Testing network correlation efficiently via counting trees |
Cheng Mao, Yihong Wu, Jiaming Xu, and Sophie H. Yu
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Statistical inference for rough volatility: Minimax Theory |
Carsten Chong, Marc Hoffmann, Yanghui Liu, Mathieu Rosenbaum, and Gregoire Szymanski
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Optimal parameter estimation for linear SPDEs from multiple measurements |
Randolf Altmeyer, Anton Tiepner, and Martin Wahl
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Dimension-Free Mixing Times of Gibbs Samplers for Bayesian Hierarchical Models |
Filippo Ascolani and Giacomo Zanella
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Reconciling model-X and doubly robust approaches to conditional independence testing |
Ziang Niu, Abhinav Chakraborty, Oliver Dukes, and Eugene Katsevich
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Non-independent component analysis |
Geert Mesters and Piotr Zwiernik
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Optimal Estimation of Schatten Norms of a rectangular Matrix |
Solène Thépaut and Nicolas Verzelen
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Spectral Statistics of Sample Block Correlation Matrices |
Zhigang Bao, Jiang Hu, Xiaocong Xu, and Xiaozhuo Zhang
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Distributed Estimation and Inference for Semi-parametric Binary Response Models |
Xi Chen, Wenbo Jing, Weidong Liu, and Yichen Zhang
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Higher-Order Coverage Errors of Batching Methods via Edgeworth Expansions on t-Statistics |
Shengyi He and Henry Lam
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On block-wise and reference panel-based estimators for genetic data prediction in high dimensions |
Bingxin Zhao, Shurong Zheng, and Hongtu Zhu
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Plugin Estimation of Smooth Optimal Transport Maps |
Tudor Manole, Sivaraman Balakrishnan, Jonathan Niles-Weed, and Larry Wasserman
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Change point inference in high-dimensional regression models under temporal dependence |
Haotian Xu, Daren Wang, Zifeng Zhao, and Yi Yu
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High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation |
Yi Ding and Xinghua Zheng
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Change Acceleration and Detection |
Yanglei Song and Georgios Fellouris
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Spectral regularized kernel two-sample tests |
Omar Hagrass, Bharath Sriperumbudur, and Bing Li
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MARS via LASSO |
Dohyeong Ki, Billy Fang, and Adityanand Guntuboyina
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Joint Sequential Detection and Isolation for Dependent Data Streams |
Anamitra Chaudhuri and Georgios Fellouris
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Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions |
Johannes Brutsche and Angelika Rohde
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Estimation of the Spectral Measure from Convex Combinations of Regularly Varying Random Vectors |
Marco Oesting and Olivier Wintenberger
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A Blockwise Empirical Likelihood Method for Time Series in Frequency Domain Inference |
Haihan Yu, Mark S. Kaiser, and Daniel J. Nordman
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Nonparametric classification with missing data |
Torben Sell, Thomas B. Berrett, and Timothy I. Cannings
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Deep Nonlinear Sufficient Dimension Reduction |
Yinfeng Chen, Yuling Jiao, Rui Qiu, and Zhou Yu
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Locally Simultaneous Inference |
Tijana Zrnic and William Fithian
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Spectral Analysis of Gram Matrices with Missing at Random Observations: Convergence, Central Limit Theorems, and Applications in Statistical Inference |
Huiqin Li, Guangming Pan, Yanqing Yin, and Wang Zhou
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On the Approximation Accuracy of Gaussian Variational Inference |
Anya Katsevich and Philippe Rigollet
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E-Statistics, Group Invariance and Anytime-Valid Testing |
Muriel Pérez-Ortiz, Tyron Lardy, Rianne De Heide, and Peter Grünwald
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Statistical Complexity and Optimal Algorithms for Non-linear Ridge Bandits |
Nived Rajaraman, Yanjun Han, Jiantao Jiao, and Kannan Ramchandran
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Tensor-on-Tensor Regression: Riemannian Optimization, Over-parameterization, Statistical-computational Gap, and Their Interplay |
Yuetian Luo and Anru R Zhang
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Heavy-tailed Bayesian nonparametric adaptation |
Sergios Agapiou and Ismael Castillo
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Wald Tests When Restrictions Are Locally Singular |
Jean-Marie Dufour, Eric Renault, and Victoria Zinde-Walsh
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Optimal Policy Evaluation Using Kernel-Based Temporal Difference Methods |
Yaqi Duan, Mengdi Wang, and Martin J Wainwright
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Fundamental Limits of Low-Rank Matrix Estimation with Diverging Aspect Ratios |
Andrea Montanari and Yuchen Wu
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Asymptotic Normality and Optimality in Nonsmooth Stochastic Approximation |
Damek Davis, Dmitriy Drusvyatskiy, and Liwei Jiang
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Bootstrap-Assisted Inference for Generalized Grenander-type Estimators |
Kenichi Nagasawa, Matias Damian Cattaneo, and Michael Jansson
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One-Step Estimation of Differentiable Hilbert-Valued Parameters |
Alex Luedtke and Incheoul Chung
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Sharp multiple testing boundary for sparse sequences |
Ismael Castillo, Kweku Abraham, and Etienne Roquain
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A Nonparametric Doubly Robust Test for a Continuous Treatment Effect |
Charles Raouf Doss, Guangwei Weng, Lan Wang, Ira Moscovice, and Tongtan Chantarat
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Gromov-Wasserstein Distances: Entropic Regularization, Duality, and Sample Complexity |
Zhengxin Zhang, Ziv Goldfeld, Youssef Mroueh, and Bharath K. Sriperumbudur
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Improved Covariance Estimation: Optimal Robustness and Sub-Gaussian Guarantees Under Heavy Tails |
Roberto Imbuzeiro Oliveira and Zoraida Fernandez Rico
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Time-Uniform Central Limit Theory and Asymptotic Confidence Sequences |
Ian Waudby-Smith, David Arbour, Ritwik Sinha, Edward Kennedy, and Aaditya Ramdas
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Debiased Inverse Propensity Score Weighting for Estimation of Average Treatment Effects with High-Dimensional Confounders |
Yuhao Wang and Rajen Shah
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Online Change-point Detection for Matrix-valued Time Series with Latent Two-way Factor Structure |
Yong He, Xinbing Kong, Lorenzo Trapani, and Long Yu
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Majority Vote for Distributed Differentially Private Sign Selection |
Weidong Liu, Jiyuan Tu, Xiaojun Mao, and Xi Chen
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Tensor Factor Model Estimation by Iterative Projection |
Yuefeng Han, Rong Chen, Dan Yang, and Cun-Hui Zhang
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Wasserstein Convergence in Bayesian and Frequentist Deconvolution Models |
Judith Rousseau and Catia Scricciolo
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Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series |
Degui Li, Runze Li, and Han Lin Shang
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Efficient Functional Lasso Kernel Smoothing for High-dimensional Additive Regression |
Eun Ryung Lee, Seyoung Park, Enno Mammen, and Byeong U Park
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Learning Gaussian Mixtures Using the Wasserstein-Fisher-Rao Gradient Flow |
Yulang Yan, Kaizheng Wang, and Philippe Rigollet
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Statistical Inference for Four-Regime Segmented Regression Models |
Han Yan and Song X Chen
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