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Related papers: Design based incomplete U-statistics

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We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper…

Statistics Theory · Mathematics 2020-02-04 Yinqiu He , Gongjun Xu , Chong Wu , Wei Pan

In another related work, U-statistics were used for non-asymptotic "average-case" analysis of random compressed sensing matrices. In this companion paper the same analytical tool is adopted differently - here we perform non-asymptotic…

Information Theory · Computer Science 2015-06-11 Fabian Lim , Vladimir Stojanovic

A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are symmetric weights. A large class of statistics can be…

Probability · Mathematics 2007-05-23 Tailen Hsing , Wei Biao Wu

We adapt the techniques in Stigler [Ann. Statist. 1 (1973) 472--477] to obtain a new, general asymptotic result for trimmed $U$-statistics via the generalized $L$-statistic representation introduced by Serfling [Ann. Statist. 12 (1984)…

Statistics Theory · Mathematics 2010-11-29 Yuri V. Borovskikh , N. C. Weber

This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where the data can be stored at multiple platforms in different…

Statistics Theory · Mathematics 2018-05-30 Song Xi Chen , Liuhua Peng

In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…

Probability · Mathematics 2024-08-27 Herold G. Dehling , Davide Giraudo , Sara K. Schmidt

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

Probability · Mathematics 2022-03-10 Svante Janson

Non-parametric two-sample tests based on energy distance or maximum mean discrepancy are widely used statistical tests for comparing multivariate data from two populations. While these tests enjoy desirable statistical properties, their…

Computation · Statistics 2024-06-11 Elias Chaibub Neto

Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…

Statistics Theory · Mathematics 2011-08-19 Martin Wendler

Bagging is a useful method for large-scale statistical analysis, especially when the computing resources are very limited. We study here the asymptotic properties of bagging estimators for $M$-estimation problems but with massive datasets.…

Statistics Theory · Mathematics 2023-04-14 Yuan Gao , Riquan Zhang , Hansheng Wang

For many machine learning problems, data is abundant and it may be prohibitive to make multiple passes through the full training set. In this context, we investigate strategies for dynamically increasing the effective sample size, when…

Machine Learning · Computer Science 2016-10-10 Hadi Daneshmand , Aurelien Lucchi , Thomas Hofmann

Inference in clustering is paramount to uncovering inherent group structure in data. Clustering methods which assess statistical significance have recently drawn attention owing to their importance for the identification of patterns in high…

Methodology · Statistics 2021-06-18 Debora Zava Bello , Marcio Valk , Gabriela Bettella Cybis

We derive a new representation for $U$- and $V$-statistics. Using this representation, the asymptotic distribution of $U$- and $V$-statistics can be derived by a direct application of the Continuous Mapping theorem. That novel approach not…

Statistics Theory · Mathematics 2014-03-13 Eric Beutner , Henryk Zähle

This paper addresses the following question: given a sample of i.i.d. random variables with finite variance, can one construct an estimator of the unknown mean that performs nearly as well as if the data were normally distributed? One of…

Statistics Theory · Mathematics 2023-02-06 Stanislav Minsker

In this paper, we aim to develop stochastic hard thresholding algorithms for the important problem of AUC maximization in imbalanced classification. The main challenge is the pairwise loss involved in AUC maximization. We overcome this…

Machine Learning · Computer Science 2020-11-05 Zhenhuan Yang , Baojian Zhou , Yunwen Lei , Yiming Ying

Robust statistics aims to compute quantities to represent data where a fraction of it may be arbitrarily corrupted. The most essential statistic is the mean, and in recent years, there has been a flurry of theoretical advancement for…

Machine Learning · Statistics 2025-02-18 Cullen Anderson , Jeff M. Phillips

In this paper, a novel test for testing whether data are Missing Completely at Random is proposed. Asymptotic properties of the test are derived utilizing the theory of non-degenerate U-statistics. It is shown that the novel test statistic…

Statistics Theory · Mathematics 2023-10-31 Danijel Aleksić

The $k$-means algorithm is arguably the most popular nonparametric clustering method but cannot generally be applied to datasets with incomplete records. The usual practice then is to either impute missing values under an assumed…

Machine Learning · Statistics 2018-09-11 Andrew Lithio , Ranjan Maitra

Partial observability is a common challenge in many reinforcement learning applications, which requires an agent to maintain memory, infer latent states, and integrate this past information into exploration. This challenge leads to a number…

Machine Learning · Computer Science 2020-10-27 Chi Jin , Sham M. Kakade , Akshay Krishnamurthy , Qinghua Liu