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Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…

Statistics Theory · Mathematics 2015-03-20 Thomas J. DiCiccio , Todd A. Kuffner , G. Alastair Young , Russell Zaretzki

An important problem in the field of bioinformatics is to identify interactive effects among profiled variables for outcome prediction. In this paper, a logistic regression model with pairwise interactions among a set of binary covariates…

Artificial Intelligence · Computer Science 2016-12-30 Easton Li Xu , Xiaoning Qian , Tie Liu , Shuguang Cui

This paper introduces new parameterizations of equilibrium neural networks, i.e. networks defined by implicit equations. This model class includes standard multilayer and residual networks as special cases. The new parameterization admits a…

Machine Learning · Computer Science 2020-10-06 Max Revay , Ruigang Wang , Ian R. Manchester

We consider best approximation problems in a nonlinear subset $\mathcal{M}$ of a Banach space of functions $(\mathcal{V},\|\bullet\|)$. The norm is assumed to be a generalization of the $L^2$-norm for which only a weighted Monte Carlo…

Numerical Analysis · Mathematics 2021-05-13 Martin Eigel , Reinhold Schneider , Philipp Trunschke

For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random…

Probability · Mathematics 2024-10-16 Clément Deslandes , Christian Houdré

Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…

Computation · Statistics 2014-08-01 Manuela Cattelan , Nicola Sartori

We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…

Statistics Theory · Mathematics 2013-05-09 Paul Doukhan , William Kengne

Recent theoretical studies of statistical mechanical properties of systems with long range interactions are briefly reviewed. In these systems the interaction potential decays with a rate slower than 1/r^d at large distances r in d…

Statistical Mechanics · Physics 2009-11-13 David Mukamel

In skew-product systems with contractive factors, all orbits asymptotically approach the graph of the so-called sync function; hence, the corresponding regularity properties primarily matter. In the literature, sync function Lipschitz…

Dynamical Systems · Mathematics 2018-08-29 Bastien Fernandez , Anthony Quas

Unbiased and consistent variance estimators generally do not exist for design-based treatment effect estimators because experimenters never observe more than one potential outcome for any unit. The problem is exacerbated by interference and…

Methodology · Statistics 2024-07-04 Christopher Harshaw , Joel A. Middleton , Fredrik Sävje

We obtain results on both weak and almost sure asymptotic behaviour of power variations of a linear combination of independent Wiener process and fractional Brownian motion. These results are used to construct strongly consistent parameter…

Probability · Mathematics 2013-06-20 Marco Dozzi , Yuliya Mishura , Georgiy Shevchenko

In this paper, conditional stability estimates are derived for unique continuation and Cauchy problems associated to the Poisson equation in ultra-weak variational form. Numerical approximations are obtained as minima of regularized least…

Numerical Analysis · Mathematics 2024-07-08 Harald Monsuur , Rob Stevenson

We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…

Probability · Mathematics 2020-01-07 Paul Dupuis , Vaios Laschos , Kavita Ramanan

We construct examples of degree-two U- and V-statistics of $n$ i.i.d.~heavy-tailed random vectors in $\mathbb{R}^{d(n)}$, whose $\nu$-th moments exist for ${\nu > 2}$, and provide tight bounds on the error of approximating both statistics…

Statistics Theory · Mathematics 2024-06-19 Kevin Han Huang , Peter Orbanz

Statistical systems composed of atoms interacting with each other trough nonintegrable interaction potentials are considered. Examples of these potentials are hard-core potentials and long-range potentials, for instance, the Lennard-Jones…

Statistical Mechanics · Physics 2016-08-03 V. I. Yukalov

Time averaging of weak values using the quantum transition path time probability distribution enables us to establish a general uncertainty principle for the weak values of two not necessarily Hermitian operators. This new principle is a…

Quantum Physics · Physics 2019-01-16 Eli Pollak , Salvador Miret-Artés

We comment on recent results in the field of information based complexity, which state (in a number of different settings), that approximation of infinitely differentiable functions is intractable and suffers from the curse of…

Numerical Analysis · Mathematics 2013-04-04 Jan Vybiral

The identification of the network effect is based on either group size variation, the structure of the network or the relative position in the network. I provide easy-to-verify necessary conditions for identification of undirected network…

Econometrics · Economics 2019-02-19 Guy Tchuente

We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…

Probability · Mathematics 2021-02-10 Natan T'Joens , Jasper De Bock

The paper provides new upper and lower bounds for the multivariate Laplace approximation under weak local assumptions. Their range of validity is also given. An application to an integral arising in the extension of the Dixon's identity is…

Classical Analysis and ODEs · Mathematics 2016-04-12 Piotr Majerski