6期

最新文章

• THE LANDSCAPE OF EMPIRICAL RISK FOR NONCONVEX LOSSES AI翻译
  作者：Mei, Song; Bai, Yu; Montanari, Andrea
  作者单位：Stanford University; Stanford University
  摘要：Most high-dimensional estimation methods propose to minimize a cost function (empirical risk) that is a sum of losses associated to each data point (each example). In this paper, we focus on the case of nonconvex losses. Classical empirical process theory implies uniform convergence of the empirical (or sample) risk to the population risk. While under additional assumptions, uniform convergence implies consistency of the resulting M-estimator, it does not ensure that the latter can be computed...
• TWO-SAMPLE KOLMOGOROV-SMIRNOV-TYPE TESTS REVISITED: OLD AND NEW TESTS IN TERMS OF LOCAL LEVELS AI翻译
  作者：Finner, Helmut; Gontscharuk, Veronika
  作者单位：Heinrich Heine University Dusseldorf; Leibniz Association; Deutsches Diabetes-Zentrum (DDZ); Leibniz Association; Deutsches Diabetes-Zentrum (DDZ); Heinrich Heine University Dusseldorf
  摘要：From a multiple testing viewpoint, Kolmogorov-Smirnov (KS)-type tests are union-intersection tests which can be redefined in terms of local levels. The local level perspective offers a new viewpoint on ranges of sensitivity of KS-type tests and the design of new tests. We study the finite and asymptotic local level behavior of weighted KS tests which are either tail, intermediate or central sensitive. Furthermore, we provide new tests with approximately equal local levels and prove that the as...
• SUB-GAUSSIAN ESTIMATORS OF THE MEAN OF A RANDOM MATRIX WITH HEAVY-TAILED ENTRIES AI翻译
  作者：Minsker, Stanislav
  作者单位：University of Southern California
  摘要：Estimation of the covariance matrix has attracted a lot of attention of the statistical research community over the years, partially due to important applications such as principal component analysis. However, frequently used empirical covariance estimator, and its modifications, is very sensitive to the presence of outliers in the data. As P. Huber wrote [Ann. Math. Stat. 35 (1964) 73-101], ... This raises a question which could have been asked already by Gauss, but which was, as far as I kno...
• ON MSE-OPTIMAL CROSSOVER DESIGNS AI翻译
  作者：Neumann, Christoph; Kunert, Joachim
  作者单位：Dortmund University of Technology
  摘要：In crossover designs, each subject receives a series of treatments one after the other. Most papers on optimal crossover designs consider an estimate which is corrected for carryover effects. We look at the estimate for direct effects of treatment, which is not corrected for carryover effects. If there are carryover effects, this estimate will be biased. We try to find a design that minimizes the mean square error, that is, the sum of the squared bias and the variance. It turns out that the de...
• TESTING FOR PERIODICITY IN FUNCTIONAL TIME SERIES AI翻译
  作者：Hoermann, Siegfried; Kokoszka, Piotr; Nisol, Gilles
  作者单位：Graz University of Technology; Colorado State University System; Colorado State University Fort Collins; Universite Libre de Bruxelles
  摘要：We derive several tests for the presence of a periodic component in a time series of functions. We consider both the traditional setting in which the periodic functional signal is contaminated by functional white noise, and a more general setting of a weakly dependent contaminating process. Several forms of the periodic component are considered. Our tests are motivated by the likelihood principle and fall into two broad categories, which we term multivariate and fully functional. Generally, fo...
• CAUSAL INFERENCE IN PARTIALLY LINEAR STRUCTURAL EQUATION MODELS AI翻译
  作者：Rothenhaeusler, Dominik; Ernest, Jan; Buehlmann, Peter
  作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
  摘要：We consider identifiability of partially linear additive structural equation models with Gaussian noise (PLSEMs) and estimation of distributionally equivalent models to a given PLSEM. Thereby, we also include robustness results for errors in the neighborhood of Gaussian distributions. Existing identifiability results in the framework of additive SEMs with Gaussian noise are limited to linear and nonlinear SEMs, which can be considered as special cases of PLSEMs with vanishing nonparametric or ...
• HIGH-DIMENSIONAL CONSISTENCY IN SCORE-BASED AND HYBRID STRUCTURE LEARNING AI翻译
  作者：Nandy, Preetam; Hauser, Alain; Maathuis, Marloes H.
  作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
  摘要：Main approaches for learning Bayesian networks can be classified as constraint-based, score-based or hybrid methods. Although high-dimensional consistency results are available for constraint-based methods like the PC algorithm, such results have not been proved for score-based or hybrid methods, and most of the hybrid methods have not even shown to be consistent in the classical setting where the number of variables remains fixed and the sample size tends to infinity. In this paper, we show t...
• BARYCENTRIC SUBSPACE ANALYSIS ON MANIFOLDS AI翻译
  作者：Pennec, Xavier
  作者单位：Universite Cote d'Azur; Inria
  摘要：This paper investigates the generalization of Principal Component Analysis (PCA) to Riemannian manifolds. We first propose a new and general type of family of subspaces in manifolds that we call barycentric subspaces. They are implicitly defined as the locus of points which are weighted means of k+1 reference points. As this definition relies on points and not on tangent vectors, it can also be extended to geodesic spaces which are not Riemannian. For instance, in stratified spaces, it natural...
• MEASURING AND TESTING FOR INTERVAL QUANTILE DEPENDENCE AI翻译
  作者：Zhu, Liping; Zhang, Yaowu; Xu, Kai
  作者单位：Renmin University of China; Shanghai University of Finance & Economics; Shanghai University of Finance & Economics
  摘要：In this article, we introduce the notion of interval quantile independence which generalizes the notions of statistical independence and quantile independence. We suggest an index to measure and test departure from interval quantile independence. The proposed index is invariant to monotone transformations, nonnegative and equals zero if and only if the interval quantile independence holds true. We suggest a moment estimate to implement the test. The resultant estimator is root-n-consistent if ...
• MULTI-THRESHOLD ACCELERATED FAILURE TIME MODEL AI翻译
  作者：Li, Jialiang; Jin, Baisuo
  作者单位：National University of Singapore; Chinese Academy of Sciences; University of Science & Technology of China, CAS
  摘要：A two-stage procedure for simultaneously detecting multiple thresholds and achieving model selection in the segmented accelerated failure time (AFT) model is developed in this paper. In the first stage, we formulate the threshold problem as a group model selection problem so that a concave 2-norm group selection method can be applied. In the second stage, the thresholds are finalized via a refining method. We establish the strong consistency of the threshold estimates and regression coefficien...