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Estimation of large covariance matrices has drawn considerable recent attention, and the theoretical focus so far has mainly been on developing a minimax theory over a fixed parameter space. In this paper, we consider adaptive covariance…

Statistics Theory · Mathematics 2012-11-05 T. Tony Cai , Ming Yuan

Block coordinate descent is an optimization paradigm that iteratively updates one block of variables at a time, making it quite amenable to big data applications due to its scalability and performance. Its convergence behavior has been…

Optimization and Control · Mathematics 2023-10-13 Liangzu Peng , René Vidal

The stochastic block model (SBM) is a mixture model used for the clustering of nodes in networks. It has now been employed for more than a decade to analyze very different types of networks in many scientific fields such as Biology and…

Methodology · Statistics 2014-05-12 E. Côme , P. Latouche

High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…

Methodology · Statistics 2022-02-16 Sebastian M Schmon , Philippe Gagnon

In this paper, we investigate the necessity of finite blocklength codes in distributed transmission of independent message sets over channels with feedback. Previously, it was shown that finite effective length codes are necessary in…

Information Theory · Computer Science 2018-01-17 Mohsen Heidari , Farhad Shirani , S. Sandeep Pradhan

Model selection in latent block models has been a challenging but important task in the field of statistics. Specifically, a major challenge is encountered when constructing a test on a block structure obtained by applying a specific…

Machine Learning · Statistics 2021-06-08 Chihiro Watanabe , Taiji Suzuki

Block-based resampling estimators have been intensively investigated for weakly dependent time processes, which has helped to inform implementation (e.g., best block sizes). However, little is known about resampling performance and block…

Statistics Theory · Mathematics 2022-08-04 Qihao Zhang , Soumendra N. Lahiri , Daniel J. Nordman

The aim of this paper is to investigate the distribution of a continuous polymer in the presence of an attractive finitely supported potential. The most intricate behavior can be observed if we simultaneously and independently vary two…

Mathematical Physics · Physics 2020-12-04 L. Koralov , S. Molchanov , B. Vainberg

It is a common phenomenon in nature and technology that a system under perturbations exits a regime of its usual dynamics. Often it is possible to define a potential function whereby a potential well can be associated with a usual or…

Statistical Mechanics · Physics 2018-08-22 Tamás Bódai

A common approach for modeling extremes, such as peak flow or high temperatures, is the three-parameter Generalized Extreme-Value distribution. This is typically fit to extreme observations, here defined as maxima over disjoint blocks. This…

Applications · Statistics 2025-10-07 Nathan Huet , Ilaria Prosdocimi

Cyclic block coordinate methods are a fundamental class of optimization methods widely used in practice and implemented as part of standard software packages for statistical learning. Nevertheless, their convergence is generally not well…

Optimization and Control · Mathematics 2023-06-09 Chaobing Song , Jelena Diakonikolas

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

High-tech systems are typically produced in two stages: 1) Production of components using specialized equipment and staff; 2) System assembly/integration. Component production capacity is subject to fluctuations, causing a high risk of…

Probability · Mathematics 2024-04-18 Mirjam S. Meijer , Dennis Schol , Willem van Jaarsveld , Maria Vlasiou , Bert Zwart

Parametric inference for spatial max-stable processes is difficult since the related likelihoods are unavailable. A composite likelihood approach based on the bivariate distribution of block maxima has been recently proposed in the…

Applications · Statistics 2012-05-08 Jean-Noel Bacro , Carlo Gaetan

There is a propensity for an extreme value analyses to be conducted as a consequence of the occurrence of a large flooding event. This timing of the analysis introduces bias and poor coverage probabilities into the associated risk…

Applications · Statistics 2021-07-02 Anna Maria Barlow , Chris Sherlock , Jonathan Tawn

This paper devises a regression-type model for the situation where both the response and covariates are extreme. The proposed approach is designed for the setting where both the response and covariates are themselves block maxima, and thus…

Statistics Theory · Mathematics 2021-07-30 Miguel de Carvalho , Gonçalo dos Reis , Alina Kumukova

The determination of the sample size required by a crossover trial typically depends on the specification of one or more variance components. Uncertainty about the value of these parameters at the design stage means that there is often a…

Methodology · Statistics 2018-03-28 Michael Grayling , Adrian Mander , James Wason

There are multiple cluster randomised trial designs that vary in when the clusters cross between control and intervention states, when observations are made within clusters, and how many observations are made at that time point. Identifying…

Methodology · Statistics 2023-07-20 Samuel I. Watson , Alan Girling , Karla Hemming

Blocking is often used to reduce known variability in designed experiments by collecting together homogeneous experimental units. A common modelling assumption for such experiments is that responses from units within a block are dependent.…

Methodology · Statistics 2018-11-07 W. G. Mueller , A. Rappold , D. C. Woods

The control and risk assessment in complex information systems require to take into account extremes arising from nodes with large node degrees. Various sampling techniques like a Page Rank random walk, a Metropolis-Hastings Markov chain…

Statistics Theory · Mathematics 2015-02-18 Natalia Markovich
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