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Seemingly unrelated regression models generalize linear regression models by considering multiple regression equations that are linked by contemporaneously correlated disturbances. Robust inference for seemingly unrelated regression models…

Methodology · Statistics 2018-05-15 Kris Peremans , Stefan Van Aelst

The theory for multiplier empirical processes has been one of the central topics in the development of the classical theory of empirical processes, due to its wide applicability to various statistical problems. In this paper, we develop…

Statistics Theory · Mathematics 2021-02-12 Qiyang Han

Inferring the causal direction between two variables from their observation data is one of the most fundamental and challenging topics in data science. A causal direction inference algorithm maps the observation data into a binary value…

Machine Learning · Computer Science 2020-06-08 Yulai Zhang , Jiachen Wang , Gang Cen , Guiming Luo

Estimating mutual information (MI) is a fundamental yet challenging task in data science and machine learning. This work proposes a new estimator for mutual information. Our main discovery is that a preliminary estimate of the data…

Machine Learning · Computer Science 2024-08-20 Yanzhi Chen , Zijing Ou , Adrian Weller , Yingzhen Li

Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmologic studies, statistical tests are often based on one or two eyes of an individual. For bilateral…

Methodology · Statistics 2020-10-08 Chang-Xing Ma , Kejia Wang

Uniformly valid inference for cointegrated vector autoregressive processes has so far proven difficult due to certain discontinuities arising in the asymptotic distribution of the least squares estimator. We extend asymptotic results from…

Statistics Theory · Mathematics 2023-12-08 Christian Holberg , Susanne Ditlevsen

A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…

Methodology · Statistics 2021-06-23 Michael Messer

Determining the degree of inherent parallelism in classical sequential algorithms and leveraging it for fast parallel execution is a key topic in parallel computing, and detailed analyses are known for a wide range of classical algorithms.…

Data Structures and Algorithms · Computer Science 2023-04-24 Alexander Fedorov , Diba Hashemi , Giorgi Nadiradze , Dan Alistarh

The convergence of simultaneous and marginal predictive classifiers under partition exchangeability in supervised classification is obtained. The result shows the asymptotic convergence of these classifiers under infinite amount of training…

Machine Learning · Statistics 2021-01-27 Ali Amiryousefi

In spite of its high practical relevance, cluster specific multiple inference for linear mixed model predictors has hardly been addressed so far. While marginal inference for population parameters is well understood, conditional inference…

Statistics Theory · Mathematics 2022-02-25 Peter Kramlinger , Tatyana Krivobokova , Stefan Sperlich

We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…

Statistics Theory · Mathematics 2018-05-22 Takumi Saegusa

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

This review discusses methods of testing for a panel unit root. Modern approaches to testing in cross-sectionally correlated panels are discussed, preceding the analysis with an analysis of independent panels. In addition, methods for…

Econometrics · Economics 2024-08-20 Anton Skrobotov

In the context of the widely used competing risks set-up we discuss different inference procedures for testing equality of two cumulative incidence functions, where the data may be subject to independent right-censoring or left-truncation.…

Statistics Theory · Mathematics 2015-10-13 Dennis Dobler , Markus Pauly

This article is concerned with decentralized sequential testing of multiple hypotheses. In a sensor network system with limited local memory, raw observations are observed at the local sensors, and quantized into binary sensor messages that…

Statistics Theory · Mathematics 2010-04-12 Yan Wang , Yajun Mei

It is argued that the three assumptions of quantum collapse, one photon-one count, and relativity of simultaneity cannot hold together: Nonlocal correlations can depend on the referential frames of the beam-splitters but not of the…

Quantum Physics · Physics 2009-10-31 Antoine Suarez

We propose a semantically grounded theory of session types which relies on intersection and union types. We argue that intersection and union types are natural candidates for modeling branching points in session types and we show that the…

Programming Languages · Computer Science 2011-01-25 Luca Padovani

Inspired by sample splitting and the reusable holdout introduced in the field of differential privacy, we consider selective inference with a randomized response. We discuss two major advantages of using a randomized response for model…

Statistics Theory · Mathematics 2016-12-01 Xiaoying Tian , Jonathan E. Taylor

In settings where interference between units is possible, we define the prevalence of indirect effects to be the number of units who are affected by the treatment of others. This quantity does not fully identify an indirect effect, but may…

Methodology · Statistics 2024-01-18 David Choi

Marginal MAP inference involves making MAP predictions in systems defined with latent variables or missing information. It is significantly more difficult than pure marginalization and MAP tasks, for which a large class of efficient and…

Machine Learning · Computer Science 2015-11-10 Wei Ping , Qiang Liu , Alexander Ihler