Related papers: Multiplier U-processes: sharp bounds and applicati…
This paper introduces the new data-dependent multiplier bootstrap for non-parametric analysis of survival data, possibly subject to competing risks. The new resampling procedure includes both the general wild bootstrap and the weird…
We advance a Bayesian concept of 'intrinsic asymptotic universality' taking to its final conclusions previous conceptual and numerical work based upon a concept of a reprogrammability test and an investigation of the complex qualitative…
Block maxima methods constitute a fundamental part of the statistical toolbox in extreme value analysis. However, most of the corresponding theory is derived under the simplifying assumption that block maxima are independent observations…
Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…
The main purpose of this paper is to investigate the strong approximation of the integrated empirical process. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
Unifying several directions of the development of the study of summing multilinear operators between Banach spaces, we construct a general framework that studies, under one single definition, multilinear operators that are summing with…
The Euler-Maclaurin summation formula is generalized to a modified form by expanding the periodic Bernoulli polynomials as its Fourier series and taking cuts, which includes both the Euler-Maclaurin summation formula and the Poission…
Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…
Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…
We present a progress report on the Cluster Processor, a special-purpose computer system for the Wolff simulation of the three-dimensional Ising model, including an analysis of simulation results obtained thus far. These results allow,…
The goal of this note is to present some recent results of our research concerning multiplier ideal sheaves on complex spaces and singularities of plurisubharmonic functions. We firstly introduce multiplier ideal sheaves on complex spaces…
In this paper, we investigate the problem of assessing statistical methods and effectively summarizing results from simulations. Specifically, we consider problems of the type where multiple methods are compared on a reasonably large test…
We extend previously known two-dimensional multiplication tiling systems that simulate multiplication by two natural numbers $p$ and $q$ in base $pq$ to higher dimensional multiplication tessellation systems. We develop the theory of these…
Let n points be taken at random on a circle of unit circumference and clockwise ordered. Uniform spacings are defined as the clockwise arc-lengths between the successive points from this sample. We are interested in the asymptotic behavior…
We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…
Variational problems under uniform quasiconvex constraints on the gradient are studied. In particular, existence of solutions to such problems is proved as well as existence of lagrange multipliers associated to the uniform constraint. They…
Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new…
We study Fourier multipliers which result from modulating jumps of L\'evy processes. Using the theory of martingale transforms we prove that these operators are bounded in $L^p(\Rd)$ for $1<p<\infty$ and we obtain the same explicit bound…
We study statistical inferences for a class of modulated stationary processes with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, existing methods for stationary, or locally stationary, time…