相关论文: Three equivalent conjectures on an estimate of int…
We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means of the random variables belonging to a non-empty, bounded interval; (ii) the means of the random variables belonging to an…
This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…
We give a general method to obtain from the integral restrictions of functions sharp pointwise and uniform estimates of these functions. This scheme is illustrated by the examples for Fock\,--\,Bargmann spaces of entire functions of several…
Uncertainty sampling is a prevalent active learning algorithm that queries sequentially the annotations of data samples which the current prediction model is uncertain about. However, the usage of uncertainty sampling has been largely…
This paper considers an empirical likelihood inference for parameters defined by general estimating equations, when data are missing at random. The efficiency of existing estimators depends critically on correctly specifying the conditional…
We find two convergent series expansions for Legendre's first incomplete elliptic integral $F(\lambda,k)$ in terms of recursively computed elementary functions. Both expansions are valid at every point of the unit square $0<\lambda,k<1$.…
We use the recent findings of Cohl [arXiv:1105.2735] and evaluate two integrals involving the Gegenbauer polynomials: $\int_{-1}^{x}\mathrm{d}t\:(1-t^{2})^{\lambda-1/2}(x-t)^{-\kappa-1/2}C_{n}^{\lambda}(t)$ and…
Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…
We establish two new estimates which control a function (after subtracting its average) in $L^1$ by only the $L^1$ norm of its radial derivative. While the interior estimate holds for all superharmonic functions, the boundary version is…
We derive an extended empirical likelihood for parameters defined by estimating equations which generalizes the original empirical likelihood for such parameters to the full parameter space. Under mild conditions, the extended empirical…
We establish that three well-known and rather different looking conjectures about Dirichlet characters and their (weighted) sums, (concerning the P\'{o}lya-Vinogradov theorem for maximal character sums, the maximal admissible range in…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…
We obtain the sharp estimates on the growth of the uniform norm of orthonormal polynomials for measures satisfying the Steklov condition. This improves the earlier results by Rakhmanov and completely settles a problem by Steklov. The sharp…
We consider fits to two or more datasets for which results from the sa me experiment share a common systematic uncertainty in addition to their individ ual statistical errors. This is important in extracting the maximum information from a…
A representation for the sharp coefficient in a pointwise estimate for the gradient of a generalized Poisson integral of a function $f$ on ${\mathbb R}^{n-1}$ is obtained under the assumption that $f$ belongs to $L^p$. It is assumed that…
While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…
When fitting a particular Economic model on a sample of data, the model may turn out to be heavily misspecified for some observations. This can happen because of unmodelled idiosyncratic events, such as an abrupt but short-lived change in…
Understanding how much each variable contributes to an outcome is a central question across disciplines. A causal view of explainability is favorable for its ability in uncovering underlying mechanisms and generalizing to new contexts.…
We consider two recent conjectures of Harrington, Henninger-Voss, Karhadkar, Robinson and Wong concerning relationships between the sum index, difference index and exclusive sum number of graphs. One conjecture posits an exact relationship…
This paper studies the complexity of estimating Renyi divergences of discrete distributions: $p$ observed from samples and the baseline distribution $q$ known \emph{a priori}. Extending the results of Acharya et al. (SODA'15) on estimating…