相关论文: Gaussian Multiplier Bootstrap Procedure for the $k…
We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the…
We consider the problem of approximating sums of high-dimensional stationary time series by Gaussian vectors, using the framework of functional dependence measure. The validity of the Gaussian approximation depends on the sample size $n$,…
This paper studies the Gaussian and bootstrap approximations for the probabilities of a non-degenerate U-statistic belonging to the hyperrectangles in $\mathbb{R}^d$ when the dimension $d$ is large. A two-step Gaussian approximation…
The Bonferroni adjustment, or the union bound, is commonly used to study rate optimality properties of statistical methods in high-dimensional problems. However, in practice, the Bonferroni adjustment is overly conservative. The extreme…
This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over components of the sum of independent random vectors and its…
Spectral analysis plays a crucial role in high-dimensional statistics, where determining the asymptotic distribution of various spectral statistics remains a challenging task. Due to the difficulties of deriving the analytic form, recent…
In this paper we develop non-asymptotic Gaussian approximation results for the sampling distribution of suprema of empirical processes when the indexing function class $\mathcal{F}_n$ varies with the sample size $n$ and may not be Donsker.…
This paper studies the Gaussian approximation of high-dimensional and non-degenerate U-statistics of order two under the supremum norm. We propose a two-step Gaussian approximation procedure that does not impose structural assumptions on…
We study bootstrap inference for the $k$th largest coordinate of a normalized sum of independent high-dimensional random vectors. Existing second-order theory for maxima does not directly extend to order statistics, because the event…
In this paper, we establish the non-asymptotic validity of the multiplier bootstrap procedure for constructing the confidence sets using the Stochastic Gradient Descent (SGD) algorithm. Under appropriate regularity conditions, our approach…
Generalized Linear Model (or GLM) extends the ordinary linear regression by linking the mean of the response variable to covariates through appropriate link functions. GLM is widely used in the analysis of datasets arising from diverse…
We consider the problem of Gaussian approximation for the $\kappa$th coordinate of a sum of high-dimensional random vectors. Such a problem has been studied previously for $\kappa=1$ (i.e., maxima). However, in many applications, a general…
The problem of constructing a simultaneous confidence surface for the 2-dimensional mean function of a non-stationary functional time series is challenging as these bands can not be built on classical limit theory for the maximum absolute…
Recent years have witnessed much progress on Gaussian and bootstrap approximations to the distribution of sums of independent random vectors with dimension $d$ large relative to the sample size $n$. However, for any number of moments $m>2$…
Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…
This paper is concerned with finite sample approximations to the supremum of a non-degenerate $U$-process of a general order indexed by a function class. We are primarily interested in situations where the function class as well as the…
We propose a bootstrap procedure for data that may exhibit clustering in two or more dimensions. We use insights from the theory of generalized U-statistics to analyze the large-sample properties of statistics that are sample averages from…
We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…
Although there is an extensive literature on the maxima of Gaussian processes, there are relatively few non-asymptotic bounds on their lower-tail probabilities. The aim of this paper is to develop such a bound, while also allowing for many…
The bootstrap is a widely used procedure for statistical inference because of its simplicity and attractive statistical properties. However, the vanilla version of bootstrap is no longer feasible computationally for many modern massive…