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We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…

Econometrics · Economics 2021-08-26 Michael P. Leung

Recently, authors have studied weighted version of Kerridge inaccuracy measure for truncated distributions. In the present communication we introduce the notion of weighted interval inaccuracy measure for two-sided truncated random…

Statistics Theory · Mathematics 2020-04-08 Chanchal Kundu

We show that the mixing times of random walks on compact groups can be used to obtain concentration inequalities for the respective Haar measures. As an application, we derive a concentration inequality for the empirical distribution of…

Probability · Mathematics 2007-05-23 Sourav Chatterjee

Consider a set of order statistics that arise from sorting samples from two different populations, each with their own, possibly different distribution function. The probability that these order statistics fall in disjoint, ordered…

Computation · Statistics 2007-06-26 Deborah H. Glueck , Anis Karimpour-Fard , Jan Mandel , Keith E. Muller

The aim of this paper is to describe new statistical methods for determination of the correlations among and distributions of physical parameters from a multivariate data with general and arbitrary truncations and selection biases. These…

Astrophysics · Physics 2007-05-23 Vahe' Petrosian

We prove concentration inequalities of the form $P(Y \ge t) \le \exp(-B(t))$ for a random variable $Y$ with mean zero and variance $\sigma^2$ using a coupling technique from Stein's method that is so-called approximate zero bias couplings.…

Probability · Mathematics 2025-12-24 Nathakhun Wiroonsri

It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…

Methodology · Statistics 2023-11-14 Samuel D. Pimentel , Yaxuan Huang

The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…

Information Theory · Computer Science 2012-12-18 Yi-Zheng Fan , Tao Huang , Ming Zhu

This paper presents compact notations for concentration inequalities and convenient results to streamline probabilistic analysis. The new expressions describe the typical sizes and tails of random variables, allowing for simple operations…

Statistics Theory · Mathematics 2020-04-28 Kaizheng Wang

We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…

Probability · Mathematics 2015-09-08 V. Yu. Korolev , A. I. Zeifman

We prove concentration inequalities for several models of non-linear random matrices. As corollaries we obtain estimates for linear spectral statistics of the conjugate kernel of neural networks and non-commutative polynomials in (possibly…

Probability · Mathematics 2025-07-15 Radosław Adamczak

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

Algebraic statistics for binary random variables is concerned with highly structured algebraic varieties in the space of 2x2x...x2-tensors. We demonstrate the advantages of representing such varieties in the coordinate system of binary…

Combinatorics · Mathematics 2011-09-06 Bernd Sturmfels , Piotr Zwiernik

Collaboration between different data centers is often challenged by heterogeneity across sites. To account for the heterogeneity, the state-of-the-art method is to re-weight the covariate distributions in each site to match the distribution…

Machine Learning · Statistics 2024-04-25 Tianyu Guo , Sai Praneeth Karimireddy , Michael I. Jordan

Full Bayesian computational inference for model determination in undirected graphical models is currently restricted to decomposable graphs, except for problems of very small scale. In this paper we develop new, more efficient methodology…

Computation · Statistics 2012-06-05 Peter J. Green , Alun Thomas

Starting from concentration of measure hypotheses on $m$ random vectors $Z_1,\ldots, Z_m$, this article provides an expression of the concentration of functionals $\phi(Z_1,\ldots, Z_m)$ where the variations of $\phi$ on each variable…

Probability · Mathematics 2023-06-27 Cosme Louart , Romain Couillet

Dealing with visualizations containing large data set is a challenging issue and, in the field of Information Visualization, almost every visual technique reveals its drawback when visualizing large number of items. To deal with this…

Graphics · Computer Science 2017-01-26 Enrico Bertini , Giuseppe Santucci

We introduce the notion of a weighted inversion statistic on the symmetric group, and examine its distribution on each conjugacy class. Our work generalizes the study of several common permutation statistics, including the number of…

Combinatorics · Mathematics 2023-05-18 Jesse Campion Loth , Michael Levet , Kevin Liu , Eric Nathan Stucky , Sheila Sundaram , Mei Yin

Finkelstein-Schoenfeld, Buyse, Pocock, and other authors have developed generalizations of the Mann-Whitney test that allow for pairwise patient comparisons to include a hierarchy of measurements. Various authors present either asymptotic…

Computation · Statistics 2019-11-26 William N. Anderson , Johan Verbeeck

With the increasing availability of data from historical studies and real-world data sources, hybrid control designs that incorporate external data into the evaluation of current studies are being increasingly adopted. In these designs, it…

Methodology · Statistics 2025-06-23 Masahiro Kojima , Shunichiro Orihara , Keisuke Hanada , Tomohiro Ohigashi