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作者：del Alamo, Miguel; Li, Housen; Munk, Axel
作者单位：University of Gottingen
摘要：Despite the popularity and practical success of total variation (TV) regularization for function estimation, surprisingly little is known about its theoretical performance in a statistical setting. While TV regularization has been known for quite some time to be minimax optimal for denoising one-dimensional signals, for higher dimensions this remains elusive until today. In this paper, we consider frame-constrained TV estimators including many well-known (overcomplete) frames in a white noise ...
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作者：Hidalgo, Javier
作者单位：University of London; London School Economics & Political Science
摘要：The aim of the paper is to describe a bootstrap, contrary to the sieve boot-strap, valid under either long memory (LM) or short memory (SM) dependence. One of the reasons of the failure of the sieve bootstrap in our context is that under LM dependence, the sieve bootstrap may not be able to capture the true covariance structure of the original data. We also describe and examine the validity of the bootstrap scheme for the least squares estimator of the parameter in a regression model and for m...
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作者：Lauritzen, Steffen; Uhler, Caroline; Zwiernik, Piotr
作者单位：University of Copenhagen; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Pompeu Fabra University
摘要：We study exponential families of distributions that are multivariate totally positive of order 2 (MTP2), show that these are convex exponential families and derive conditions for existence of the MLE. Quadratic exponential familes of MTP2 distributions contain attractive Gaussian graphical models and ferromagnetic Ising models as special examples. We show that these are defined by intersecting the space of canonical parameters with a polyhedral cone whose faces correspond to conditional indepe...
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作者：Li, Zeng; Wang, Qinwen; Li, Runze
作者单位：Southern University of Science & Technology; Fudan University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. The statistical setting in this paper covers a wide range of highly skewed and heavy-tailed distributions since we do not require the components to be identically distributed, and do not need any moment conditions. We establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of the Kendall...
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作者：De Castro, Y.; Gadat, S.; Marteau, C.; Maugis-Rabusseau, C.
作者单位：Centre National de la Recherche Scientifique (CNRS); Ecole Centrale de Lyon; Institut National des Sciences Appliquees de Lyon - INSA Lyon; Universite Claude Bernard Lyon 1; Universite Jean Monnet; Universite de Toulouse; Universite Toulouse 1 Capitole; Toulouse School of Economics; Centre National de la Recherche Scientifique (CNRS); Ecole Centrale de Lyon; Institut National des Sciences Appliquees de Lyon - INSA Lyon; Universite Claude Bernard Lyon 1; Universite Jean Monnet; Universite de Toulouse; Universite Toulouse III - Paul Sabatier
摘要：This paper investigates the statistical estimation of a discrete mixing measure mu(0) involved in a kernel mixture model. Using some recent advances in l(1)-regularization over the space of measures, we introduce a data fitting and regularization convex program for estimating mu(0) in a grid-less manner from a sample of mixture law, this method is referred to as Beurling-LASSO. Our contribution is two-fold: we derive a lower bound on the bandwidth of our data fitting term depending only on the...
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作者：Fan, Jianqing; Wang, Weichen; Zhu, Ziwei
作者单位：Princeton University; University of Michigan System; University of Michigan
摘要：This paper introduces a simple principle for robust statistical inference via appropriate shrinkage on the data. This widens the scope of high-dimensional techniques, reducing the distributional conditions from subexponential or sub-Gaussian to more relaxed bounded second or fourth moment. As an illustration of this principle, we focus on robust estimation of the low-rank matrix Theta* from the trace regression model Y = Tr(Theta* inverted perpendicular(X)) + epsilon. It encompasses four popul...
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作者：Comminges, L.; Collier, O.; Ndaoud, M.; Tsybakov, A. B.
作者单位：Universite PSL; Universite Paris-Dauphine; Institut Polytechnique de Paris; ENSAE Paris
摘要：For the sparse vector model, we consider estimation of the target vector, of its l(2)-norm and of the noise variance. We construct adaptive estimators and establish the optimal rates of adaptive estimation when adaptation is considered with respect to the triplet noise level-noise distribution-sparsity. We consider classes of noise distributions with polynomially and exponentially decreasing tails as well as the case of Gaussian noise. The obtained rates turn out to be different from the minim...
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作者：Gnecco, Nicola; Meinshausen, Nicolai; Peters, Jonas; Engelke, Sebastian
作者单位：University of Geneva; Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Copenhagen
摘要：Causal questions are omnipresent in many scientific problems. While much progress has been made in the analysis of causal relationships between random variables, these methods are not well suited if the causal mechanisms only manifest themselves in extremes. This work aims to connect the two fields of causal inference and extreme value theory. We define the causal tail coefficient that captures asymmetries in the extremal dependence of two random variables. In the population case, the causal t...
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作者：Kong, Xiangshun; Yuan, Mingao; Zheng, Wei
作者单位：Beijing Institute of Technology; North Dakota State University Fargo; University of Tennessee System; University of Tennessee Knoxville
摘要：This paper considers both approximate and exact designs for estimating the total effects under one crossover and two interference models. They are different from the traditional block designs in the sense that the assigned treatments also affect their neighboring plots, hence a design is understood as a collection of sequences of treatments. A notable result in literature is that the circular neighbor balanced design (CNBD) is optimal among designs, which do not allow treatments to be neighbor...
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作者：Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki
作者单位：Columbia University; Rutgers University System; Rutgers University New Brunswick; Seoul National University (SNU); McMaster University
摘要：We propose a novel two-regime regression model where regime switching is driven by a vector of possibly unobservable factors. When the factors are latent, we estimate them by the principal component analysis of a panel data set. We show that the optimization problem can be reformulated as mixed integer optimization, and we present two alternative computational algorithms. We derive the asymptotic distribution of the resulting estimator under the scheme that the threshold effect shrinks to zero...
