相关论文: Adaptive estimation of the copula correlation matr…
Principal stratification is essential for revealing causal mechanisms involving post-treatment intermediate variables, in real-world applications like surrogate marker evaluation. Principal stratification analysis with continuous…
Layer potentials represent solutions to partial differential equations in an integral equation formulation. When numerically evaluating layer potentials at evaluation points close to the domain boundary, specialized quadrature techniques…
We consider the estimation of a structural function which models a non-parametric relationship between a response and an endogenous regressor given an instrument in presence of dependence in the data generating process. Assuming an…
In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and…
We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle inequality for the risk of the selected estimator with…
Over the past decades, there has been a surge of interest in studying low-dimensional structures within high-dimensional data. Statistical factor models $-$ i.e., low-rank plus diagonal covariance structures $-$ offer a powerful framework…
Semi-parametric regression models are used in several applications which require comprehensibility without sacrificing accuracy. Typical examples are spline interpolation in geophysics, or non-linear time series problems, where the system…
We study nonasymptotic minimax estimation of the linear functional $L(\theta)=\eta^\top \theta$ for a high-dimensional $s$-sparse mean vector with an arbitrary loading vector $\eta$. For symmetric noise with exponentially decaying tails, we…
We study iterative finite element approximations for the numerical approximation of semilinear elliptic boundary value problems with monotone nonlinear reactions of subcritical growth. The focus of our contribution is on an optimal a priori…
We revisit the Riemann-Hilbert problem determined by Donaldson-Thomas invariants for the resolved conifold and for other small crepant resolutions. While this problem can be recast as a system of TBA-type equations in the conformal limit,…
The perturbative QCD corrections to the semileptonic decay width of the tau lepton are evaluated in the next-next-to-leading order from the contour integral representation in various renormalization schemes, using numerical solution of the…
We propose a nonparametric quantile regression method using deep neural networks with a rectified linear unit penalty function to avoid quantile crossing. This penalty function is computationally feasible for enforcing non-crossing…
We present a new algorithm for the numerical evaluation of five-point conformal blocks in $d$-dimensions, greatly improving the efficiency of their computation. To do this we use an appropriate ansatz for the blocks as a series expansion in…
Variational methods are attractive for computing Bayesian inference for highly parametrized models and large datasets where exact inference is impractical. They approximate a target distribution - either the posterior or an augmented…
We study the conformal bootstrap constraints for 3D conformal field theories with a $\mathbb{Z}_2$ or parity symmetry, assuming a single relevant scalar operator $\epsilon$ that is invariant under the symmetry. When there is additionally a…
We derive logarithmic gradient estimate and universal boundedness estimate for semilinear elliptic equations on \RCD\, metric measure spaces, which contains the class of Riemannian manifolds with Ricci curvature bounded below. These…
In this paper, we study the identifiability and the estimation of the parameters of a copula-based multivariate model when the margins are unknown and are arbitrary, meaning that they can be continuous, discrete, or mixtures of continuous…
Many optimally scaling quantum simulation algorithms employ controlled time evolution of the Hamiltonian, which is typically the major bottleneck for their efficient implementation. This work establishes a compression protocol for encoding…
We observe a sample of $n$ independent $p$-dimensional Gaussian vectors with Toeplitz covariance matrix $ \Sigma = [\sigma_{|i-j|}]_{1 \leq i,j \leq p}$ and $\sigma_0=1$. We consider the problem of testing the hypothesis that $\Sigma$ is…
In this paper we establish asymptotic simultaneous confidence bands for copulas based on the local linear kernel estimator proposed by Chen and Huang [1]. For this, we prove under smoothness conditions on the copula function, a uniform in…