| On the optimality of sliced inverse regression in high dimensions |
Qian Lin, Jun S Liu, Dongming Huang, and Xinran Li |
| Asymptotic Optimality in Stochastic Optimization |
John Duchi and Feng Ruan
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| Empirical Bayes oracle uncertainty quantification for regression |
Eduard Belitser and Subhashis Ghosal
|
| Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model |
Zeng Li, Fang Han, Jianfeng Yao
|
| Minimax Estimation of Large Precision Matrices with Bandable Cholesky Factor |
Yu Liu and Zhao Ren
|
| Concordance and Value Information Criteria for Optimal Treatment Decision |
Chengchun Shi, Rui Song, and Wenbin Lu
|
| Singularity, Misspecification, and Convergence Rate of the EM |
Raaz Dwivedi, Nhat Ho, Koulik Khamaru, Martin J. Wainwright, Michael I. Jordan, and Bin Yu
|
| Towards Optimal Estimation of Bivariate Isotonic Matrices with Unknown Permutations |
Cheng Mao, Ashwin Pananjady, and Martin Wainwright
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| High dimensional consistent independence testing with maxima of rank correlations |
Mathias Drton, Fang Han, and Hongjian Shi
|
| Optimal rates of entropy estimation over Lipschitz balls |
Yanjun Han, Jiantao Jiao, Tsachy Weissman, and Yihong Wu
|
| Limit distribution theory for block estimators in multiple isotonic regression |
Qiyang Han and Cun-Hui Zhang
|
| Assessment of the extent of corroboration of an elaborate theory of a causal hypothesis using partial conjunctions of evidence factors |
Bikram Karmakar and Dylan S. Small
|
| Fréchet Change-Point Detection |
Paromita Dubey and Hans-Georg Mueller
|
| Testability of High-Dimensional Linear Models with Non-Sparse Structures |
Jelena Bradic, Jianqing Fan, and Yinchu Zhu
|
| Nonparametric drift estimation for i.i.d. paths of stochastic differential equations |
Fabienne Comte and Valentine Genon-Catalot
|
| Distance-based and RKHS-based Dependence Metrics in High Dimension |
Xiaofeng Shao, Changbo Zhu, Xianyang Zhang, and Shun Yao
|
| The Distance Standard Deviation |
Dominic Edelmann, Donald Richards, and Daniel Vogel
|
| Robust Multivariate Nonparametric Tests via Projection-Averaging |
Ilmun Kim, Sivaraman Balakrishnan, and Larry Wasserman
|
| Inference for Conditional Value-at-Risk of a Predictive Regression |
Yi He, Yanxi Hou, Liang Peng, and Haipeng Shen
|
| Simultaneous high-probability bounds on the false discovery proportion in structured, regression, and online settings |
Eugene Katsevich and Aaditya Ramdas
|
| Clustering in Block Markov Chains |
Jaron Sanders, Alexandre Proutiere, and Se Young Yun
|
| Model selection and local geometry |
Robin Evans
|
| On the convergence of Hamiltonian Monte Carlo |
Alain Durmus, Eric Moulines, and Eero Saksman
|
| Statistically Optimal and Computationally Efficient Low Rank Tensor Completion from Noisy Entries |
Dong Xia, Ming Yuan, and Cunhui Zhang
|
| Test for High Dimensional Covariance Matrices |
Yuefeng Han and Wei Biao Wu
|
| Optimal estimation of variance in nonparametric regression with random design |
Yandi Shen, Chao Gao, Daniela Witten, and Fang Han
|
| Analysis of a Two-Layer Neural Network via Displacement Convexity |
Adel Javanmard, Marco Mondelli, and Andrea Montanari
|
| Beyond Gaussian Approximation: Bootstrap for Maxima of Sums of Independent Random Vectors |
Hang Deng and Cun-Hui Zhang
|
| Isotonic Regression in Multi-Dimensional Spaces and Graphs |
Hang Deng and Cun-Hui Zhang
|
| Robust Bayes-Like Estimation: Rho-Bayes Estimation |
Yannick Baraud and Lucien Birgé
|
| Transfer Learning for Nonparametric Classification: Minimax Rate and Adaptive Classifier |
Tony Cai and Hongji Wei
|
| Adaptation in Multivariate Log-Concave Density Estimation |
Oliver Y. Feng, Adityanand Guntuboyina, Arlene K. H. Kim, and Richard J. Samworth
|
| Asymptotically Independent U-Statistics in High-Dimensional Testing |
Yinqiu He, Gongjun Xu, Chong Wu, and Wei Pan
|
| Frequentist validity of Bayesian limits |
Bas Kleijn
|
| Optimal Change Point Detection and Localization in Sparse Dynamic Networks |
Daren Wang, Yi Yu, and Alessandro Rinaldo
|
| Convergence of covariance and spectral density estimates for high dimensional locally stationary processes |
Danna Zhang and Wei Biao Wu
|
| Wordlength Enumerator for Fractional Factorial Designs |
Yu Tang and Hongquan Xu
|
| Estimating minimum effect with outlier selection |
Alexandra Carpentier, Sylvain Delattre, Etienne Roquain, and Nicolas Verzelen
|
| Multiple block sizes and overlapping blocks for multivariate time series extremes |
Nan Zou, Stanislav Volgushev, and Axel Bücher
|
| Estimation of Low-Rank Matrices via Approximate Message Passing |
Andrea Montanari and Ramji Venkataramanan
|
| Asymptotics for Spherical Functional Autoregressions |
Alessia Caponera and Domenico Marinucci
|
| Singular vector and singular subspace distribution for the matrix denoising model |
Zhigang Bao, Xiucai Ding, and Ke Wang
|
| Robust multivariate mean estimation: the optimality of trimmed mean |
Gabor Lugosi and Shahar Mendelson
|
| Classification accuracy as a proxy for two-sample testing |
Ilmun Kim, Aaditya Ramdas, Aarti Singh, and Larry Wasserman
|
| Asymmetry Helps: Eigenvalue and Eigenvector Analyses of Asymmetrically Perturbed Low-Rank Matrices |
Yuxin Chen, Chen Cheng, and Jianqing Fan
|
| Complex sampling designs: uniform limit theorems and applications |
Jon A. Wellner and Qiyang Han
|
| Predictive inference with the jackknife+ |
Rina Foygel Barber, Emmanuel J Candes, Aaditya Ramdas, and Ryan J Tibshirani
|
| Robust Estimation of Superhedging Prices |
Jan Krzysztof Obloj and Johannes Wiesel
|
| Concentration of kernel matrices with application to kernel spectral clustering |
Arash Ali Amini and Zahra Sadat Razaee
|
| A Rule of Thumb: Run Lengths to False Alarm of Many Types of Control Charts Run in Parallel on Dependent Streams Are Asymptotically Independent |
Moshe Pollak
|
| Density deconvolution under general assumptions on the distribution of measurement errors |
Alexander Goldenshluger and Denis Belomestny
|
| Sharp Minimax Distribution Estimation for Current Status Censoring With or Without Missing |
Sam Efromovich
|
| Wasserstein F-tests and confidence bands for the Fréchet regression of density response curves |
Alexander Petersen, Xi Liu, and Afshin A. Divani
|
| High-dimensional nonparametric density estimation via symmetry and shape constraints |
Min Xu and Richard J. Samworth
|
| Average treatment effects in the presence of unknown interference |
Fredrik Sävje, Peter M. Aronow, and Michael G. Hudgens
|
| The adaptive Wynn-algorithm in generalized linear models with univariate response |
Norbert Gaffke, Fritjof Freise, and Rainer Schwabe
|
| Optimal disclosure risk assessment |
Stefano Favaro, Federico Camerlenghi, Zacharie Naulet, and Francesca Panero
|
| Network Representation Using Graph Root Distributions |
Jing Lei
|
| Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation |
Billy Fang, Adityanand Guntuboyina, and Bodhisattva Sen
|
| Analysis of “Learn-As-You-Go”‘ (LAGO) Studies |
Daniel Nevo, Judith J. Lok, and Donna Spiegelman
|
| Necessary and Su cient conditions for variable selection consistency of the LASSO in high dimensions |
Soumendra N Lahiri
|
| A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery |
Jianqing Fan, Weichen Wang, and Ziwei Zhu
|
| Empirical Process Results for Exchangeable Arrays |
Xavier D’Haultfoeuille, Laurent Davezies, and Yannick Guyonvarch
|
| Survival analysis via hierarchically dependent mixture hazards |
Federico Camerlenghi, Antonio Lijoi, and Igor Pruenster
|
| Adaptive importance sampling via kernel smoothing |
Bernard Delyon and François Portier
|
| Distributed linear regression by averaging |
Edgar Dobriban and Yue Sheng
|
| Consistent Nonparametric Estimation for Heavy-tailed Sparse Graphs |
Christian Borgs, Jennifer T. Chayes, Henry Cohn, and Shirshendu Ganguly
|
| Subspace Estimation from Unbalanced and Incomplete Data Matrices: ℓ2,∞ Statistical Guarantees |
Changxiao Cai, Gen Li, Yuejie Chi, Vincent Poor, and Yuxin Chen
|
| Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures |
Jérémie Bigot and Bernard Bercu
|
| Multiscale geometric feature extraction for high-dimensional and non-Euclidean data with applications |
Gabriel Chandler and Wolfgang Polonik
|
| Coverage of Credible Intervals in Nonparametric Monotone Regression |
Moumita Chakraborty and Subhashis Ghosal
|
| Linearized two-layers neural networks in high dimension |
Behrooz Ghorbani, Song Mei, Theodor Misiakiewicz, and Andrea Montanari
|
| Time-uniform, nonparametric, nonasymptotic confidence sequences |
Steven R Howard, Aaditya Ramdas, Jon McAuliffe, and Jasjeet Sekhon
|
| Strong Selection Consistency of Bayesian Vector Autoregressive Models based on a Pseudo-Likelihood Approach |
George Michailidis
|
| Correction note: “Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function” |
Eduard Belitser, Subhashis Ghosal, and Harry van Zanten
|
| Minimax rates in sparse, high-dimensional changepoint detection |
Haoyang Liu, Chao Gao, and Richard J Samworth
|
| Spiked separable covariance matrices and principal components |
Xiucai Ding and Fan Yang
|
| Center-Outward Distribution/Quantile Functions, Ranks, and Signs in R^d: a Measure Transportation Approach |
Marc Hallin, Estasio del Barrio, Juan Cuesta Albertos, and Carlos Matran
|
| Minimax estimation of smooth optimal transport maps |
Jan-Christian Hütter and Philippe Rigollet
|
| Estimation and Inference in the Presence of Fractional d = 1/2 and Weakly Nonstationary Processes |
James Duffy and Ioannis Kasparis
|
| Only Closed Testing Procedures are Admissible for Controlling False Discovery Proportions |
Jelle Goeman, Jesse Hemerik, and Aldo Solari
|
| On cross-validated lasso in high dimensions |
Denis Chetverikov, Zhipeng Liao, and Victor Chernozhukov
|
| Frame-constrained Total Variation Regularization for White Noise Regression |
Miguel del Alamo, Housen Li, and Axel Munk
|
| Adaptive robust estimation in sparse vector model |
Laëtitia Comminges, Olivier Collier, Mohamed Ndaoud, and Alexandre B. Tsybakov
|
| Non-exchangeable random partition models for microclustering |
Giuseppe Di Benedetto, Francois Caron, and Yee Whye Teh
|
| Learning Models with Uniform Performance via Distributionally Robust Optimization |
John Christopher Duchi and Hongseok Namkoong
|
| Second Order Stein: SURE for SURE and Other Applications in High-Dimensional Inference |
Pierre C. Bellec and Cun-Hui Zhang
|
| Model Diagnostics in Time Series Regression Models |
Javier Hidalgo
|
| Total positivity in exponential families with application to binary variables |
Steffen Lilholt Lauritzen, Caroline Uhler, and Piotr Zwiernik
|
| Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario |
Christophe Andrieu and Samuel Livingstone
|
| A Causal Bootstrap |
Konrad Menzel and Guido Imbens
|
| Principal components in linear mixed models with general bulk |
Zhou Fan, Yi Sun, and Zhichao Wang
|
| Statistical inference in sparse high-dimensional additive models |
Enno Mammen, Karl Gregory, and Martin Wahl
|
| A Convex Optimization Approach to High-dimensional Sparse Quadratic Discriminant Analysis |
Tony Cai and Linjun Zhang
|
| Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall’s Rank Correlation Matrices and its Applications |
Zeng Li, Qinwen Wang, and Runze Li
|
| Erratum: Higher Order Elicitability and Osband’s Principle |
Tobias Fissler and Johanna F. Ziegel
|
| Approximate and exact designs for total effects |
Xiangshun Kong, Mingao Yuan, and Wei Zheng
|
| On Statistical Learning of Simplices: Unmixing Problem Revisited |
Amir Najafi, Saeed Ilchi, Amir Hossein Saberi, Abolfazl Motahari, Babak H. Khalaj, and Hamid R. Rabiee
|
| Factor-Driven Two-Regime Regression |
Sokbae lee, Yuan Liao, Myung hwan Seo, Youngki Shin
|
| Robust Bregman Clustering |
Claire Brécheteau, Aurélie Fischer, and Clément Levrard
|
| LASSO-Driven Inference in Time and Space |
Victor Chernozhukov, Wolfgang Härdle, Chen Huang, and Weining Wang
|
| Combining e-values and p-values |
Vladimir Vovk and Ruodu Wang
|
| Causal discovery in heavy-tailed models |
Nicola Gnecco, Nicolai Meinshausen, Jonas Peters, and Sebastian Engelke
|
| SuperMix: Sparse Regularization for Mixtures |
Sébastien Gadat, Cathy Maugis, Clément Marteau, and Yohann De Castro
|