Related papers: A Frequency Domain Bootstrap for General Stationar…
In this paper we develop non-asymptotic Gaussian approximation results for the sampling distribution of suprema of empirical processes when the indexing function class $\mathcal{F}_n$ varies with the sample size $n$ and may not be Donsker.…
This paper is concerned with false discovery rate (FDR) control in large-scale multiple testing problems. We first propose a new data-driven testing procedure for controlling the FDR in large-scale t-tests for one-sample mean problem. The…
The validity of various bootstrapping methods has been proved for the sample mean of strongly mixing data. But in many applications, there appear nonlinear statistics of processes that are not strongly mixing. We investigate the…
This paper applies the functional sieve bootstrap (FSB) to estimate the distribution of the partial sum process for time series stemming from a weakly stationary functional process. Consistency of the FSB procedure under weak assumptions on…
The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…
Distinguishing long-memory behaviour from nonstationarity is challenging, as both produce slowly decaying sample autocovariances. Existing stationarity tests either fail to account for long-memory processes or exhibit poor empirical size,…
This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…
The problem of constructing a simultaneous confidence surface for the 2-dimensional mean function of a non-stationary functional time series is challenging as these bands can not be built on classical limit theory for the maximum absolute…
The problem of comparing the entire second order structure of two functional processes is considered and a $L^2$-type statistic for testing equality of the corresponding spectral density operators is investigated. The test statistic…
Subsampling and block-based bootstrap methods have been used in a wide range of inference problems for time series. To accommodate the dependence, these resampling methods involve a bandwidth parameter, such as subsampling window width and…
A core problem in statistical network analysis is to develop network analogues of classical techniques. The problem of bootstrapping network data stands out as especially challenging, since typically one observes only a single network,…
Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datasets has developed rapidly in recent years. However, the underlying methods are generally limited to relatively simple settings where the data have specific forms of…
The frequency response function (FRF) is an established way to describe the outcome of experiments in posture control literature. The FRF is an empirical transfer function between an input stimulus and the induced body segment sway profile,…
In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.…
Many studies record replicated time series epochs from different groups with the goal of using frequency domain properties to discriminate between the groups. In many applications, there exists variation in cyclical patterns from time…
In this work, we propose a novel straightforward method for medical volume and sequence segmentation with limited annotations. To avert laborious annotating, the recent success of self-supervised learning(SSL) motivates the pre-training on…
Let $X_{1},\ldots,X_{n}$ be i.i.d. sample in $\mathbb{R}^{p}$ with zero mean and the covariance matrix $\mathbf{\Sigma}$. The problem of recovering the projector onto an eigenspace of $\mathbf{\Sigma}$ from these observations naturally…
The purpose of this study is to provide a new methodology of how one can consistently estimate a change-point in time series data. In contrast with previous studies, the suggested methodology employs only the empirical spectral density and…
This article explores combinations of weighted bootstraps, like the Bayesian bootstrap, with the bootstrap $t$ method for setting approximate confidence intervals for the mean of a random variable in small samples. For this problem the…
We are concerned with nonparametric hypothesis testing of time series functionals. It is known that the popular autoregressive sieve bootstrap is, in general, not valid for statistics whose (asymptotic) distribution depends on moments of…