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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De-biasing convex regularized estimators and interval estimation in linear models |
Pierre C. Bellec and Cun-Hui Zhang
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Conditional sequential Monte Carlo in high dimensions |
Axel Finke and Alexandre H. Thiery
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Interactive versus non-interactive locally differentially private estimation: Two elbows for the quadratic functional |
Cristina Butucea, Angelika Rohde, and Lukas Steinberger
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Nonlinear Independent Component Analysis for Discrete-Time and Continuous-Time Signals |
Alexander Schell and Harald Oberhauser
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Local convexity of the TAP free energy and AMP convergence for Z2-synchronization |
Michael Celentano, Zhou Fan, Song Mei
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Orthogonal Statistical Learning |
Dylan J. Foster and Vasilis Syrgkanis
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Canonical Noise Distributions and Private Hypothesis Tests |
Jordan Awan and Salil Vadhan
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On the Disjoint and Sliding Block Maxima method for piecewise stationary time series |
Axel Bücher and Leandra Zanger
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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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Learning Sparse Graphons and the Generalized Kesten-Stigum Threshold |
Emmanuel Abbe, Shuangping Li, and Allan Sly
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On singular values of data matrices with general independent columns |
Tianxing Mei, Chen Wang, and Jianfeng Yao
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Optimal Estimation and Computational Limit of Low-Rank Gaussian Mixtures |
Zhongyuan Lyu and Dong Xia
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Efficient two-sample functional estimation and the super-oracle phenomenon |
Thomas Berrett and Richard Samworth
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Deep Nonparametric Regression on Approximate Low-dimensional Manifolds |
Yuling Jiao, Guohao Shen, Yuanyuan Lin, and Jian Huang
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On robustness and local differential privacy |
Mengchu Li, Thomas B. Berrett, and Yi Yu
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Optimally tackling covariate shift in RKHS-based nonparametric regression |
Cong Ma, Reese Pathak, and Martin J. Wainwright
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Optimal high-dimensional and nonparametric distributed testing under communication constraints |
Lasse Vuursteen, Botond Szabó, and Harry van Zanten
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Minimax Rates for Conditional Density Estimation via Empirical Entropy |
Blair Bilodeau, Dylan J. Foster, and Daniel M. Roy
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Optimal Permutation Estimation in Crowd-Sourcing Problems |
Emmanuel Pilliat, Alexandra Carpentier, and Nicolas Verzelen
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Total positivity in multivariate extremes |
Frank Röttger, Sebastian Engelke, and Piotr Zwiernik
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Inference on the maximal rank of time-varying covariance matrices using high-frequency data |
Markus Reiß and Lars Winkelmann
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A Power Analysis for Model-X Knockoffs with ℓp-Regularized Statistics |
Asaf Weinstein, Weijie Su, Malgorzata Bogdan, Rina Foygel Barber, and Emmanuel Candes
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A general characterization of optimal tie-breaker designs |
Harrison H Li and Art B. Owen
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Conformal prediction beyond exchangeability |
Rina Foygel Barber, Emmanuel J. Candes, Aaditya Ramdas, and Ryan J. Tibshirani
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Bootstrapping Persistent Betti Numbers and Other Stabilizing Statistics |
Benjamin Thomas Roycraft, Johannes Krebs, and Wolfgang Polonik
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Rate-optimal robust estimation of high-dimensional vector autoregressive models |
Di Wang and Ruey S Tsay
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On lower bounds for the bias-variance trade-off |
Alexis Derumigny and Johannes Schmidt-Hieber
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Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes |
Quan Zhou and Hyunwoong Chang
|