相关论文: A mean identity for longest increasing subsequence…
We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
We study time-uniform statistical inference for parameters in stochastic approximation (SA), which encompasses a bunch of applications in optimization and machine learning. To that end, we analyze the almost-sure convergence rates of the…
We find an asymptotic enumeration formula for the number of simple $r$-uniform hypergraphs with a given degree sequence, when the number of edges is sufficiently large. The formula is given in terms of the solution of a system of equations.…
The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…
We consider the asymptotics of various estimators based on a large sample of branching trees from a critical multi-type Galton-Watson process, as the sample size increases to infinity. The asymptotics of additive functions of trees, such as…
We study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, including generalized familywise rates and false discovery and…
In this paper we consider asymptotic expansions for a class of sequences of symmetric functions of many variables. Applications to classical and free probability theory are discussed.
In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…
Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address this challenge in a semi-parametric context: estimating the…
When k > 1 and s is sufficiently large in terms of k, we derive an explicit multi-term asymptotic expansion for the number of representations of a large natural number as the sum of s positive integral k-th powers.
In this paper, we consider asymptotics of the optimal value and the optimal solutions of parametric minimax estimation problems. Specifically, we consider estimators of the optimal value and the optimal solutions in a sample minimax problem…
We consider continuous-time models with a large panel of moment conditions, where the structural parameter depends on a set of characteristics, whose effects are of interest. The leading example is the linear factor model in financial…
We study the fluctuations, in the large deviations regime, of the longest increasing subsequence of a random i.i.d. sample on the unit square. In particular, our results yield the precise upper and lower exponential tails for the length of…
The sequence a_1,...,a_m is a common subsequence in the set of permutations S = {p_1,...,p_k} on [n] if it is a subsequence of p_i(1),...,p_i(n) and p_j(1),...,p_j(n) for some distinct p_i, p_j in S. Recently, Beame and Huynh-Ngoc (2008)…
Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…
We consider Ewens random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$ and to study the asymptotic behaviour as $n\to\infty$. We obtain very precise information on the joint distribution of…
The length $\mathsf{is}(\pi)$ of a longest increasing subsequence in a permutation $\pi$ has been extensively studied. An increasing subsequence is one that has no descents. We study generalizations of this statistic by finding longest…
Merging asymptotic expansions of arbitrary length are established for the distribution functions and for the probabilities of suitably centered and normalized cumulative winnings in a full sequence of generalized St. Petersburg games,…