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作者：Enikeeva, Farida; Harchaoui, Zaid
作者单位：Universite de Poitiers; Centre National de la Recherche Scientifique (CNRS); Russian Academy of Sciences; Kharkevich Institute for Information Transmission Problems of the RAS; University of Washington; University of Washington Seattle
摘要：We consider the problem of detecting a change in mean in a sequence of high-dimensional Gaussian vectors. The change in mean may be occurring simultaneously in an unknown subset components. We propose a hypothesis test to detect the presence of a change-point and establish the detection boundary in different regimes under the assumption that the dimension tends to infinity and the length of the sequence grows with the dimension. A remarkable feature of the proposed test is that it does not req...
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作者：Truquet, Lionel
作者单位：Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI); Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
摘要：A primary motivation of this contribution is to define new locally stationary Markov models for categorical or integer-valued data. For this initial purpose, we propose a new general approach for dealing with time-inhomogeneity that extends the local stationarity notion developed in the time series literature. We also introduce a probabilistic framework which is very flexible and allows us to consider a much larger class of Markov chain models on arbitrary state spaces, including most of the l...
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作者：Gerber, Mathieu; Chopin, Nicolas; Whiteley, Nick
作者单位：University of Bristol; Institut Polytechnique de Paris; ENSAE Paris
摘要：We study convergence and convergence rates for resampling schemes. Our first main result is a general consistency theorem based on the notion of negative association, which is applied to establish the almost sure weak convergence of measures output from Kitagawa's [J. Comput. Graph. Statist. 5 (1996) 1-25] stratified resampling method. Carpenter, Ckiffird and Fearnhead's [IEE Proc. Radar Sonar Navig. 146 (1999) 2-7] systematic resampling method is similar in structure but can fail to converge ...
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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 analyze the problem of maximum likelihood estimation for Gaussian distributions that are multivariate totally positive of order two (MTP2). By exploiting connections to phylogenetics and single-linkage clustering, we give a simple proof that the maximum likelihood estimator (MLE) for such distributions exists based on n >= 2 observations, irrespective of the underlying dimension. Slawski and Hein [Linear Algebra Appl. 473 (2015) 145-179], who first proved this result, also provided empirica...
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作者：Pensky, Marianna
作者单位：State University System of Florida; University of Central Florida
摘要：In the present paper, we consider a dynamic stochastic network model. The objective is estimation of the tensor of connection probabilities Lambda when it is generated by a Dynamic Stochastic Block Model (DSBM) or a dynamic graphon. In particular, in the context of the DSBM, we derive a penalized least squares estimator (Lambda) over cap of Lambda and show that (Lambda) over cap satisfies an oracle inequality and also attains minimax lower bounds for the risk. We extend those results to estima...
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作者：Berthet, Quentin; Rigollet, Philippe; Srivastava, Piyush
作者单位：University of Cambridge; Massachusetts Institute of Technology (MIT); Tata Institute of Fundamental Research (TIFR)
摘要：We consider the problem associated to recovering the block structure of an Ising model given independent observations on the binary hypercube. This new model, called the Ising blockmodel, is a perturbation of the mean field approximation of the Ising model known as the Curie-Weiss model: the sites are partitioned into two blocks of equal size and the interaction between those of the same block is stronger than across blocks, to account for more order within each block. We study probabilistic, ...
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作者：Richter, Stefan; Dahlhaus, Rainer
作者单位：Ruprecht Karls University Heidelberg
摘要：We propose an adaptive bandwidth selector via cross validation for local M-estimators in locally stationary processes. We prove asymptotic optimality of the procedure under mild conditions on the underlying parameter curves. The results are applicable to a wide range of locally stationary processes such linear and nonlinear processes. A simulation study shows that the method works fairly well also in misspecified situations.
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作者：Chen, Yuxin; Fan, Jianqing; Ma, Cong; Wang, Kaizheng
作者单位：Princeton University; Fudan University; Princeton University
摘要：This paper is concerned with the problem of top-K ranking from pairwise comparisons. Given a collection of n items and a few pairwise comparisons across them, one wishes to identify the set of K items that receive the highest ranks. To tackle this problem, we adopt the logistic parametric model-the Bradley-Terry-Luce model, where each item is assigned a latent preference score, and where the outcome of each pairwise comparison depends solely on the relative scores of the two items involved. Re...
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作者：Bauer, Benedikt; Kohler, Michael
作者单位：Technical University of Darmstadt
摘要：Assuming that a smoothness condition and a suitable restriction on the structure of the regression function hold, it is shown that least squares estimates based on multilayer feedforward neural networks are able to circumvent the curse of dimensionality in nonparametric regression. The proof is based on new approximation results concerning multilayer feedforward neural networks with bounded weights and a bounded number of hidden neurons. The estimates are compared with various other approaches...
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作者：Shi, Chengchun; Song, Rui; Lu, Wenbin
作者单位：North Carolina State University
摘要：Precision medicine is an emerging medical paradigm that focuses on finding the most effective treatment strategy tailored for individual patients. In the literature, most of the existing works focused on estimating the optimal treatment regime. However, there has been less attention devoted to hypothesis testing regarding the optimal treatment regime. In this paper, we first introduce the notion of conditional qualitative treatment effects (CQTE) of a set of variables given another set of vari...
