相关论文: Consistent Covariance estimation for stratum imbal…

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Measuring the stability of conclusions derived from Ordinary Least Squares linear regression is critically important, but most metrics either only measure local stability (i.e. against infinitesimal changes in the data), or are only…

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

The dynamics of molecules are governed by rare event transitions between long-lived (metastable) states. To explore these transitions efficiently, many enhanced sampling protocols have been introduced that involve using simulations with…

In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…

In this paper, we refine the Berry-Esseen bounds for the multivariate normal approximation of Polyak-Ruppert averaged iterates arising from the linear stochastic approximation (LSA) algorithm with decreasing step size. We consider the…

Randomized algorithms have proven to perform well on a large class of numerical linear algebra problems. Their theoretical analysis is critical to provide guarantees on their behaviour, and in this sense, the stochastic analysis of the…

We consider the problem of estimating the covariance structure of a random vector $Y\in \mathbb R^d$ from a sample $Y_1,\ldots,Y_n$. We are interested in the situation when $d$ is large compared to $n$ but the covariance matrix $\Sigma$ of…

The inefficiency of using an unbiased estimator in a Monte Carlo procedure can be quantified using an inefficiency constant, equal to the product of the variance of the estimator and its mean computational cost. We develop methods for…

Accurate and precise covariance matrices will be important in enabling planned cosmological surveys to detect new physics. Standard methods imply either the need for many N-body simulations in order to obtain an accurate estimate, or a…

The concentration inequality approach for normal approximation by Stein's method is generalized to the multivariate setting. We use this approach to prove a non-smooth function distance for multivariate normal approximation for standardized…

This paper investigates the detection and estimation of a single change in high-dimensional linear models. We derive minimax lower bounds for the detection boundary and the estimation rate, which uncover a phase transition governed by the…

We present a new robust bootstrap method for a test when there is a nuisance parameter under the alternative, and some parameters are possibly weakly or non-identified. We focus on a Bierens (1990)-type conditional moment test of omitted…

This paper studies the problem of estimating a large coefficient matrix in a multiple response linear regression model when the coefficient matrix could be both of low rank and sparse in the sense that most nonzero entries concentrate on a…

The survey experiment is widely used in economics and social sciences to evaluate the effects of treatments or programs. In a standard population-based survey experiment, the experimenter randomly draws experimental units from a target…

Analysis of random censored life-time data along with some related stochastic covariables is of great importance in many applied sciences like medical research, population studies and planning etc. The parametric estimation technique…

A popular approach for improving the correctness of output from large language models (LLMs) is Self-Consistency - poll the LLM multiple times and output the most frequent solution. Existing Self-Consistency techniques always generate a…

Le Cam's third/contiguity lemma is a fundamental probabilistic tool to compute the limiting distribution of a given statistic $T_n$ under a non-null sequence of probability measures $\{Q_n\}$, provided its limiting distribution under a null…