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This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Statistics Theory · Mathematics 2020-02-19 Mengyu Xu , Xiaohui Chen , Wei Biao Wu

Harmonic drive systems (HDS) are high-precision robotic transmissions featuring compact size and high gear ratios. However, issues like kinematic transmission errors hamper their precision performance. This article focuses on data-driven…

Robotics · Computer Science 2023-12-14 Ju Wu

This paper addresses inference in large panel data models in the presence of both cross-sectional and temporal dependence of unknown form. We are interested in making inferences that do not rely on the choice of any smoothing parameter as…

Econometrics · Economics 2020-06-26 J. Hidalgo , M. Schafgans

Measurement error is a pervasive challenge across many disciplines, yet its impact on sample size determination and the accuracy and precision of estimators regarding the association between an exposure and an outcome remains understudied…

Methodology · Statistics 2025-05-27 Honghyok Kim

Dual averaging and gradient descent with their stochastic variants stand as the two canonical recipe books for first-order optimization: Every modern variant can be viewed as a descendant of one or the other. In the convex regime, these…

Optimization and Control · Mathematics 2025-05-28 Tuo Liu , El Mehdi Saad , Wojciech Kotłowski , Francesco Orabona

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly…

Econometrics · Economics 2025-03-10 Denis Kojevnikov , Vadim Marmer , Kyungchul Song

Millimeter-wave vehicular networks incur enormous beam-training overhead to enable narrow-beam communications. This paper proposes a learning and adaptation framework in which the dynamics of the communication beams are learned and then…

Machine Learning · Computer Science 2021-10-27 Muddassar Hussain , Nicolo Michelusi

For $n$ independent random variables having the same H\"older continuous density, this paper deals with controls of the Wolverton-Wagner's estimator MSE and MISE. Then, for a bandwidth $h_n(\beta)$, estimators of $\beta$ are obtained by a…

Statistics Theory · Mathematics 2020-09-22 Fabienne Comte , Nicolas Marie

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet thresholding to the squared first-order differences…

Statistics Theory · Mathematics 2008-10-28 T. Tony Cai , Lie Wang

In small area estimation, it is a smart strategy to rely on data measured over time. However, linear mixed models struggle to properly capture time dependencies when the number of lags is large. Given the lack of published studies…

The next generation multibeam satellites open up a new way to design satellite communication channels with the full flexibility in bandwidth, transmit power and beam coverage management. In this paper, we exploit the flexible multibeam…

Information Theory · Computer Science 2022-01-25 Thang X. Vu , Nicola Maturo , Symeon Chatzinotas , Joel Grotz , Tom Christophory , Björn Ottersten

The Metropolis-Hastings algorithm has been extensively studied in the estimation and simulation literature, with most prior work focusing on convergence behavior and asymptotic theory. However, its covariance structure-an important…

Computation · Statistics 2026-03-03 Jingyi Zhang , James C. Spall

In many practical applications, regression models are employed to uncover relationships between predictors and a response variable, yet the common assumption of constant error variance is frequently violated. This issue is further…

Methodology · Statistics 2025-02-05 Masanari Kimura

The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space.…

Statistics Theory · Mathematics 2021-03-30 Randolf Altmeyer , Markus Reiß

The multipath radio channel is considered to have a non-bandlimited channel impulse response. Therefore, it is challenging to achieve high resolution time-delay (TD) estimation of multipath components (MPCs) from bandlimited observations of…

Signal Processing · Electrical Eng. & Systems 2019-12-11 Tarik Kazaz , Gerard J. M. Janssen , Alle-Jan van der Veen

We consider the distributed learning problem with data dispersed across multiple workers under the orchestration of a central server. Asynchronous Stochastic Gradient Descent (SGD) has been widely explored in such a setting to reduce the…

Machine Learning · Computer Science 2024-05-28 Xiaolu Wang , Yuchang Sun , Hoi-To Wai , Jun Zhang

It is critical yet challenging for deep learning models to properly characterize uncertainty that is pervasive in real-world environments. Although a lot of efforts have been made, such as heteroscedastic neural networks (HNNs), little work…

Machine Learning · Computer Science 2021-03-30 Peng Cui , Zhijie Deng , Wenbo Hu , Jun Zhu

Inference via simultaneous confidence band is studied for stationary covariance function of dense functional data. A two-stage estimation procedure is proposed based on spline approximation, the first stage involving estimation of all the…

Methodology · Statistics 2019-10-31 Jiangyan Wang , Guanqun Cao , Li Wang , Lijian Yang

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Statistics Theory · Mathematics 2022-01-14 Qin Fang , Shaojun Guo , Xinghao Qiao

This paper presents an intuitive application of multivariate kernel density estimation (KDE) for data correction. The method utilizes the expected value of the conditional probability density function (PDF) and a credible interval to…

Applications · Statistics 2025-09-19 Hai Bui , Mostafa Bakhoday-Paskyabi