统计理论

This paper gives a comprehensive treatment of the convergence rates of penalized spline estimators for simultaneously estimating several leading principal component functions, when the functional data is sparsely observed. The penalized…

A deep generative model yields an implicit estimator for the unknown distribution or density function of the observation. This paper investigates some statistical properties of the implicit density estimator pursued by VAE-type methods from…

A confidence sequence (CS) is a sequence of confidence intervals that is valid at arbitrary data-dependent stopping times. These are useful in applications like A/B testing, multi-armed bandits, off-policy evaluation, election auditing,…

On the basis of network analysis, and within the context of modeling imprecision or vague information with fuzzy sets, we propose an innovative way to analyze, aggregate and apply this uncertain knowledge into community detection of…

In this paper we address the problem of fuzzy measures index calculation. On the basis of fuzzy sets, Murofushi and Soneda proposed an interaction index to deal with the relations between two individuals. This index was later extended in a…

The Weibull tail-coefficient (WTC) plays a crucial role in extreme value statistics when dealing with Weibull-type tails. Several distributions, such as normal, Gamma, Weibull, and Logistic distributions, exhibit this type of tail…

We study the problem of sequentially predicting properties of a probabilistic model and its next outcome over an infinite horizon, with the goal of ensuring that the predictions incur only finitely many errors with probability 1. We…

A new package for nonlinear least squares fitting is introduced in this paper. This package implements a recently developed algorithm that, for certain types of nonlinear curve fitting, reduces the number of nonlinear parameters to be…

Constant (naive) imputation is still widely used in practice as this is a first easy-to-use technique to deal with missing data. Yet, this simple method could be expected to induce a large bias for prediction purposes, as the imputed input…

Vecchia approximation has been widely used to accurately scale Gaussian-process (GP) inference to large datasets, by expressing the joint density as a product of conditional densities with small conditioning sets. We study fixed-domain…

We consider the estimation of the cumulative hazard function, and equivalently the distribution function, with censored data under a setup that preserves the privacy of the survival database. This is done through a $\alpha$-locally…

We tackle estimating sparse coefficients in a linear regression when the covariates are sampled from an $L$-subexponential random vector. This vector belongs to a class of distributions that exhibit heavier tails than Gaussian random…

Yule (1926) identified the issue of "nonsense correlations" in time series data, where dependence within each of two random vectors causes overdispersion -- i.e. variance inflation -- for measures of dependence between the two. During the…

Spatially distributed functional data are prevalent in many statistical applications such as meteorology, energy forecasting, census data, disease mapping, and neurological studies. Given their complex and high-dimensional nature,…

Based on the expectile loss function and the adaptive LASSO penalty, the paper proposes and studies the estimation methods for the accelerated failure time (AFT) model. In this approach, we need to estimate the survival function of the…

Handling multiplicity without losing much power has been a persistent challenge in various fields that often face the necessity of managing numerous statistical tests simultaneously. Recently, $p$-value combination methods based on…

An extension of Archimax copula class in more than two random variables ( Multivariate ) was introduced in (J\'agr 2011) for describing dependency structures among random variables in higher dimension, and some properties of Archimax copula…

This paper introduces a novel concept of interval probability measures that enables the representation of imprecise probabilities, or uncertainty, in a natural and coherent manner. Within an algebra of sets, we introduce a notion of weak…

In our problem, we are given access to a number of sequences of nonnegative i.i.d. random variables, whose realizations are observed sequentially. All sequences are of the same finite length. The goal is to pick one element from each…

We consider the empirical versions of geometric quantile and halfspace depth, and study their extremal behaviour as a function of the sample size. The objective of this study is to establish connection between the rates of convergence and…