相关论文: Best Feasible Conditional Critical Values for a Mo…

In this article, we introduce the idea of $gH$-weak subdifferential for interval-valued functions (IVFs) and show how to calculate $gH$-weak subgradients. It is observed that a nonempty $gH$-weak subdifferential set is closed and convex. In…

Identifying structural parameters in linear simultaneous-equation models is a longstanding challenge. Recent work exploits information in higher-order moments of non-Gaussian data. In this literature, the structural errors are typically…

This paper proposes an adaptive random experiment design (ARED) algorithm that can be applied to optimize the multiple factors and levels experiments. The algorithm takes real-time model error as the adaptive condition, and outputs a model…

We derive new bounds for the condition number of kernel matrices, which we then use to enhance existing non-asymptotic test error bounds for kernel ridgeless regression (KRR) in the over-parameterized regime for a fixed input dimension. For…

The weak value amplification technique has been proved useful for precision metrology in both theory and experiment. To explore the ultimate performance of weak value amplification for multi-parameter estimation, we investigate a general…

In recent work, Azadkia and Chatterjee (2021) laid out an ingenious approach to defining consistent measures of conditional dependence. Their fully nonparametric approach forms statistics based on ranks and nearest neighbor graphs. The…

This paper tackles a fundamental inference problem: given $n$ observations from a distribution $P$ over $\mathbb{R}^d$ with unknown mean $\boldsymbol{\mu}$, we must form a confidence set for the index (or indices) corresponding to the…

We propose a new adaptive hypothesis test for inequality (e.g., monotonicity, convexity) and equality (e.g., parametric, semiparametric) restrictions on a structural function in a nonparametric instrumental variables (NPIV) model. Our test…

This paper establishes a new comparison principle for the minimum eigenvalue of a sum of independent random positive-semidefinite matrices. The principle states that the minimum eigenvalue of the matrix sum is controlled by the minimum…

In the present paper, we are concerned with a class of constrained vector optimization problems, where the objective functions and active constraint functions are locally Lipschitz at the referee point. Some second-order constraint…

We develop a new kind of nonnegativity certificate for univariate polynomials on an interval. In many applications, nonnegative Bernstein coefficients are often used as a simple way of certifying polynomial nonnegativity. Our proposed…

The minimum accuracy heuristic evaluates quantum feature maps without requiring full quantum support vector machine (QSVM) training. However, the original formulation is computationally expensive, restricted to balanced datasets, and lacks…

We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the…

We extend the SU(4) model [1-5] for high-Tc superconductivity to an SU(4)k model that permits explicit momentum (k) dependence in predicted observables. We derive and solve gap equations that depend on k, temperature, and doping from the…

A new test is proposed for the weak white noise null hypothesis. The test is based on a new automatic choice of the order for a Box-Pierce or Hong test statistic. The test uses Lobato (2001) or Kuan and Lee (2006) HAC critical values. The…

We propose a set of goodness-of-fit tests for the semiparametric accelerated failure time (AFT) model, including an omnibus test, a link function test, and a functional form test. This set of tests is derived from a multi-parameter…

Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniques, e.g., based on principal components, or directly based…

For continuous weak measurement of qubits, we obtain exact expressions for weak values (WVs) from the post-selection restricted average of measurement outputs, by using both the quantumtrajectory- equation (QTE) and quantum Bayesian…

We study the following problem: Given a variable of interest, we would like to find a best linear predictor for it by choosing a subset of $k$ relevant variables obeying a matroid constraint. This problem is a natural generalization of…

We propose a general method for constructing robust permutation tests under data corruption. The proposed tests effectively control the non-asymptotic type I error under data corruption, and we prove their consistency in power under minimal…