统计理论

We study the asymptotic behaviour of both spherical $t$-designs and random uniform designs as the set of sampling points in non-parametric regression with spherical regressors of arbitrary dimension. We show that the corresponding…

Due to their parsimony, separable covariance models have been popular in modeling matrix-variate data. However, the inference from such a model may be misleading if the population covariance matrix $\Sigma$ is actually non-separable,…

We study exact recovery for community detection in a Gaussian mixture model with dependent and heterogeneous Gaussian noise. The noise covariance matrix $\Sigma$ may be non-diagonal and, in the general formulation, singular. In the singular…

We study a fundamental instability mechanism in nonlinear, nonlocal dynamical systems arising from the interaction of long-range memory and stochastic regime switching. The dynamics are governed by network-coupled, operator-valued Volterra…

This paper develops bootstrap procedures for inference in linear regression models with two-way clustered data. We characterize the estimator's asymptotic behavior in five mutually exclusive and exhaustive regimes: three Gaussian and two…

We study likelihood-based inference for the anisotropic hyperbolic wrapped normal distribution on standard hyperbolic space. The model has a manifold-valued location parameter and a full positive definite covariance matrix in tangent…

We present a one-parameter family of bivariate absolutely continuous distributions based on location-scale family of variance Gaussian mixtures, with continuous densities with the same support (effective domain). The maximum likelihood…

We delve into the estimation of the functional coefficients and inference for varying coefficient model. Applying Laguerre series, we develop an estimator for the vector of functional coefficients that attains asymptotically optimal…

Hastie et al. (2022) found that ridge regularization is essential in high dimensional linear regression $y=\beta^Tx + \epsilon$ with isotropic co-variates $x\in \mathbb{R}^d$ and $n$ samples at fixed $d/n$. However, Hastie et al. (2022)…

We develop an information-theoretic framework for bounding the supremum of stochastic processes, offering a simpler and sharper alternative to classical chaining and slicing arguments for generalization bounds. The key idea is a lifting…

In modern parametric model training, full-batch gradient descent (and its variants) suffers due to progressively stronger biasing towards the exact realization of training data; this drives the systematic ``generalization gap'', where the…

We construct a block bootstrap max-test for detecting the presence of significant predictors in a high dimensional setting, allowing for weakly dependent and heterogeneous (possibly non-stationary) data. The number of covariates to be…

In this paper, we aim at estimating the quarticity of continuous It\^{o} semimartingales. Instead of using some classical estimators, we introduce a more intuitive one and establish a central limit theorem (CLT) for it, with a convergence…

Bayesian online learning provides a coherent framework for sequential inference. However, its theoretical understanding remains limited, particularly in the one-pass setting. Existing theoretical guarantees typically require the mini-batch…

Recent results have shown that for a linear tilt to a reference measure, the scores that would be produced under convolution with a normal variable can be expressed in terms of convolutions of the original density. Here, we extend that…

A methodology is developed to extract $d$ invariant features $W=f(X)$ that predict a response variable $Y$ without being confounded by variables $Z$ that may influence both $X$ and $Y$. The methodology's main ingredient is the penalization…

Inferential models (IMs) are data-dependent, imprecise-probabilistic structures designed to quantify uncertainty about unknowns. As the name suggests, the focus has been on uncertainty quantification for inference and on its reliability…

In many analyses the object reported at the end is not fixed in advance, but is chosen after a preliminary search over variables, subgroups, transformations, models or contrasts. Classical selective-inference methods are most effective when…

This paper investigates the asymptotics of eigenstructure of sample covariance matrix under the spiked covariance matrix model in ultra-high-dimensional settings, where the dimensionality can grow much faster than the sample size with $ p…

In this paper we develop a novel inferential approach based on geometric records for estimating the tail index of heavy-tailed distributions. We construct a maximum likelihood estimator for the Pareto model and establish its strong…