Related papers: Inference on Functionals under First Order Degener…
We consider the problem of binary classification with abstention in the relatively less studied \emph{bounded-rate} setting. We begin by obtaining a characterization of the Bayes optimal classifier for an arbitrary input-label distribution…
We address the problem of Bayesian structure learning for domains with hundreds of variables by employing non-parametric bootstrap, recursively. We propose a method that covers both model averaging and model selection in the same framework.…
We develop a categorical foundation for belief propagation on factor graphs. We construct the free hypergraph category \(\Syn_\Sigma\) on a typed signature and prove its universal property, yielding compositional semantics via a unique…
This paper develops valid bootstrap inference methods for the dynamic short panel threshold regression. We show that the standard nonparametric bootstrap is inconsistent for the first-differenced generalized method of moments (GMM)…
Inference and prediction under the sparsity assumption have been a hot research topic in recent years. However, in practice, the sparsity assumption is difficult to test, and more importantly can usually be violated. In this paper, to study…
The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…
Feature importance (FI) measures are widely used to assess the contributions of predictors to an outcome, but they may target different notions of relevance. When predictors are correlated, traditional statistical FI methods are often…
We study the phase transition of a real scalar phi^4 theory in the two-loop Phi-derivable approximation using the imaginary time formalism, extending our previous (analytical) discussion of the Hartree approximation. We combine Fast Fourier…
In this work we derive a second-order approach to bilevel optimization, a type of mathematical programming in which the solution to a parameterized optimization problem (the "lower" problem) is itself to be optimized (in the "upper"…
The paper proposes a new bootstrap approach to the Pesaran, Shin and Smith's bound tests in a conditional equilibrium correction model with the aim to overcome some typical drawbacks of the latter, such as inconclusive inference and…
Standard gradient descent methods yield point estimates with no measure of confidence. This limitation is acute in overparameterized and low-data regimes, where models have many parameters relative to available data and can easily overfit.…
Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…
We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where $p<n$ but $p/n$ is not close to zero. We consider ordinary least-squares as well as robust regression methods and adopt a minimalist…
Functional times series have become an integral part of both functional data and time series analysis. This paper deals with the functional autoregressive model of order 1 and the autoregression bootstrap for smooth functions. The…
We develop non-asymptotically justified methods for hypothesis testing about the $p-$dimensional coefficients $\theta^{*}$ in (possibly nonlinear) regression models. Given a function $h:\,\mathbb{R}^{p}\mapsto\mathbb{R}^{m}$, we consider…
We consider the residual-based or naive bootstrap for functional autoregressions of order 1 and prove that it is asymptotically valid for, e.g., the sample mean and for empirical covariance operator estimates. As a crucial auxiliary result,…
This paper proposes a homogeneous second-order descent framework (HSODF) for nonconvex and convex optimization based on the generalized homogeneous model (GHM). In comparison to the Newton steps, the GHM can be solved by extremal symmetric…
Classical Fisher-information asymptotics describe the covariance of regular efficient estimators through the local quadratic approximation of the log-likelihood, and thus capture first-order geometry only. In curved models, including…
The correct inferential object in claims reserving is the conditional predictive distribution $p(R \mid \mathcal{D}, \hat\theta)$, where $\mathcal{D}$ is the observed triangle held fixed. We refer to this as the conditioning principle. All…
It is known that first-order logic with some counting extensions can be efficiently evaluated on graph classes with bounded expansion, where depth-$r$ minors have constant density. More precisely, the formulas are $\exists x_1 ... x_k \#y…