统计理论

We take into consideration generalization bounds for the problem of the estimation of the drift component for ergodic stochastic differential equations, when the estimator is a ReLU neural network and the estimation is non-parametric with…

In this paper, we investigate a class of approximate Gaussian processes (GP) obtained by taking a linear combination of compactly supported basis functions with the basis coefficients endowed with a dependent Gaussian prior distribution.…

We develop a theory of finite-dimensional polyhedral subsets over the Wasserstein space and optimization of functionals over them via first-order methods. Our main application is to the problem of mean-field variational inference, which…

Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…

A fundamental problem in statistics and machine learning is to estimate a function $f$ from possibly noisy observations of its point samples. The goal is to design a numerical algorithm to construct an approximation $\hat f$ to $f$ in a…

Hypothesis testing via e-variables can be framed as a sequential betting game, where a player each round picks an e-variable. A good player's strategy results in an effective statistical test that rejects the null hypothesis as soon as…

We revisit the recently introduced Local Glivenko-Cantelli setting, which studies distribution-dependent uniform convergence rates of the Empirical Mean Estimator (EME). In this work, we investigate generalizations of this setting where…

General first order methods (GFOMs), including various gradient descent and AMP algorithms, constitute a broad class of iterative algorithms in modern statistical learning problems. Some GFOMs also serve as constructive proof devices,…

We develop a consistent method for estimating the parameters of a rich class of path-dependent SDEs, called signature SDEs, which can model general path-dependent phenomena. Path signatures are iterated integrals of a given path with the…

This paper introduces a high-dimensional binary variate model that accommodates nonstationary covariates and factors, and studies their asymptotic theory. This framework encompasses scenarios where single indices are nonstationary or…

In this paper we obtain advances for the concept of directional $\rho$-coefficients, originally defined for the trivariate case in [Nelsen, R.B., \'Ubeda-Flores, M. (2011). Directional dependence in multivariate distributions. Ann. Inst.…

This paper is concerned with the problem of defining and estimating statistics for distributions on spaces such as Riemannian manifolds and more general metric spaces. The challenge comes, in part, from the fact that statistics such as…

In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We…

In the context of linear regression, we construct a data-driven convex loss function with respect to which empirical risk minimisation yields optimal asymptotic variance in the downstream estimation of the regression coefficients. At the…

We study prior distributions for Poisson parameter estimation under $L^1$ loss. Specifically, we construct a new family of prior distributions whose optimal Bayesian estimators (the conditional medians) can be any prescribed increasing…

In the number partitioning problem (NPP) one aims to partition a given set of $N$ real numbers into two subsets with approximately equal sum. The NPP is a well-studied optimization problem and is famous for possessing a…

One of the enduring problems surrounding neural networks is to identify the factors that differentiate them from traditional statistical models. We prove a pair of results which distinguish feedforward neural networks among parametric…

We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step localization procedure, more precisely, we combine local state…

When exposure measurement error (EME), confounder measurement error (CME), or both are present, health effect estimates regarding exposure mixtures and critical exposure time-window may not represent the true effects. For example, in air…

In the heteroscedastic linear model, the weighted least squares (WLS) estimate of the model coefficients is more efficient than the ordinary least squares (OLS) esti- mate. However, the practical application of WLS is challenging because it…