相关论文: Wald Statistics in high-dimensional PCA

Linear wavelet density estimators are wavelet projections of the empirical measure based on independent, identically distributed observations. We study here the law of the iterated logarithm (LIL) and a Berry-Esseen type theorem. These…

We show that for a Steinhaus random multiplicative function $f:\mathbb{N}\to\mathbb{D}$ and any polynomial $P(x)\in\mathbb{Z}[x]$ of $\text{deg}\ P\ge 2$ which is not of the form $w(x+c)^{d}$ for some $w\in \mathbb{Z}$, $c\in \mathbb{Q}$,…

The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…

The method of obtaining confidence intervals on a subset of the total number of parameters (p) of a model used for fitting X-ray spectra is to perturb the best-fitting model until, for each parameter, a range is found for which the change…

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

We consider the problem of regression learning for deterministic design and independent random errors. We start by proving a sharp PAC-Bayesian type bound for the exponentially weighted aggregate (EWA) under the expected squared empirical…

Simultaneous variable selection and statistical inference is challenging in high-dimensional data analysis. Most existing post-selection inference methods require explicitly specified regression models, which are often linear, as well as…

We consider random polynomials of the form $G_n(z):= \sum_{|\alpha|\leq n} \xi^{(n)}_{\alpha}p_{n,\alpha}(z)$ where $\{\xi^{(n)}_{\alpha}\}_{|\alpha|\leq n}$ are i.i.d. (complex) random variables and $\{p_{n,\alpha}\}_{|\alpha|\leq n}$ form…

This paper focuses on the computational complexity of computing empirical plug-in estimates for causal effect queries. Given a causal graph and observational data, any identifiable causal query can be estimated from an expression over the…

In climate studies, detecting spatial patterns that largely deviate from the sample mean still remains a statistical challenge. Although a Principal Component Analysis (PCA), or equivalently a Empirical Orthogonal Functions (EOF)…

We explore connections between covariance representations, Bismut-type formulas and Stein's method. First, using the theory of closed symmetric forms, we derive covariance representations for several well-known probability measures on…

The two-sample homogeneity testing problem is fundamental in statistics and becomes particularly challenging in high dimensions, where classical tests can suffer substantial power loss. We develop a learning-assisted procedure based on the…

In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension $n\times p$ and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal…

We study the central limit theorem for sums of independent tensor powers, $\frac{1}{\sqrt{d}}\sum\limits_{i=1}^d X_i^{\otimes p}$. We focus on the high-dimensional regime where $X_i \in \mathbb{R}^n$ and $n$ may scale with $d$. Our main…

We analyze the prediction error of principal component regression (PCR) and prove high probability bounds for the corresponding squared risk conditional on the design. Our first main result shows that PCR performs comparably to the oracle…

Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…

In the study of stochastic PDEs with colored, non-trace class space-time noise, one frequently encounters Gaussian series of the form $$g \sum_{n\geq 1} \gamma_n \mu_n f_n, $$ where $(\gamma_n)_{n}$ is a sequence of standard independent…

We prove a \emph{query complexity} lower bound on rank-one principal component analysis (PCA). We consider an oracle model where, given a symmetric matrix $M \in \mathbb{R}^{d \times d}$, an algorithm is allowed to make $T$ \emph{exact}…

We study estimation and testing in the Poisson regression model with noisy high dimensional covariates, which has wide applications in analyzing noisy big data. Correcting for the estimation bias due to the covariate noise leads to a…

Let $P_{\lambda\Sigma_n}$ be the Ehrhart polynomial associated to an intergal multiple $\lambda$ of the standard symplex $\Sigma_n \subset \mathbb{R}^n$. In this paper we prove that if $(M, L)$ is an $n$-dimensional polarized toric manifold…