相关论文: Improved dimension dependence in the Bernstein von…

Uncertainty quantification (UQ) for adaptively collected data, such as that coming from adaptive experiments, bandits, or reinforcement learning, is necessary for critical elements of data collection such as ensuring safety and conducting…

We consider the asymptotic behavior of posterior distributions and Bayes estimators based on observations which are required to be neither independent nor identically distributed. We give general results on the rate of convergence of the…

This paper develops a generalized (quasi-) Bayes framework for conditional moment restriction models, where the parameter of interest is a nonparametric structural function of endogenous variables. We establish contraction rates for a class…

Bayesian and other likelihood-based methods require specification of a statistical model and may not be fully satisfactory for inference on quantities, such as quantiles, that are not naturally defined as model parameters. In this paper, we…

The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds on the distributional distance between the distribution of…

Estimating the parameters from $k$ independent Bin$(n,p)$ random variables, when both parameters $n$ and $p$ are unknown, is relevant to a variety of applications. It is particularly difficult if $n$ is large and $p$ is small. Over the past…

When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are dependent, the existing test procedures fail to preserve…

Bayesian hypothesis tests leverage posterior probabilities, Bayes factors, or credible intervals to inform data-driven decision making. We propose a framework for power curve approximation with such hypothesis tests. We present a fast…

Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed. Multivariate regular variation…

We prove that the classical Laplace asymptotic expansion (AE) of $\int_{\mathbb R^d} g(x)e^{-nu(x)}dx$, $n\gg1$ extends to the high-dimensional regime in which $d$ may grow large with $n$. More specifically, we use new techniques suitable…

The conditional independence assumption has recently appeared in a growing body of literature on the estimation of multivariate mixtures. We consider here conditionally independent multivariate mixtures of power series distributions with…

Outliers can seriously distort statistical inference by inducing excessive sensitivity in the likelihood function, thereby compromising the reliability of Bayesian estimation. To address this issue, we develop a robust Bayesian estimation…

We consider inference in the scalar diffusion model $dX_t=b(X_t)dt+\sigma(X_t)dW_t$ with discrete data $(X_{j\Delta_n})_{0\leq j \leq n}$, $n\to \infty,~\Delta_n\to 0$ and periodic coefficients. For $\sigma$ given, we prove a general…

In this paper, we study inference for high-dimensional data characterized by small sample sizes relative to the dimension of the data. In particular, we provide an infinite-dimensional framework to study statistical models that involve…

We consider in this paper the problem of sampling a high-dimensional probability distribution $\pi$ having a density with respect to the Lebesgue measure on $\mathbb{R}^d$, known up to a normalization constant $x \mapsto \pi(x)=…

We obtain rates of convergence to stationarity in L^1-Wasserstein distance for a d-dimensional reflected Brownian motion (RBM) in the nonnegative orthant that are explicit in the dimension and the system parameters. The results are then…

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

We study spike-and-slab priors for generalized linear models with possible grouped sparsity. The main result is an oracle Bernstein--von Mises theorem for the fractional posterior under supportwise likelihood assumptions. The proof develops…

Despite the popularism of Bayesian neural networks in recent years, its use is somewhat limited in complex and big data situations due to the computational cost associated with full posterior evaluations. Variational Bayes (VB) provides a…

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…