statistics-theory

Documents about statistics-theory

• Uniform Gaussian Approximation for The Quasi-Likelihood Estimator for a Weakly Dependent Nonlinear Time Series Models#927886arXiv (All)
• Can we further improve the central limit theorem for stationary $ρ$-mixing sequences $?$#927908arXiv (All)
• Improved mean squared displacement analysis for anomalous single particle trajectories#974914arXiv (All)
• Cluster-Based Dimensionality Reduction by Nonparametric Distributional Screening#974935arXiv (All)
• Glivenko--Cantelli Theorems for Integrated Volatility Functionals in Pure-Jump Semimartingales with an Application to Cryptocurrency Markets#975351arXiv (All)
• Quadratic Point Estimate Method for Uncertainty Quantification with Dependent Non-Gaussian Inputs#986660arXiv (All)
• Inferring diffusivity from killed diffusion#997429arXiv (All)
• The Elliptically Optimal Confidence Interval: A Bivariate Extension of Wilson's Score Method#997840arXiv (All)
• Bergsma--Dassios sign covariance with ties: a nonnegative decomposition and sharp bounds#998404arXiv (All)
• Minimax-Optimal Early Stopping for Continuous-Time SGD via the Discrepancy Principle#998814arXiv (All)
• The Zero Pattern of a Design Matrix Drives Multiple Descent in Over-parameterized Regression#999272arXiv (All)
• Gromov-Wasserstein Barycenter Surrogates: Statistical Methodology, Distributional Limits and Applications#999364arXiv (All)
• Can SGD Select Good Fishermen? Local Convergence under Self-Selection Biases#999649arXiv (All)
• A Generalized Tangent Approximation based Variational Inference Framework for Strongly Super-Gaussian Likelihoods#1000498arXiv (All)
• Optimal Post-processing of Synthetic Data for Pearson Correlation Matching#1012062arXiv (All)
• Convergence in distribution of the P-P process in $L^1[0,1]$#1013498arXiv (All)
• A Unified Framework for Wasserstein Convergence of ULMC Methods beyond Log-Concavity: Old and New#1034510arXiv (All)
• Statistics, 't Hooft Anomaly, and the Else-Nayak Index: a careful comparison of concepts#1034604arXiv (All)
• Functional independent component analysis by choice of norm: a framework for near-perfect classification#1035274arXiv (All)
• A Partial Fay-Herriot model for Small Area Estimation: Estimating district-level consumption in Mozambique#1036092arXiv (All)
• Improved polynomial-time algorithms for detecting and recovering planted $Θ(\sqrt{n})$-cliques#1051182arXiv (All)
• Closed forms and open obstructions: the sample variance of three observations#1051826arXiv (All)
• Multilevel modelling of survey data: impact of the 2-level weights used in the pseudolikelihood#391791HAL Science
• Work Statistics via Real-Time Effective Field Theory: Application to Work Extraction from Thermal Bath with Qubit Coupling#177039arXiv (OAI)
• Entropic optimal transport beyond product reference couplings: the Gaussian case on Euclidean space#128427arXiv (OAI)
• An iterated $I$-projection procedure for solving the generalized minimum information checkerboard copula problem#189338arXiv (OAI)
• Score Attack: A Lower Bound Technique for Optimal Differentially Private Learning#609724arXiv (All)
• Spectral Gaps of Hit-and-Run and Coordinate Hit-and-Run#623150arXiv (OAI Expanded)
• Spectral Gaps of Hit-and-Run and Coordinate Hit-and-Run#625423arXiv (All)
• Probabilistic Symbolic Regression for Equation Discovery via Operator-induced and Regularized Symbolic Forests#682494arXiv (OAI Expanded)
• Probabilistic Symbolic Regression for Equation Discovery via Operator-induced and Regularized Symbolic Forests#684269arXiv (All)
• Quadratic form of heavy-tailed self-normalized random vector with applications in $α$-heavy Marčenko--Pastur law#789586arXiv (OAI Expanded)
• Quadratic form of heavy-tailed self-normalized random vector with applications in $α$-heavy Marčenko--Pastur law#793590arXiv (All)
• Bergsma--Dassios Sign Covariance Characterises Independence for Arbitrary Real-Valued Bivariate Laws#798120arXiv (OAI Expanded)
• Bergsma--Dassios Sign Covariance Characterises Independence for Arbitrary Real-Valued Bivariate Laws#799543arXiv (All)
• Bounds on the Posterior-to-Prior Ratios for Inclusion Belief under Bounded Differential Privacy#799674arXiv (All)
• Efficient Inference on High-Dimensional Linear Models with Missing Outcomes#820130arXiv (All)
• Proper-score observation-driven filters: local geometry, estimation, and continuous-time limits#820588arXiv (All)
• A computational approach to maximum likelihood thresholds for colored Gaussian graphical models#920037arXiv (OAI Expanded)
• A computational approach to maximum likelihood thresholds for colored Gaussian graphical models#924268arXiv (All)
• Simultaneous Pointwise Majorization for Mixed Tail Processes with Applications in Gaussian Chaos and Ergodic Diffusions#927474arXiv (All)
• Optimal Stratified Allocation for Rare-Event Onset Forecasting in Dependent Sequences#927710arXiv (All)
• Goodness-of-fit testing for the Pareto type-I distribution based on a mean residual life characterization#971589arXiv (All)
• Adaptive Conformal Inference Under Delayed Feedback: Coverage Guarantees and a Delay-to-Memory Diagnostic#975302arXiv (All)
• Generalized Stochastic Approximation of the Log-Likelihood Ratio for Robust Sequential Change-Point Detection#984163arXiv (All)
• Comparison theorems for the extreme eigenvalues of a random symmetric matrix#996885arXiv (All)
• Comparison theorems for the minimum eigenvalue of a random positive-semidefinite matrix#997945arXiv (All)
• How far are $d$-dimensional copulas with uniform $(d-1)$-marginals from (total) independence?#999286arXiv (All)
• Global Sensitivity Analysis of Spatial Sets: Finite-Element-Based Estimation and the Role of Observation Windows#1000144arXiv (All)
• PDE-constrained inverse problems at the $\sqrt{n}$ rate via debiased physics-informed neural networks#1000259arXiv (All)