Related papers: Asymptotic Anytime-Valid Inference for U-statistic…
This work analyzes the asymptotic performances of fully distributed sequential hypothesis testing procedures as the type-I and type-II error rates approach zero, in the context of a sensor network without a fusion center. In particular, the…
In the autoregressive process of first order AR(1), a homogeneous correlated time series $u_t$ is recursively constructed as $u_t = q\; u_{t-1} + \sigma \;\epsilon_t$, using random Gaussian deviates $\epsilon_t$ and fixed values for the…
We propose a new asymptotic test to assess the stationarity of a time series' mean that is applicable in the presence of both heteroscedasticity and short-range dependence. Our test statistic is composed of Gini's mean difference of local…
Quasi-periodicity refers to a pattern in a function where it appears periodic but has evolving amplitudes over time. This is often the case in practical settings such as the modeling of case counts of infectious disease or the carbon…
The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…
Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and…
Confidence sequences based on test martingales provide time-uniform uncertainty quantification for the mean of bounded IID observations without parametric distributional assumptions. Their practical efficiency, however, depends strongly on…
We propose a pointwise inference algorithm for high-dimensional linear models with time-varying coefficients. The method is based on a novel combination of the nonparametric kernel smoothing technique and a Lasso bias-corrected ridge…
Consider $d$ dependent change point tests, each based on a CUSUM-statistic. We provide an asymptotic theory that allows us to deal with the maximum over all test statistics as both the sample size $n$ and $d$ tend to infinity. We achieve…
Gradient optimization algorithms using epochs, that is those based on stochastic gradient descent without replacement (SGDo), are predominantly used to train machine learning models in practice. However, the mathematical theory of SGDo and…
Spectral analysis plays a crucial role in high-dimensional statistics, where determining the asymptotic distribution of various spectral statistics remains a challenging task. Due to the difficulties of deriving the analytic form, recent…
Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly used loss functions in statistical inference are unbounded. In…
Consensus of autonomous agents is a benchmark problem in multi-agent control. In this paper, we consider continuous-time averaging consensus policies (or Laplacian flows) and their discrete-time counterparts over time-varying graphs in…
We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…
Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…
Minimum distance estimation (MDE) gained recent attention as a formulation of (implicit) generative modeling. It considers minimizing, over model parameters, a statistical distance between the empirical data distribution and the model. This…
Regression trees and random forests are popular and effective non-parametric estimators in practical applications. A recent paper by Athey and Wager shows that the random forest estimate at any point is asymptotically Gaussian; in this…
Given data generated by an observable stochastic process, we study how to construct statistically optimal decisions for general stochastic optimization problems. Our setting encompasses non-standard data structures, including data…
We prove that a suitably de-biased version of Chatterjee's rank correlation based on i.i.d. copies of a random vector $(X,Y)$ is asymptotically normal whenever $Y$ is not almost surely constant. No further conditions on the joint…
We develop an asymptotic statistical theory for parameter estimation from a class of non-i.i.d. periodic binary event-detection processes subject to nonparalyzable dead time and gating, which we call "dead-time event detection" (DED)…