相关论文: Minimax extrapolation problem for periodically cor…

High-dimensional statistical tests often ignore correlations to gain simplicity and stability leading to null distributions that depend on functionals of correlation matrices such as their Frobenius norm and other $\ell_r$ norms. Motivated…

We noisily observe solutions of an ordinary differential equation $\dot u = f(u)$ at given times, where $u$ lives in a $d$-dimensional state space. The model function $f$ is unknown and belongs to a H\"older-type smoothness class with…

Consider the problem of nonparametric estimation of an unknown $\beta$-H\"older smooth density $p_{XY}$ at a given point, where $X$ and $Y$ are both $d$ dimensional. An infinite sequence of i.i.d.\ samples $(X_i,Y_i)$ are generated…

We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…

An important problem of optimization analysis surges when parameters such as $ \{\theta_j\}_{j=1,\, \dots \,,k }$, determining a function $ y=f(x\given\{\theta_j\}) $, must be estimated from a set of observables $ \{ x_i,y_i\}_{i=1,\, \dots…

The set of infinite-dimensional, symmetric stable tail dependence functions associated with exchangeable max-stable sequences of random variables with unit Fr\'echet margins is shown to be a simplex. Except for a single element, the…

Variational methods are extremely popular in the analysis of network data. Statistical guarantees obtained for these methods typically provide asymptotic normality for the problem of estimation of global model parameters under the…

Estimation of heterogeneous causal effects - i.e., how effects of policies and treatments vary across subjects - is a fundamental task in causal inference. Many methods for estimating conditional average treatment effects (CATEs) have been…

We obtain conditional upper bounds for negative discrete moments of the derivative of the Riemann zeta-function averaged over a subfamily of zeros of the zeta function which is expected to have full density inside the set of all zeros. For…

Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…

In this paper, we investigate the random subsampling method for tensor least squares problem with respect to the popular t-product. From the optimization perspective, we present the error bounds in the sense of probability for the residual…

We study the problem of estimating the coefficients of a diffusion (X_t,t\geq 0); the estimation is based on discrete data X_{n\Delta},n=0,1,...,N. The sampling frequency \Delta^{-1} is constant, and asymptotics are taken as the number N of…

The problem of estimating trend and seasonal variation in time-series data has been studied over several decades, although mostly using single time series. This paper studies the problem of estimating these components from functional data,…

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Driven by a wide range of applications, many principal subspace estimation problems have been studied individually under different structural constraints. This paper presents a unified framework for the statistical analysis of a general…

This paper proposes a statistically optimal approach for learning a function value using a confidence interval in a wide range of models, including general non-parametric estimation of an expected loss described as a stochastic programming…

We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of second order stationary random functions X1,...,Xn. An orthogonal series estimator of…

Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…

Let $\Delta(x)$ denote the error term in the Dirichlet divisor problem, and $E(T)$ the error term in the asymptotic formula for the mean square of $|\zeta(1/2+it)|$. If $E^*(t) = E(t) - 2\pi\Delta^*(t/2\pi)$ with $\Delta^*(x) = -\Delta(x) +…