Statistics Theory

Authors and titles for math.ST in Oct 2023, skipping first 25

[26]  arXiv:2310.03722 [pdf, other]

Title: Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance

Authors: Hongjian Wang, Aaditya Ramdas

Comments: Substantive revision in v3 (Apr 23 2024)

Subjects: Statistics Theory (math.ST); Machine Learning (cs.LG); Methodology (stat.ME); Machine Learning (stat.ML)

[27]  arXiv:2310.04225 [pdf, other]

Title: Estimation of the incubation time distribution in the singly and doubly interval censored model

Authors: Piet Groeneboom

Comments: 17 pages, 7 figures

Subjects: Statistics Theory (math.ST)

[28]  arXiv:2310.04357 [pdf, other]

Title: Asymptotically free sketched ridge ensembles: Risks, cross-validation, and tuning

Authors: Pratik Patil, Daniel LeJeune

Comments: 45 pages, 7 figures; this version fixes some typos and updates some references

Subjects: Statistics Theory (math.ST); Machine Learning (stat.ML)

[29]  arXiv:2310.04390 [pdf, other]

Title: Experimental Designs for Heteroskedastic Variance

Authors: Justin Weltz, Tanner Fiez, Alexander Volfovsky, Eric Laber, Blake Mason, Houssam Nassif, Lalit Jain

Journal-ref: Conference on Neural Information Processing Systems (NeurIPS'23), New Orleans, 2023

Subjects: Statistics Theory (math.ST)

[30]  arXiv:2310.04774 [pdf, other]

Title: Updatable Estimation in Generalized Linear Models with Missing Response

Authors: Xianhua Zhang, Lu lin, Qihua Wang

Subjects: Statistics Theory (math.ST)

[31]  arXiv:2310.05168 [pdf, ps, other]

Title: Orlicz regrets to consistently bound statistics of random variables with an application to environmental indicators

Authors: Hidekazu Yoshioka, Yumi Yoshioka

Subjects: Statistics Theory (math.ST); Optimization and Control (math.OC); Probability (math.PR); Machine Learning (stat.ML)

[32]  arXiv:2310.05461 [pdf, other]

Title: Sparsistency for Inverse Optimal Transport

Authors: Francisco Andrade, Gabriel Peyre, Clarice Poon

Subjects: Statistics Theory (math.ST)

[33]  arXiv:2310.05463 [pdf, other]

Title: Adaptive and Efficient Isotonic Estimation in Wicksell's Problem

Authors: Francesco Gili, Geurt Jongbloed, Aad van der Vaart

Comments: 43 pages, 6 figures

Subjects: Statistics Theory (math.ST)

[34]  arXiv:2310.05526 [pdf, other]

Title: Projecting infinite time series graphs to finite marginal graphs using number theory

Authors: Andreas Gerhardus, Jonas Wahl, Sofia Faltenbacher, Urmi Ninad, Jakob Runge

Comments: 50 pages (including appendix), 9 figures

Subjects: Statistics Theory (math.ST); Machine Learning (cs.LG); Methodology (stat.ME); Machine Learning (stat.ML)

[35]  arXiv:2310.05562 [pdf, ps, other]

Title: Choice of the hypothesis matrix for using the Wald-type-statistic

Authors: Paavo Sattler, Georg Zimmermann

Subjects: Statistics Theory (math.ST)

[36]  arXiv:2310.05781 [pdf, other]

Title: On variational inference and maximum likelihood estimation with the λ-exponential family

Authors: Thomas Guilmeau, Emilie Chouzenoux, Víctor Elvira

Subjects: Statistics Theory (math.ST)

[37]  arXiv:2310.06073 [pdf, other]

Title: Spectral norm bounds for high-dimensional realized covariance matrices and application to weak factor models

Authors: Yuta Koike

Comments: 47 pages, 4 figures, 8 tables

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[38]  arXiv:2310.06289 [pdf, ps, other]

Title: Better and Simpler Lower Bounds for Differentially Private Statistical Estimation

Authors: Shyam Narayanan

Comments: 24 pages

Subjects: Statistics Theory (math.ST); Cryptography and Security (cs.CR); Data Structures and Algorithms (cs.DS); Information Theory (cs.IT); Machine Learning (cs.LG)

[39]  arXiv:2310.06485 [pdf, other]

Title: Structure-preserving non-linear PCA for matrices

Authors: Joni Virta, Andreas Artemiou

Comments: 23 pages, 4 figures

Subjects: Statistics Theory (math.ST)

[40]  arXiv:2310.06720 [pdf, other]

Title: Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method

Authors: Clément Dombry, Simone A. Padoan, Stefano Rizzelli

Subjects: Statistics Theory (math.ST); Methodology (stat.ME)

[41]  arXiv:2310.06760 [pdf, other]

Title: Improved convergence rates for some kernel random forest algorithms

Authors: Isidoros Iakovidis, Nicola Arcozzi

Comments: 28 pages, 6 figures

Subjects: Statistics Theory (math.ST)

[42]  arXiv:2310.06902 [pdf, other]

Title: Towards a robust frequency-domain analysis: Spectral Rényi divergence revisited

Authors: Tetsuya Takabatake, Keisuke Yano

Subjects: Statistics Theory (math.ST)

[43]  arXiv:2310.07315 [pdf, ps, other]

Title: Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes

Authors: Philip Stange, David Ginsbourger

Subjects: Statistics Theory (math.ST); Probability (math.PR); Machine Learning (stat.ML)

[44]  arXiv:2310.07364 [pdf, other]

Title: Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations

Authors: Yunyi Zhang

Comments: 62 pages, 5 figures, 4 tables

Subjects: Statistics Theory (math.ST); Methodology (stat.ME)

[45]  arXiv:2310.07677 [pdf, other]

Title: Exact variable selection in sparse nonparametric models

Authors: Natalia Stepanova, Marie Turcicova

Comments: 29 pages, 1 figure (containing 10 plots)

Subjects: Statistics Theory (math.ST)

[46]  arXiv:2310.07900 [pdf, ps, other]

Title: Asymptotics for power posterior mean estimation

Authors: Ruchira Ray, Marco Avella Medina, Cynthia Rush

Comments: 8 pages, In Proceedings of the 59th Annual Allerton Conference on Communication, Control, and Computing

Journal-ref: 2023 59th Annual Allerton Conference on Communication, Control, and Computing (Allerton), Monticello, IL, USA, 2023, pp. 1-8

Subjects: Statistics Theory (math.ST)

[47]  arXiv:2310.08150 [pdf, ps, other]

Title: On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks

Authors: Ansgar Steland

Subjects: Statistics Theory (math.ST); Machine Learning (cs.LG); Machine Learning (stat.ML)

[48]  arXiv:2310.08575 [pdf, other]

Title: Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes

Authors: Philip A. Ernst, Dongzhou Huang

Comments: 103 pages, 2 figures

Subjects: Statistics Theory (math.ST); Probability (math.PR)

[49]  arXiv:2310.08976 [pdf, ps, other]

Title: Estimating Average Treatment Effects in Regression Discontinuity Designs with Covariates under Minimal Assumptions

Authors: Patrick Kramer, Alexander Kreiß

Comments: 36 pages

Subjects: Statistics Theory (math.ST)

[50]  arXiv:2310.09075 [pdf, other]

Title: A local statistic for the spatial extent of extreme threshold exceedances

Authors: Ryan Cotsakis, Elena Di Bernardino, Thomas Opitz

Comments: 32 pages, 5 figures

Subjects: Statistics Theory (math.ST)