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作者：Zhang, Yichong
作者单位：Singapore Management University
摘要：This paper establishes an asymptotic theory and inference method for quantile treatment effect estimators when the quantile index is close to or equal to zero. Such quantile treatment effects are of interest in many applications, such as the effect of maternal smoking on an infant's adverse birth outcomes. When the quantile index is close to zero, the sparsity of data jeopardizes conventional asymptotic theory and bootstrap inference. When the quantile index is zero, there are no existing infe...
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作者：Bellec, Pierre C.; Lecue, Guillaume; Tsybakov, Alexandre B.
作者单位：Institut Polytechnique de Paris; ENSAE Paris; Centre National de la Recherche Scientifique (CNRS); Rutgers University System; Rutgers University New Brunswick
摘要：We show that two polynomial time methods, a Lasso estimator with adaptively chosen tuning parameter and a Slope estimator, adaptively achieve the minimax prediction and l(2) estimation rate (s/n)log(p/s) in high-dimensional linear regression on the class of s-sparse vectors in R-P. This is done under the Restricted Eigenvalue (RE) condition for the Lasso and under a slightly more constraining assumption on the design for the Slope. The main results have the form of sharp oracle inequalities ac...
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作者：Fryzlewicz, Piotr
作者单位：University of London; London School Economics & Political Science
摘要：This article proposes a tail-greedy, bottom-up transform for one-dimensional data, which results in a nonlinear but conditionally orthonormal, multiscale decomposition of the data with respect to an adaptively chosen unbalanced Haar wavelet basis. The tail-greediness of the decomposition algorithm, whereby multiple greedy steps are taken in a single pass through the data, both enables fast computation and makes the algorithm applicable in the problem of consistent estimation of the number and ...
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作者：Wang, Lin; Xiao, Qian; Xu, Hongquan
作者单位：University of California System; University of California Los Angeles; University System of Georgia; University of Georgia
摘要：Maximin distance Latin hypercube designs are commonly used for computer experiments, but the construction of such designs is challenging. We construct a series of maximin Latin hypercube designs via Williams transformations of good lattice point designs. Some constructed designs are optimal under the maximin L-1-distance criterion, while others are asymptotically optimal. Moreover, these designs are also shown to have small pairwise correlations between columns.
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作者：Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis; Wei, Ying
作者单位：Duke University; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of California System; University of California Los Angeles; Columbia University
摘要：In this paper, we develop procedures to construct simultaneous confidence bands for (p) over tilde potentially infinite-dimensional parameters after model selection for general moment condition models where p is potentially much larger than the sample size of available data, n. This allows us to cover settings with functional response data where each of the p parameters is a function. The procedure is based on the construction of score functions that satisfy Neyman orthogonality condition appr...
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作者：Butucea, Cristina; Guta, Madalin; Nussbaum, Michael
作者单位：Institut Polytechnique de Paris; ENSAE Paris; Ecole Polytechnique; Universite Paris Saclay; University of Nottingham; Cornell University
摘要：Quantum technology is increasingly relying on specialised statistical inference methods for analysing quantum measurement data. This motivates the development of quantum statistics, a field that is shaping up at the overlap of quantum physics and classical statistics. One of the less investigated topics to date is that of statistical inference for infinite dimensional quantum systems, which can be seen as quantum counterpart of nonparametric statistics. In this paper, we analyse the asymptotic...
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作者：Zhao, Junlong; Yu, Guan; Liu, Yufeng
作者单位：Beijing Normal University; State University of New York (SUNY) System; University at Buffalo, SUNY; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
摘要：Robustness is a desirable property for many statistical techniques. As an important measure of robustness, the breakdown point has been widely used for regression problems and many other settings. Despite the existing development, we observe that the standard breakdown point criterion is not directly applicable for many classification problems. In this paper, we propose a new breakdown point criterion, namely angular breakdown point, to better quantify the robustness of different classificatio...
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作者：Proksch, Katharina; Werner, Frank; Munk, Axel
作者单位：University of Gottingen; Max Planck Society
摘要：In this paper, we propose a multiscale scanning method to determine active components of a quantity f w.r.t. a dictionary U from observations Y in an inverse regression model Y = T f + xi with linear operator T and general random error xi. To this end, we provide uniform confidence statements for the coefficients , phi is an element of U, under the assumption that (T*)(-1)(U) is of wavelet-type. Based on this, we obtain a multiple test that allows to identify the active components of U, that i...
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作者：Paparoditis, Efstathios
作者单位：University of Cyprus
摘要：A bootstrap procedure for functional time series is proposed which exploits a general vector autoregressive representation of the time series of Fourier coefficients appearing in the Karhunen Loeve expansion of the functional process. A double sieve-type bootstrap method is developed, which avoids the estimation of process operators and generates functional pseudo time series that appropriately mimics the dependence structure of the functional time series at hand. The method uses a finite set ...
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作者：Barber, Rina Foygel; Kolar, Mladen
作者单位：University of Chicago; University of Chicago
摘要：Understanding complex relationships between random variables is of fundamental importance in high-dimensional statistics, with numerous applications in biological and social sciences. Undirected graphical models are often used to represent dependencies between random variables, where an edge between two random variables is drawn if they are conditionally dependent given all the other measured variables. A large body of literature exists on methods that estimate the structure of an undirected g...
