Related papers: Empirical bounds for functions with weak interacti…

The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted $L_2$-distance between the empirical characteristic functions of…

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…

The present paper gives a statistical adventure towards exploring the average case complexity behavior of computer algorithms. Rather than following the traditional count based analytical (pen and paper) approach, we instead talk in terms…

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

We propose a fully probabilistic formulation of the notion of mechanistic interaction (interaction in some fundamental mechanistic sense) between the effects of putative (possibly continuous) causal factors A and B on a binary outcome…

We investigate in this work the effects of interaction on the fluctuation of empirical measures. The systems with positive definite interaction potentials tend to exhibit smaller fluctuation compared to the fluctuation in standard Monte…

The fact that mean field theory is appropriate to describe an Ising model with long-range interactions has been already shown by Cannas and Tamarit. Although not explicited in our Letter, we have used periodic boundary conditions in all our…

We study conditions under which the addition of variables to a regression equation can turn a previously statistically insignificant result into a significant one. Specifically, we characterize the minimum strength of association required…

This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.

We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of…

Many functionals of interest in statistics and machine learning can be written as minimizers of expected loss functions. Such functionals are called $M$-estimands, and can be estimated by $M$-estimators -- minimizers of empirical average…

Let (X,T) be a dynamical system, where X is a compact metric space and T a continuous onto map. For weak Gibbs measures we prove large deviations estimates.

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

To detect a changed segment (so called epidemic changes) in a time series, variants of the CUSUM statistic are frequently used. However, they are sensitive to outliers in the data and do not perform well for heavy tailed data, especially…

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

A simple proof of the fact that each rank-one infinite measure preserving (i.m.p.) transformation is subsequence weakly rationally ergodic is found. Some classes of funny rank-one i.m.p. actions of Abelian groups are shown to be subsequence…

High-energy phenomena presenting strong dynamical correlations, long-range interactions and microscopic memory effects are well described by nonextensive versions of the canonical Boltzmann-Gibbs statistical mechanics. After a brief…

Recently, several strong limit theorems for the oscillation moduli of the empirical process have been given in the iid-case. We show that, with very slight differences, those strong results are also obtained for some representation of the…

Theoretical predictions of physical observables often involve extrapolations to regions that are poorly constrained by laboratory experiments and astrophysical observations. Without properly quantified theoretical errors, such model…

This article extends weak convergence bounds of Markov transition kernels to convergence bounds on the variance of the Markov kernel applied to Lipschitz functions. In the reversible case, weak convergence rates of the transition kernels…