the first to study the multiple comparison of several…
There is an overwhelmingly large literature and algorithms already available on `large scale inference problems' based on different modeling techniques and cultures. Our primary goal in this paper is \emph{not to add one more new…
Comment on "Approaching human language with complex networks" by Cong & Liu
Comment on "New Mean-Field Theory of the tt't"J Model Applied to the High-Tc Superconductors" by T. C. Ribeiro and X.-G. Wen [cond-mat/0410750; Physical Review Letters 95, 057001 (2005)].
We comment the recent published article entitled "Temperature dependent fluctuations in the two-dimensional XY model", appeared in J. Phys. A: Math.Gen. 38 (2005) 5603.
We apply the bootstrap technique to find the moments of certain multi-trace and multi-matrix random matrix models suggested by noncommutative geometry. Using bootstrapping we are able to find the relationships between the coupling constant…
This technical report proves components consistency for the Doubly Stochastic Dirichlet Process with exponential convergence of posterior probability. We also present the fundamental properties for DSDP as well as inference algorithms.…
This comment points out a serious flaw in the article "Gouri\'eroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models" with regard to mirroring complex-valued roots with Blaschke polynomial…
We respond to comments on our paper, titled "Instrumental variable estimation of the causal hazard ratio."
This is a Comment on the Article ``Aging, phase ordering and conformal invariance'' by M.Henkel, M.Pleimling, C.Godr\`eche and J.M.Luck [Phys.Rev.Lett. 87, 265701 (2001)].