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Non-reciprocal interactions are present in many systems out of equilibrium. The rate of entropy production is a measure that quantifies the time irreversibility of a system, and thus how far it is from equilibrium. In this work, we…

Statistical Mechanics · Physics 2022-11-28 Ziluo Zhang , Rosalba Garcia-Millan

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

A biological pathway represents a set of genes that serves a particular cellular or a physiological function. The genes within the same pathway are expected to function together and hence may interact with each other. It is also known that…

Methodology · Statistics 2012-06-14 Zaili Fang , Inyoung Kim , Jeesun Jung

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

Econometrics · Economics 2022-04-18 Shuowen Chen

Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…

Methodology · Statistics 2025-03-17 Jan Albrecht , Sebastian Reich

Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

In this paper, we propose a semi-parametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects and can be viewed as a nonlinear…

Methodology · Statistics 2009-06-19 Debashis Paul , Jie Peng , Prabir Burman

Estimating treatment effects from observational data is of central interest across numerous application domains. Individual treatment effect offers the most granular measure of treatment effect on an individual level, and is the most useful…

Machine Learning · Statistics 2024-08-06 Hengrui Cai , Huaqing Jin , Lexin Li

Optimal estimation and inference for both the minimizer and minimum of a convex regression function under the white noise and nonparametric regression models are studied in a nonasymptotic local minimax framework, where the performance of a…

Statistics Theory · Mathematics 2024-03-12 T. Tony Cai , Ran Chen , Yuancheng Zhu

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…

Statistics Theory · Mathematics 2023-01-18 Wenlong Mou , Peng Ding , Martin J. Wainwright , Peter L. Bartlett

We show that observing the trajectories of confined particles in a thermal equilibrium state yields an estimate on the free-space diffusion coefficient. For generic trapping potentials and interactions between particles, the estimate comes…

Statistical Mechanics · Physics 2019-10-22 Andreas Dechant

We study the existence of segregated solutions to a class of reaction-diffusion systems with strong interactions, arising in many physical applications. These special solutions are obtained as weak limits of minimizers of a family of…

Analysis of PDEs · Mathematics 2020-04-29 Alessandro Audrito , Enrico Serra , Paolo Tilli

It is often of interest to assess whether a function-valued statistical parameter, such as a density function or a mean regression function, is equal to any function in a class of candidate null parameters. This can be framed as a…

Methodology · Statistics 2023-06-14 Aaron Hudson

A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…

Statistical Mechanics · Physics 2017-10-12 Maria Bruna , S. Jonathan Chapman , Martin Robinson

We establish minimax optimal rates of convergence for nonparametric estimation in functional ANOVA models when data from first-order partial derivatives are available. Our results reveal that partial derivatives can improve convergence…

Statistics Theory · Mathematics 2017-09-12 Xiaowu Dai , Peter Chien

Variance reduction methods are often needed for the reliability assessment of complex industrial systems, we focus on one variance reduction method in a given context, that is the interacting particle system method (IPS) used on piecewise…

Computation · Statistics 2019-07-24 H. Chraibi , A. Dutfoy , T. Galtier , J. Garnier

We study distributed estimation methods under communication constraints in a distributed version of the nonparametric random design regression model. We derive minimax lower bounds and exhibit methods that attain those bounds. Moreover, we…

Statistics Theory · Mathematics 2019-02-06 Botond Szabo , Harry van Zanten

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

Statistics Theory · Mathematics 2020-10-27 Zijun Gao , Yanjun Han

Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…

Statistics Theory · Mathematics 2015-06-11 Pierre Barbillon , Célia Barthélémy , Adeline Samson