Related papers: Adaptive, Rate-Optimal Hypothesis Testing in Nonpa…

Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical…

We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…

This paper addresses the following simple question about sparsity. For the estimation of an $n$-dimensional mean vector $\boldsymbol{\theta}$ in the Gaussian sequence model, is it possible to find an adaptive optimal threshold estimator in…

Adaptive importance samplers are adaptive Monte Carlo algorithms to estimate expectations with respect to some target distribution which \textit{adapt} themselves to obtain better estimators over a sequence of iterations. Although it is…

A dimension reduction-based adaptive-to-model test is proposed for significance of a subset of covariates in the context of a nonparametric regression model. Unlike existing local smoothing significance tests, the new test behaves like a…

In this paper we develop the James - Stein improved estimation method for a nonparametric periodic function observed with the Levy noises in continuous time. An adaptive model selection procedure based on the improved weighted least square…

Weak-identification-robust tests for instrumental variable (IV) regressions are typically developed separately depending on whether the number of IVs is treated as fixed or increasing with the sample size, forcing researchers to make a…

We consider the model of nonregular nonparametric regression where smoothness constraints are imposed on the regression function $f$ and the regression errors are assumed to decay with some sharpness level at their endpoints. The aim of…

An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…

We show that for all integers $t\geq 8$ and arbitrarily small $\epsilon>0$, there exists a graph property $\Pi$ (which depends on $\epsilon$) such that $\epsilon$-testing $\Pi$ has non-adaptive query complexity $Q=\~{\Theta}(q^{2-2/t})$,…

This paper is concerned with adaptive kernel estimation of the L\'evy density N(x) for bounded-variation pure-jump L\'evy processes. The sample path is observed at n discrete instants in the "high frequency" context (\Delta = \Delta(n)…

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an…

This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby…

A theory of superefficiency and adaptation is developed under flexible performance measures which give a multiresolution view of risk and bridge the gap between pointwise and global estimation. This theory provides a useful benchmark for…

This work presents a new adaptive approach for the numerical simulation of a phase-field model for fractures in nearly incompressible solids. In order to cope with locking effects, we use a recently proposed mixed form where we have a…

The present paper considers testing an Erdos--Renyi random graph model against a stochastic block model in the asymptotic regime where the average degree of the graph grows with the graph size n. Our primary interest lies in those cases in…

We investigate stable recovery guarantees for phase retrieval under two realistic and challenging noise models: the Poisson model and the heavy-tailed model. Our analysis covers both nonconvex least squares (NCVX-LS) and convex least…

In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…

We consider the problem of Adaptive Neyman Allocation for the class of AIPW estimators in a design-based setting, where potential outcomes and covariates are deterministic. As each subject arrives, an adaptive procedure must select both a…

We consider an unknown response function $f$ defined on $\Delta=[0,1]^d$, $1\le d\le\infty$, taken at $n$ random uniform design points and observed with Gaussian noise of known variance. Given a positive sequence $r_n\to 0$ as $n\to\infty$…