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The problem of measuring conditional dependence between two random phenomena arises when a third one (a confounder) has a potential influence on the amount of information between them. A typical issue in this challenging problem is the…

Machine Learning · Statistics 2025-03-12 Ferran de Cabrera , Marc Vilà-Insa , Jaume Riba

We present a result according to which certain functions of covariance matrices are maximized at scalar multiples of the identity matrix. This is used to show that experimental designs that are optimal under an assumption of independent,…

Statistics Theory · Mathematics 2024-01-18 Douglas P. Wiens

Weak values as introduced by Aharonov, Albert and Vaidman (AAV) are ensemble average values for the results of weak measurements. They are interesting when the ensemble is preselected on a particular initial state and postselected on a…

Quantum Physics · Physics 2009-11-07 H. M. Wiseman

A weakly dependent time series regression model with multivariate covariates and univariate observations is considered, for which we develop a procedure to detect whether the nonparametric conditional mean function is stable in time against…

Statistics Theory · Mathematics 2019-01-25 Maria Mohr , Natalie Neumeyer

We present and analyze a two-level restricted additive Schwarz (RAS) preconditioner for heterogeneous Helmholtz problems, based on a multiscale spectral generalized finite element method (MS-GFEM) proposed in [C. Ma, C. Alber, and R.…

Numerical Analysis · Mathematics 2025-03-04 Chupeng Ma , Christian Alber , Robert Scheichl , Yongwei Zhang

Doubly robust estimators with cross-fitting have gained popularity in causal inference due to their favorable structure-agnostic error guarantees. However, when additional structure, such as H\"{o}lder smoothness, is available then more…

Statistics Theory · Mathematics 2025-05-08 Alec McClean , Sivaraman Balakrishnan , Edward H. Kennedy , Larry Wasserman

We consider the weak detection problem in a rank-one spiked Wigner data matrix where the signal-to-noise ratio is small so that reliable detection is impossible. We propose a hypothesis test on the presence of the signal by utilizing the…

Statistics Theory · Mathematics 2022-06-28 Hye Won Chung , Ji Oon Lee

This paper provides some extended results on estimating parameter matrix of several regression models when the covariate or response possesses weaker moment condition. We study the $M$-estimator of Fan et al. (Ann Stat 49(3):1239--1266,…

Statistics Theory · Mathematics 2022-09-08 Kangqiang Li , Songqiao Tang , Lixin Zhang

Dimensional reduction of high dimensional data can be achieved by keeping only the relevant eigenmodes after principal component analysis. However, differentiating relevant eigenmodes from the random noise eigenmodes is problematic. A new…

Data Analysis, Statistics and Probability · Physics 2008-12-31 Yu Ding , Yiu-Cho Chung , Kun Huang , Orlando P. Simonetti

Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…

Statistics Theory · Mathematics 2011-03-10 Edsel A. Peña , Joshua D. Habiger , Wensong Wu

We consider estimation and inference in a linear model with endogenous regressors where the parameters of interest change across two samples. If the first-stage is common, we show how to use this information to obtain more efficient…

Econometrics · Economics 2024-06-26 Bertille Antoine , Otilia Boldea , Niccolo Zaccaria

We constrain AvERA cosmologies in comparison with the flat $\Lambda$CDM model using cosmic chronometer (CC) data and the Pantheon+ sample of type Ia supernovae (SNe Ia). The analysis includes fits to both CC and SN datasets using the…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-14 Adrienn Pataki , Péter Raffai , István Csabai , Gábor Rácz , István Szapudi

In the measurement-constrained problems, despite the availability of large datasets, we may be only affordable to observe the labels on a small portion of the large dataset. This poses a critical question that which data points are most…

Statistics Theory · Mathematics 2024-11-22 Jingyi Duan , Yang Ning

Weak values are quantities accessed through quantum experiments involving weak measurements and post-selection. It has been shown that 'anomalous' weak values (those lying beyond the eigenvalue range of the corresponding operator) defy…

Quantum Physics · Physics 2019-10-23 Ravi Kunjwal , Matteo Lostaglio , Matthew F. Pusey

We use updated Hubble parameter and baryon acoustic oscillation data, as well as other lower-redshift Type Ia supernova, Mg II reverberation-measured quasar, quasar angular size, H II starburst galaxy, and Amati-correlated gamma-ray burst…

Cosmology and Nongalactic Astrophysics · Physics 2022-05-31 Shulei Cao , Bharat Ratra

Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a…

Statistics Theory · Mathematics 2008-12-18 Angelika Rohde

In genetic association studies, rare variants with extremely small allele frequency play a crucial role in complex traits, and the set-based testing methods that jointly assess the effects of groups of single nucleotide polymorphisms (SNPs)…

Methodology · Statistics 2020-03-13 Shonosuke Sugasawa , Hisashi Noma

Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…

Econometrics · Economics 2025-10-10 Tom Boot , Johannes W. Ligtenberg

In an earlier publication we had given an exhaustive analysis of the criteria for weak value measurements of pure states to be optimal in the sense considered by Wootters and Fields. We had proved, for arbitrary spin cases, that the…

Quantum Physics · Physics 2018-05-01 N. D. Hari Dass , R. Rajath Krishna

In this paper we propose a Kronecker-based modeling for identifying the spatial-temporal dynamics of large sensor arrays. The class of Kronecker networks is defined for which we formulate a Vector Autoregressive model. Its…

Systems and Control · Computer Science 2018-10-09 Baptiste Sinquin , Michel Verhaegen