Graphical models for nonstationary time series |
Sumanta Basu and Suhasini Subba Rao
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The Right Complexity Measure in Locally Private Estimation: It is not the Fisher Information |
John Duchi and Feng Ruan
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Testing network correlation efficiently via counting trees |
Cheng Mao, Yihong Wu, Jiaming Xu, and Sophie H. Yu
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Bootstrapping Persistent Betti Numbers and Other Stabilizing Statistics |
Benjamin Thomas Roycraft, Johannes Krebs, and Wolfgang Polonik
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On lower bounds for the bias-variance trade-off |
Alexis Derumigny and Johannes Schmidt-Hieber
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A Cross Validation Framework for Signal Denoising with Applications to Trend Filtering, Dyadic Cart and Beyond |
Sabyasachi Chatterjee and Anamitra Chaudhuri
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Off-Policy Evaluation in Partially Observed Markov Decision Processes under Sequential Ignorability |
Yuchen Hu and Stefan Wager
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Maximum likelihood for high-noise group orbit estimation and single-particle cryo-EM |
Zhou Fan, Roy R. Lederman, Yi Sun, Tianhao Wang, and Sheng Xu
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StarTrek: Combinatorial Variable Selection with False Discovery Rate Control |
Lu Zhang and Junwei Lu
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Optimal Change-Point Detection and Localization |
Nicolas Verzelen, Magalie Fromont, Matthieu Lerasle, and Patricia Reynaud-Bouret
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Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions |
Qiyang Han
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Projected State-action Balancing Weights for Offline Reinforcement Learning |
Jiayi Wang, Zhengling Qi, and Raymond K. W. Wong
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Post-Selection Inference via Algorithmic Stability |
Tijana Zrnic and Michael I. Jordan
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Bridging Factor and Sparse Models |
Marcelo C Medeiros, Jianqing Fan, and Ricardo Masini
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Matching recovery threshold for correlated random graphs |
Jian Ding and Hang Du
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Learning Low-Dimensional Nonlinear Structures from High-Dimensional Noisy Data: An Integral Operator Approach |
Xiucai Ding and Rong Ma
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Single Index Fréchet Regression |
Satarupa Bhattacharjee and Hans-Georg Müller
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The Impacts of Unobserved Covariates on Covariate-Adaptive Randomized Experiments |
Yang Liu and Feifang Hu
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Universality of regularized regression estimators in high dimensions |
Qiyang Han and Yandi Shen
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Sharp Optimality for High Dimensional Covariance Testing under Sparse Signals |
Song X Chen, Yumou Qiu, and Shuyi Zhang
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Testing Nonparametric Shape Restrictions |
Javier Hidalgo and Tatiana Komarova
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Estimation of mixed fractional stable processes using high-frequency data |
Fabian Mies and Mark Podolskij
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Efficient Estimation of the Maximal Association between Multiple Predictors and a Survival Outcome |
Tzu-Jung Huang, Alex Luedtke, and Ian W. McKeague
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Statistical Inference on a Changing Extreme Value Dependence Structure |
Holger Drees
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Relaxing the I.I.D. Assumption: Adaptively Minimax Optimal Regret via Root-Entropic Regularization |
Blair Bilodeau, Jeffrey Negrea, and Daniel M. Roy
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Assigning Topics to Documents by Successive Projections |
Olga Klopp, Maxim Panov, Suzanne Sigalla, and Alexandre Tsybakov
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Order-of-addition orthogonal arrays to study the effect of treatment ordering |
Eric D. Schoen and Robert W. Mee
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Carving model-free inference |
Snigdha Panigrahi
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Adaptive and Robust Multi-task Learning |
Yaqi Duan and Kaizheng Wang
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Inference for extremal regression with dependent heavy-tailed data |
Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve
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Differentially private inference via noisy optimization |
Marco Avella-Medina, Casey Bradshaw, and Po-Ling Loh
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Robust High-Dimensional Tuning Free Multiple Testing |
Jianqing Fan, Zhipeng Lou, and Mengxin Yu
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Nonparametric conditional local independence testing |
Alexander Mangulad Christgau, Lasse Petersen, and Niels Richard Hansen
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On backward smoothing algorithms |
Hai-Dang Dau and Nicolas Chopin
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Characterization of causal ancestral graphs for time series with latent confounders |
Andreas Gerhardus
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Optimal Nonparametric Testing of Missing Completely at Random, and its Connections to Compatibility |
Thomas Benjamin Berrett and Richard J Samworth
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The Lasso with general Gaussian designs with applications to hypothesis testing |
Michael Celentano, Andrea Montanari, and Yuting Wei
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Optimal subgroup selection |
Henry William Joseph Reeve, Richard Samworth, and Timothy Cannings
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Adjusted chi-square test for degree-corrected block models |
Linfan Zhang and Arash Ali Amini
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Local Whittle estimation of high-dimensional long-run variance and precision matrices |
Changryong Baek, Marie-Christine Düker, and Vladas Pipiras
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