统计理论
Functional causal models (fCMs) specify functional dependencies between random variables associated to the vertices of a graph. In directed acyclic graphs (DAGs), fCMs are well-understood: a unique probability distribution on the random…
The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…
Consider the spiked Wigner model \[ X = \sum_{i = 1}^k \lambda_i u_i u_i^\top + \sigma G, \] where $G$ is an $N \times N$ GOE random matrix, and the eigenvalues $\lambda_i$ are all spiked, i.e. above the Baik-Ben Arous-P\'ech\'e (BBP)…
We propose a modified, high-dimensional version of a recent dimension estimation procedure that determines the dimension via the introduction of augmented noise variables into the data. Our asymptotic results show that the proposal is…
We consider an uncertain linear inverse problem as follows. Given observation $\omega=Ax_*+\zeta$ where $A\in {\bf R}^{m\times p}$ and $\zeta\in {\bf R}^{m}$ is observation noise, we want to recover unknown signal $x_*$, known to belong to…
We study the asymptotic behaviour of the Regularized Maximum Partial Likelihood Estimator (RMPLE) in the proportional limit, considering an arbitrary convex regularizer and assuming that the covariates $\mathbf{X}_i\in\mathbb{R}^{p}$ follow…
Sum of Ranking Differences (SRD) is a relatively novel, non-para-metric statistical procedure that has become increasingly popular recently. SRD compares solutions via a reference by applying a rank transformation on the input and…
The ordinal patterns of a fixed number of consecutive values in a time series is the spatial ordering of these values. Counting how often a specific ordinal pattern occurs in a time series provides important insights into the properties of…
In this paper, we study the subgaussian matrix variate model, where we observe the matrix variate data $X$ which consists of a signal matrix $X_0$ and a noise matrix $W$. More specifically, we study a subgaussian model using the Kronecker…
Bandit algorithms sequentially accumulate data using adaptive sampling policies, offering flexibility for real-world applications. However, excessive sampling can be costly, motivating the devolopment of early stopping methods and reliable…
In data-driven learning and inference tasks, the high cost of acquiring samples from the target distribution often limits performance. A common strategy to mitigate this challenge is to augment the limited target samples with data from a…
We consider a broad class of permutation invariant statistical problems by extending the standard decision theoretic definition to allow also selective inference tasks, where the target is specified only after seeing the data. For any such…
This article studies the asymptotic properties of Bayesian or frequentist estimators of a vector of parameters related to structural properties of sequences of graphs. The estimators studied originate from a particular class of graphex…
We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…
A current strand of research in high-dimensional statistics deals with robustifying the available methodology with respect to deviations from the pervasive light-tail assumptions. In this paper we consider a linear mean regression model…
Infinite-activity completely random measures (CRMs) have become important building blocks of complex Bayesian nonparametric models. They have been successfully used in various applications such as clustering, density estimation, latent…
This paper investigates properties of the class of graphs based on exchangeable point processes. We provide asymptotic expressions for the number of edges, number of nodes and degree distributions, identifying four regimes: (i) a dense…
Amari's Information Geometry is a dually affine formalism for parametric probability models. The literature proposes various nonparametric functional versions. Our approach uses classical Weyl's axioms so that the affine velocity of a…
Tail dependence plays an essential role in the characterization of joint extreme events in multivariate data. However, most standard tail dependence parameters assume continuous margins. This note presents a form of tail dependence suitable…
We consider the problem of deriving uniform confidence bands for the mean of a monotonic stochastic process, such as the cumulative distribution function (CDF) of a random variable, based on a sequence of i.i.d.~observations. Our approach…