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Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…

Statistics Theory · Mathematics 2025-11-11 Jingkun Qiu

We prove a version of the countable union theorem for asymptotic dimension and we apply it to groups acting on asymptotically finite dimensional metric spaces. As a consequence we obtain the following finite dimensionality theorems. A) An…

Group Theory · Mathematics 2014-10-01 G. Bell , A. Dranishnikov

This paper concerns the development of an inferential framework for high-dimensional linear mixed effect models. These are suitable models, for instance, when we have $n$ repeated measurements for $M$ subjects. We consider a scenario where…

Methodology · Statistics 2019-12-17 Lina Lin , Mathias Drton , Ali Shojaie

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…

Statistics Theory · Mathematics 2019-11-04 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

The asymptotic discrimination problem of two quantum states is studied in the setting where measurements are required to be invariant under some symmetry group of the system. We consider various asymptotic error exponents in connection with…

Quantum Physics · Physics 2015-05-13 Fumio Hiai , Milan Mosonyi , Masahito Hayashi

This work is motivated by learning the individualized minimal clinically important difference, a vital concept to assess clinical importance in various biomedical studies. We formulate the scientific question into a high-dimensional…

Methodology · Statistics 2023-03-28 Huijie Feng , Jingyi Duan , Yang Ning , Jiwei Zhao

We show exact dimensionality of harmonic measures associated with random walks on groups acting on a hyperbolic space under finite first moment condition, and establish the dimension formula by the entropy over the drift. We also treat the…

Probability · Mathematics 2019-02-20 Ryokichi Tanaka

We consider the estimation of densities in multiple subpopulations, where the available sample size in each subpopulation greatly varies. This problem occurs in epidemiology, for example, where different diseases may share similar…

Methodology · Statistics 2021-09-15 Jiaming Qiu , Xiongtao Dai , Zhengyuan Zhu

In this article, an adaption of an algorithm for the creation of experimental designs by Lekivetz and Jones (2015) is suggested, dealing with constraints around randomization. Split-plot design of experiments is used, when the levels of…

Methodology · Statistics 2020-03-24 Thomas Muehlenstaedt , Maria Lanzerath

Let $S$ be a finite set, and $X_1,\ldots,X_n$ an i.i.d. uniform sample from $S$. To estimate the size $|S|$, without further structure, one can wait for repeats and use the birthday problem. This requires a sample size of the order…

Statistics Theory · Mathematics 2026-04-28 Sourav Chatterjee , Persi Diaconis , Susan Holmes

Understanding rare events is critical across domains ranging from signal processing to reliability and structural safety, extreme-weather forecasting, and insurance. The analysis of rare events is a computationally challenging problem,…

Probability · Mathematics 2025-11-18 Anya Katsevich , Alexander Katsevich

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

Clustering aims to divide a set of points into groups. The current paradigm assumes that the grouping is well-defined (unique) given the probability model from which the data is drawn. Yet, recent experiments have uncovered several…

Machine Learning · Statistics 2024-06-25 Mireille Boutin , Evzenie Coupkova

Group testing, a problem with diverse applications across multiple disciplines, traditionally assumes independence across nodes' states. Recent research, however, focuses on real-world scenarios that often involve correlations among nodes,…

Information Theory · Computer Science 2025-04-02 Hesam Nikpey , Saswati Sarkar , Shirin Saeedi Bidokhti

We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate $p/n$ regime, where the number of covariates $p$ grows proportionally with the sample size $n$. Under appropriate regularity conditions, we…

Statistics Theory · Mathematics 2016-12-20 Lihua Lei , Peter J. Bickel , Noureddine El Karoui

Change point testing for high-dimensional data has attracted a lot of attention in statistics and machine learning owing to the emergence of high-dimensional data with structural breaks from many fields. In practice, when the dimension is…

Methodology · Statistics 2023-12-05 Hanjia Gao , Runmin Wang , Xiaofeng Shao

Distribution function is essential in statistical inference, and connected with samples to form a directed closed loop by the correspondence theorem in measure theory and the Glivenko-Cantelli and Donsker properties. This connection creates…

Methodology · Statistics 2024-04-02 Xueqin Wang , Jin Zhu , Wenliang Pan , Junhao Zhu , Heping Zhang

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

Statistics Theory · Mathematics 2023-10-23 Adam B Kashlak

We study optimal design problems where the design corresponds to a coefficient in the principal part of the state equation. The state equation, in addition, is parameter dependent, and we allow it to change type in the limit of this…

Optimization and Control · Mathematics 2024-12-09 Tadele Mengesha , Abner J. Salgado , Joshua M. Siktar

Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

Machine Learning · Statistics 2022-03-01 Ian Osband , Zheng Wen , Seyed Mohammad Asghari , Vikranth Dwaracherla , Xiuyuan Lu , Benjamin Van Roy