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作者：Douc, Randal; Robert, Christian P.
作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom SudParis; Institut Polytechnique de Paris; ENSAE Paris; Universite PSL; Universite Paris-Dauphine
摘要：Casella and Robert [Biometrika 83 (1996) 81-94] presented a general Rao-Blackwellization principle for accept-reject and Metropolis-Hastings schemes that leads to significant decreases in the variance of the resulting estimators, but at a high cost in computation and storage. Adopting a completely different perspective, we introduce instead a universal scheme that guarantees variance reductions in all Metropolis-Hastings-based estimators while keeping the computation cost under control. We est...
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作者：Douc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon
作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom SudParis; IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom Paris; Lund University; Princeton University
摘要：Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that the maximum likelihood estimator (MLE) of the parameter is strongly consistent under a rather minimal set of assumptions. As special cases of our main result, we obtain consistency in a large class of nonlinear state space models, as well as general results on linear Gaussian state space models and finite state models....
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作者：Aswani, Anil; Bickel, Peter; Tomlin, Claire
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：Collinearity and near-collinearity of predictors cause difficulties when doing regression. In these cases, variable selection becomes untenable because of mathematical issues concerning the existence and numerical stability of the regression coefficients, and interpretation of the coefficients is ambiguous because gradients are not defined. Using a differential geometric interpretation, in which the regression coefficients are interpreted as estimates of the exterior derivative of a function, ...
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作者：Pena, Edsel A.; Habiger, Joshua D.; Wu, Wensong
作者单位：University of South Carolina System; University of South Carolina Columbia; Oklahoma State University System; Oklahoma State University - Stillwater
摘要：Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied. The improvement over existing procedures such as the Sidak procedure for FWER control and the Benjamini-Hochberg (BH) procedure for FDR control is achieved by exploiting possible differences in the powers of the individual tests. Results signal the need to ...
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作者：Hanneke, Steve
作者单位：Carnegie Mellon University
摘要：We study the rates of convergence in generalization error achievable by active learning under various types of label noise. Additionally, we study the general problem of model selection for active learning with a nested hierarchy of hypothesis classes and propose an algorithm whose error rate provably converges to the best achievable error among classifiers in the hierarchy at a rate adaptive to both the complexity of the optimal classifier and the noise conditions. In particular, we state suf...
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作者：Anevski, Dragi; Soulier, Philippe
作者单位：Universite Paris Nanterre
摘要：We propose two estimators of a monotone spectral density, that are based on the periodogram. These are the isotonic regression of the periodogram and the isotonic regression of the log-periodogram. We derive pointwise limit distribution results for the proposed estimators for short memory linear processes and long memory Gaussian processes and also that the estimators are rate optimal.
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作者：Jimenez, Raul; Yukich, J. E.
作者单位：Universidad Carlos III de Madrid; Lehigh University
摘要：The estimation of surface integrals on the boundary of an unknown body is a challenge for nonparametric methods in statistics, with powerful applications to physics and image analysis, among other fields. Provided that one can determine whether random shots hit the body, Cuevas et al. [Ann. Statist. 35 (2007) 1031-1051] estimate the boundary measure (the boundary length for planar sets and the surface area for 3-dimensional objects) via the consideration of shots at a box containing the body. ...
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作者：Obozinski, Guillaume; Wainwright, Martin J.; Jordan, Michael I.
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：In multivariate regression, a K-dimensional response vector is regressed upon a common set of p covariates, with a matrix B* is an element of R-pxK of regression coefficients. We study the behavior of the multivariate group Lasso, in which block regularization based on the l(1)/l(2) norm is used for support union recovery, or recovery of the set of s rows for which B* is nonzero. Under high-dimensional scaling, we show that the multivariate group Lasso exhibits a threshold for the recovery of ...
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作者：Belloni, Alexandre; Chernozhukov, Victor
作者单位：Duke University; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We consider median regression and, more generally, a possibly infinite collection of quantile regressions in high-dimensional sparse models. In these models, the number of regressors p is very large, possibly larger than the sample size n, but only at most s regressors have a nonzero impact on each conditional quantile of the response variable, where s grows more slowly than n. Since ordinary quantile regression is not consistent in this case, we consider l(1)-penalized quantile regression (l(...
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作者：Roquain, Etienne; Villers, Fanny
作者单位：Universite Paris Cite; Sorbonne Universite
摘要：In a context of multiple hypothesis testing, we provide several new exact calculations related to the false discovery proportion (FDP) of step-up and step-down procedures. For step-up procedures, we show that the number of erroneous rejections conditionally on the rejection number is simply a binomial variable, which leads to explicit computations of the c.d.f., the sth moment and the mean of the FDP, the latter corresponding to the false discovery rate (FDR). For step-down procedures, we deri...
