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作者：Nussbaum, Michael; Szkola, Arleta
作者单位：Cornell University
摘要：We consider the problem of detecting the true quantum state among r possible ones, based of measurements performed on n copies of a finite-dimensional quantum system. A special case is the problem of discriminating between r probability measures on a finite sample space, using n i.i.d. observations. In this classical setting, it is known that the averaged error probability decreases exponentially with exponent given by the worst case binary Chernoff bound between any possible pair of the r pro...
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作者：Ding, Ying; Nan, Bin
作者单位：University of Michigan System; University of Michigan
摘要：In many semiparametric models that are parameterized by two types of parameters-a Euclidean parameter of interest and an infinite-dimensional nuisance parameter-the two parameters are bundled together, that is, the nuisance parameter is an unknown function that contains the parameter of interest as part of its argument. For example, in a linear regression model for censored survival data, the unspecified error distribution function involves the regression coefficients. Motivated by developing ...
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作者：Hualde, Javier; Robinson, Peter M.
作者单位：Universidad Publica de Navarra; University of London; London School Economics & Political Science
摘要：We consider the estimation of parametric fractional time series models in which not only is the memory parameter unknown, but one may not know whether it lies in the stationary/invertible region or the nonstationary or non-invertible regions. In these circumstances, a proof of consistency (which is a prerequisite for proving asymptotic normality) can be difficult owing to nonuniform convergence of the objective function over a large admissible parameter space. In particular, this is the case f...
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作者：Schwartzman, Armin; Gavrilov, Yulia; Adler, Robert J.
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute; Technion Israel Institute of Technology
摘要：A topological multiple testing scheme for one-dimensional domains is proposed where, rather than testing every spatial or temporal location for the presence of a signal, tests are performed only at the local maxima of the smoothed observed sequence. Assuming unimodal true peaks with finite support and Gaussian stationary ergodic noise, it is shown that the algorithm with Bonferroni or Benjamini-Hochberg correction provides asymptotic strong control of the family wise error rate and false disco...
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作者：Bradic, Jelena; Fan, Jianqing; Jiang, Jiancheng
作者单位：University of California System; University of California San Diego; University of North Carolina; University of North Carolina Charlotte; Princeton University
摘要：High throughput genetic sequencing arrays with thousands of measurements per sample and a great amount of related censored clinical data have increased demanding need for better measurement specific model selection. In this paper we establish strong oracle properties of nonconcave penalized methods for nonpolynomial (NP) dimensional data with censoring in the framework of Cox's proportional hazards model. A class of folded-concave penalties are employed and both LASSO and SCAD are discussed sp...
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作者：Davis, Richard A.; Song, Li
作者单位：Columbia University; Barclays
摘要：The asymptotic theory of various estimators based on Gaussian likelihood has been developed for the unit root and near unit root cases of a first-order moving average model. Previous studies of the MA(1) unit root problem rely on the special autocovariance structure of the MA(1) process, in which case, the eigenvalues and eigenvectors of the covariance matrix of the data vector have known analytical forms. In this paper, we take a different approach to first consider the joint likelihood by in...
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作者：Fort, G.; Moulines, E.; Priouret, P.
作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom Paris; Universite Paris Cite; Sorbonne Universite
摘要：Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions. Motivated by some recently introduced algorithms (such as the adaptive Metropolis algorithm and the interacting tempering algorithm), we develop a general methodological and theoretical framework to establish both the convergence of the marginal distribution and ...
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作者：Li, Ting-Ting; Yang, Hu; Wang, Jane-Ling; Xue, Liu-Gen; Zhu, Li-Xing
作者单位：Chongqing University; University of California System; University of California Davis; Beijing University of Technology; Hong Kong Baptist University
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作者：Meinshausen, Nicolai; Maathuis, Marloes H.; Buehlmann, Peter
作者单位：University of Oxford; Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics, resulting in a loss of power to detect true positives. We show that the Westfall-Young permutation method has asymptotically optimal power for a broad class of testing problems with a block-dependence and sparsity structure among the tests, when the number of tests tends to infinity.
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作者：Aue, Alexander; Lee, Thomas C. M.
作者单位：University of California System; University of California Davis
摘要：Image segmentation is a long-studied and important problem in image processing. Different solutions have been proposed, many of which follow the information theoretic paradigm. While these information theoretic segmentation methods often produce excellent empirical results, their theoretical properties are still largely unknown. The main goal of this paper is to conduct a rigorous theoretical study into the statistical consistency properties of such methods. To be more specific, this paper inv...
