Related papers: Comments on `High-dimensional simultaneous inferen…

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

We begin by introducing the main ideas of the paper under discussion. We discuss some interesting issues regarding adaptive component-wise credible intervals. We then briefly touch upon the concepts of self-similarity and excessive bias…

This paper has excessive overlap with the following papers also written by the authors or their collaborators: hep-th/0505013 and 0705.2930.

In the comment to the article by J.Baez and K.Krasnov (hep-th/9703112) are discussed some topics related with application of certain constructions to non-trivial principal bundles.

Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…

This paper investigates change point inference in high-dimensional time series. We begin by introducing a max-$L_2$-norm based test procedure, which demonstrates strong performance under dense alternatives. We then establish the asymptotic…

This paper studies inference for the mean vector of a high-dimensional $U$-statistic. In the era of Big Data, the dimension $d$ of the $U$-statistic and the sample size $n$ of the observations tend to be both large, and the computation of…

We comment on a recent article by Hao and Scheraga.

We commend the authors for an exciting paper which provides a strong contribution to the emerging field of probabilistic numerics (PN). Below, we discuss aspects of prior modelling which need to be considered thoroughly in future work.

This paper develops distribution theory and bootstrap-based inference methods for a broad class of convex pairwise difference estimators. These estimators minimize a kernel-weighted convex-in-parameter function over observation pairs with…

Two key ingredients to carry out inference on the copula of multivariate observations are the empirical copula process and an appropriate resampling scheme for the latter. Among the existing techniques used for i.i.d. observations, the…

We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight…

Two recent articles by Norman H. March that contain misleading statements concerning 3D Ising models, partly based on earlier erroneous work of Z.D. Zhang, are addressed.

We reply to a comment of Van Enter, Kuelske and Maes (cond-mat/0005176) on our letter "Critical Behavior of the Randomly Spin-Diluted 2-d Ising Model - A Grand Ensemble Approach", Phys. Rev. Lett. {\bf 73}, 2268-2271 (1994).

A comment on ``Comment on ``Standard Model Mass Spectrum and Interactions In The Holomorphic Unified Field Theory""

In this paper we study the applicability of the bootstrap to do inference on Manski's maximum score estimator under the full generality of the model. We propose three new, model-based bootstrap procedures for this problem and show their…

An important disadvantage of the h-index is that typically it cannot take into account the specific field of research of a researcher. Usually sample point estimates of the average and median h-index values for the various fields are…

This paper studies the Gaussian and bootstrap approximations for the probabilities of a non-degenerate U-statistic belonging to the hyperrectangles in $\mathbb{R}^d$ when the dimension $d$ is large. A two-step Gaussian approximation…

Including a large number of predictors in the imputation model underlying a multiple imputation (MI) procedure is one of the most challenging tasks imputers face. A variety of high-dimensional MI techniques can help, but there has been…

The Comments are devoted to the paper ``Solutions of Multitime Reaction-Diffusion PDE'' (Mathematics, vol. 10 (2022), 3623), in which main results are misleading and can be derived in a simple way from those obtained earlier. Moreover, it…