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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Minimax Estimation of Large Precision Matrices with Bandable Cholesky Factor |
Yu Liu and Zhao Ren
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Concordance and Value Information Criteria for Optimal Treatment Decision |
Chengchun Shi, Rui Song, and Wenbin Lu
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Testability of High-Dimensional Linear Models with Non-Sparse Structures |
Jelena Bradic, Jianqing Fan, and Yinchu Zhu
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Statistically Optimal and Computationally Efficient Low Rank Tensor Completion from Noisy Entries |
Dong Xia, Ming Yuan, and Cunhui Zhang
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Transfer Learning for Nonparametric Classification: Minimax Rate and Adaptive Classifier |
Tony Cai and Hongji Wei
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Adaptation in Multivariate Log-Concave Density Estimation |
Oliver Y. Feng, Adityanand Guntuboyina, Arlene K. H. Kim, and Richard J. Samworth
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Asymptotically Independent U-Statistics in High-Dimensional Testing |
Yinqiu He, Gongjun Xu, Chong Wu, and Wei Pan
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Frequentist validity of Bayesian limits |
Bas Kleijn
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Optimal Change Point Detection and Localization in Sparse Dynamic Networks |
Daren Wang, Yi Yu, and Alessandro Rinaldo
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Convergence of covariance and spectral density estimates for high dimensional locally stationary processes |
Danna Zhang and Wei Biao Wu
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Wordlength Enumerator for Fractional Factorial Designs |
Yu Tang and Hongquan Xu
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Estimating minimum effect with outlier selection |
Alexandra Carpentier, Sylvain Delattre, Etienne Roquain, and Nicolas Verzelen
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Multiple block sizes and overlapping blocks for multivariate time series extremes |
Nan Zou, Stanislav Volgushev, and Axel Bücher
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Estimation of Low-Rank Matrices via Approximate Message Passing |
Andrea Montanari and Ramji Venkataramanan
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Asymptotics for Spherical Functional Autoregressions |
Alessia Caponera and Domenico Marinucci
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Singular vector and singular subspace distribution for the matrix denoising model |
Zhigang Bao, Xiucai Ding, and Ke Wang
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Robust multivariate mean estimation: the optimality of trimmed mean |
Gabor Lugosi and Shahar Mendelson
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Classification accuracy as a proxy for two-sample testing |
Ilmun Kim, Aaditya Ramdas, Aarti Singh, and Larry Wasserman
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Asymmetry Helps: Eigenvalue and Eigenvector Analyses of Asymmetrically Perturbed Low-Rank Matrices |
Yuxin Chen, Chen Cheng, and Jianqing Fan
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Complex sampling designs: uniform limit theorems and applications |
Jon A. Wellner and Qiyang Han
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Predictive inference with the jackknife+ |
Rina Foygel Barber, Emmanuel J Candes, Aaditya Ramdas, and Ryan J Tibshirani
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Robust Estimation of Superhedging Prices |
Jan Krzysztof Obloj and Johannes Wiesel
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Concentration of kernel matrices with application to kernel spectral clustering |
Arash Ali Amini and Zahra Sadat Razaee
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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
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Density deconvolution under general assumptions on the distribution of measurement errors |
Alexander Goldenshluger and Denis Belomestny
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Sharp Minimax Distribution Estimation for Current Status Censoring With or Without Missing |
Sam Efromovich
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Wasserstein F-tests and confidence bands for the Fréchet regression of density response curves |
Alexander Petersen, Xi Liu, and Afshin A. Divani
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High-dimensional nonparametric density estimation via symmetry and shape constraints |
Min Xu and Richard J. Samworth
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Average treatment effects in the presence of unknown interference |
Fredrik Sävje, Peter M. Aronow, and Michael G. Hudgens
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The adaptive Wynn-algorithm in generalized linear models with univariate response |
Norbert Gaffke, Fritjof Freise, and Rainer Schwabe
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Optimal disclosure risk assessment |
Stefano Favaro, Federico Camerlenghi, Zacharie Naulet, and Francesca Panero
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Network Representation Using Graph Root Distributions |
Jing Lei
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Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation |
Billy Fang, Adityanand Guntuboyina, and Bodhisattva Sen
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Analysis of “Learn-As-You-Go”‘ (LAGO) Studies |
Daniel Nevo, Judith J. Lok, and Donna Spiegelman
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Necessary and Su cient conditions for variable selection consistency of the LASSO in high dimensions |
Soumendra N Lahiri
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A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery |
Jianqing Fan, Weichen Wang, and Ziwei Zhu
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Empirical Process Results for Exchangeable Arrays |
Xavier D’Haultfoeuille, Laurent Davezies, and Yannick Guyonvarch
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Survival analysis via hierarchically dependent mixture hazards |
Federico Camerlenghi, Antonio Lijoi, and Igor Pruenster
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Adaptive importance sampling via kernel smoothing |
Bernard Delyon and François Portier
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Distributed linear regression by averaging |
Edgar Dobriban and Yue Sheng
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Consistent Nonparametric Estimation for Heavy-tailed Sparse Graphs |
Christian Borgs, Jennifer T. Chayes, Henry Cohn, and Shirshendu Ganguly
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Subspace Estimation from Unbalanced and Incomplete Data Matrices: ℓ2,∞ Statistical Guarantees |
Changxiao Cai, Gen Li, Yuejie Chi, Vincent Poor, and Yuxin Chen
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Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures |
Jérémie Bigot and Bernard Bercu
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Multiscale geometric feature extraction for high-dimensional and non-Euclidean data with applications |
Gabriel Chandler and Wolfgang Polonik
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Coverage of Credible Intervals in Nonparametric Monotone Regression |
Moumita Chakraborty and Subhashis Ghosal
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Linearized two-layers neural networks in high dimension |
Behrooz Ghorbani, Song Mei, Theodor Misiakiewicz, and Andrea Montanari
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Time-uniform, nonparametric, nonasymptotic confidence sequences |
Steven R Howard, Aaditya Ramdas, Jon McAuliffe, and Jasjeet Sekhon
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Strong Selection Consistency of Bayesian Vector Autoregressive Models based on a Pseudo-Likelihood Approach |
George Michailidis
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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
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Minimax rates in sparse, high-dimensional changepoint detection |
Haoyang Liu, Chao Gao, and Richard J Samworth
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Spiked separable covariance matrices and principal components |
Xiucai Ding and Fan Yang
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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
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Minimax estimation of smooth optimal transport maps |
Jan-Christian Hütter and Philippe Rigollet
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Estimation and Inference in the Presence of Fractional d = 1/2 and Weakly Nonstationary Processes |
James Duffy and Ioannis Kasparis
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Only Closed Testing Procedures are Admissible for Controlling False Discovery Proportions |
Jelle Goeman, Jesse Hemerik, and Aldo Solari
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On cross-validated lasso in high dimensions |
Denis Chetverikov, Zhipeng Liao, and Victor Chernozhukov
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Frame-constrained Total Variation Regularization for White Noise Regression |
Miguel del Alamo, Housen Li, and Axel Munk
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Adaptive robust estimation in sparse vector model |
Laëtitia Comminges, Olivier Collier, Mohamed Ndaoud, and Alexandre B. Tsybakov
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Non-exchangeable random partition models for microclustering |
Giuseppe Di Benedetto, Francois Caron, and Yee Whye Teh
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Learning Models with Uniform Performance via Distributionally Robust Optimization |
John Christopher Duchi and Hongseok Namkoong
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Second Order Stein: SURE for SURE and Other Applications in High-Dimensional Inference |
Pierre C. Bellec and Cun-Hui Zhang
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Model Diagnostics in Time Series Regression Models |
Javier Hidalgo
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Total positivity in exponential families with application to binary variables |
Steffen Lilholt Lauritzen, Caroline Uhler, and Piotr Zwiernik
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Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario |
Christophe Andrieu and Samuel Livingstone
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A Causal Bootstrap |
Konrad Menzel and Guido Imbens
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Principal components in linear mixed models with general bulk |
Zhou Fan, Yi Sun, and Zhichao Wang
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Statistical inference in sparse high-dimensional additive models |
Enno Mammen, Karl Gregory, and Martin Wahl
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A Convex Optimization Approach to High-dimensional Sparse Quadratic Discriminant Analysis |
Tony Cai and Linjun Zhang
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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
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Erratum: Higher Order Elicitability and Osband’s Principle |
Tobias Fissler and Johanna F. Ziegel
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Approximate and exact designs for total effects |
Xiangshun Kong, Mingao Yuan, and Wei Zheng
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On Statistical Learning of Simplices: Unmixing Problem Revisited |
Amir Najafi, Saeed Ilchi, Amir Hossein Saberi, Abolfazl Motahari, Babak H. Khalaj, and Hamid R. Rabiee
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Factor-Driven Two-Regime Regression |
Sokbae lee, Yuan Liao, Myung hwan Seo, Youngki Shin
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Robust Bregman Clustering |
Claire Brécheteau, Aurélie Fischer, and Clément Levrard
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LASSO-Driven Inference in Time and Space |
Victor Chernozhukov, Wolfgang Härdle, Chen Huang, and Weining Wang
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E-values: Calibration, combination, and applications |
Vladimir Vovk and Ruodu Wang
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Causal discovery in heavy-tailed models |
Nicola Gnecco, Nicolai Meinshausen, Jonas Peters, and Sebastian Engelke
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SuperMix: Sparse Regularization for Mixtures |
Sébastien Gadat, Cathy Maugis, Clément Marteau, and Yohann De Castro
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Volatility Coupling |
Jean Jacod, Jia Li, Zhipeng Liao
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Asymptotic Distributions of High-Dimensional Distance Correlation Inference |
Lan Gao, Yingying Fan, Jinchi Lv, and Qi-Man Shao
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Confidence intervals for multiple isotonic regression and other monotone models |
Hang Deng, Qiyang Han, and Cun-Hui Zhang
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On Extended Admissible Procedures and their Nonstandard Bayes Risk |
Haosui Duanmu and Daniel M. Roy
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Debiased Inverse-Variance Weighted Estimator in Two-Sample Summary-Data Mendelian Randomization |
Ting Ye, Jun Shao, and Hyunseung Kang
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Boosted nonparametric hazards with time-dependent covariates |
Donald K.K. Lee, Ningyuan Chen, and Hemant Ishwaran
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Universal Bayes consistency in metric spaces |
Steve Hanneke, Aryeh Kontorovich, Sivan Sabato, and Roi Weiss
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Minimax Optimal Conditional Independence Testing |
Matey Neykov, Sivaraman Balakrishnan, and Larry Wasserman
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Errata to “Statistical Inference for the Mean Outcome Under a Possibly Non-Unique Optimal Treatment Rule” |
Alex Luedtke, Aurelien Bibaut, and Mark J van der Laan
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Estimation of the Number of Components of Non-parametric Multivariate Finite Mixture Models |
Eric Djomo Mbakop
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Robust K-means Clustering for Distributions with Two Moments |
Nikita Kirillovich Zhivotovskiy, Yegor Klochkov, and Alexey Kroshnin
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On the rate of convergence of fully connected deep neural network regression estimates |
Michael Kohler and Sophie Langer
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Infinite-dimensional gradient-based descent for alpha-divergence minimisation |
Kamélia Daudel, Randal Douc, and François Portier
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Monitoring for a change point in a sequence of distributions |
Lajos Horvath, Piotr Kokoszka, and Shixuan Wang
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What is resolution? A statistical minimax testing perspective on super-resolution microscopy |
Gytis Kulaitis, Axel Munk, and Frank Werner
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The distribution of the Lasso: Uniform control over sparse balls and adaptive parameter tuning |
Leo Miolane and Andrea Montanari
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Optimal Estimation of Change-point in Time Series |
Chun Yip Yau
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Propriety of the reference posterior distribution in Gaussian Process modeling |
Joseph Muré
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Optimal rates for independence testing via U-statistic permutation tests |
Thomas Berrett, Ioannis Kontoyiannis, and Richard John Samworth
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Community Detection with Dependent Connectivity |
Yubai Yuan and Annie Qu
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Variable Selection Consistency of Gaussian Process Regression |
Sheng Jiang
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Optimality of Spectral Clustering in the Gaussian Mixture Model |
Matthias Löffler, Anderson Ye Zhang, Harrison H. Zhou
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Adaptive Estimation of Multivariate Piecewise Polynomials and Bounded Variation Functions by Optimal Decision Trees |
Sabyasachi Chatterjee and Subhajit Goswami
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Rank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial Extremes |
Michaël Lalancette, Sebastian Engelke, and Stanislav Volgushev
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Estimation of Smooth Functionals in Normal Models: Bias Reduction and Asymptotic Efficiency |
Vladimir Koltchinskii and Mayya Zhilova
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Additive Regression for Non-Euclidean Responses and Predictors |
Jeong Min Jeon, Byeong U Park, and Ingrid Van Keilegom
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Set structured global empirical risk minimizers are rate optimal in general dimensions |
Qiyang Han
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Empirical tail copulas for functional data |
John H.J. Einmahl and Johan Segers
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Inference for a two-stage enrichment design |
Zhantao Lin, Nancy Flournoy, and William Rosenberger
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Existence and Uniqueness of the Kronecker Covariance MLE |
Mathias Drton, Satoshi Kuriki, and Peter Hoff
|