- Statistical inference for Linear Stochastic Approximation with Markovian Noise
2025/05/25 by Sergey Samsonov, Samsonov, Sergey, Marina Sheshukova +5 · 4 citations
Decision Sciences · #60F05 #62E20 #62L20 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Statistics Theory (math.ST)
- An improved central limit theorem for the empirical sliced Wasserstein distance
2025/03/24 by Rodríguez-Vítores, David, del Barrio, Eustasio, Loubes, Jean-Michel · 1 citation
#62E20 #FOS: Mathematics #Statistics Theory (math.ST)
- Asymptotics of Stochastic Gradient Descent with Dropout Regularization in Linear Models
2024/09/11 by J. Jenny Li, Li, Jiaqi, Johannes Schmidt-Hieber +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · #62E20 #62F12 #68W27 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Point processes and geometric inequalities #Statistics Theory (math.ST) #Stochastic processes and financial applications
- Shrinkage for Extreme Partial Least-Squares
2024/03/14 by Arbel, Julyan, Girard, Stéphane, Lorenzo, Hadrien · 1 citation
#62E20 #62G32 #62H12 #62H25 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- Asymptotic Expansions of the Limit Laws of Gaussian and Laguerre (Wishart) Ensembles at the Soft Edge
2024/03/12 by Bornemann, Folkmar · 1 citation
#15B52 #33C15 #33C45 #33E17 #34E20 #41A60 #60B20 #62E20 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Statistics Theory (math.ST)
- Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions
2024/01/29 by Schroers, Dennis · 1 citation
#46N30 #60H15 #62E20 #FOS: Computer and information sciences #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Methodology (stat.ME)
- Asymptotics for non-degenerate multivariate U-statistics with estimated nuisance parameters under the null and local alternative hypotheses
2024/01/20 by Desgagné, Alain, Genest, Christian, Ouimet, Frédéric · 2 citations
#62E20 #62F03 #62F05 #62F12 #62H10 #62H12 #62H15 #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR) #Statistics Theory (math.ST)
- Adaptive and Efficient Isotonic Estimation in Wicksell's Problem
2023/10/09 by Gili, Francesco, Jongbloed, Geurt, van der Vaart, Aad · 1 citation
#62E20 #62G20 #FOS: Mathematics #Primary 62G05 #Statistics Theory (math.ST) #secondary 62C20
- Statistical Inference on Multi-armed Bandits with Delayed Feedback
2023/07/03 by Shi, Lei, Wang, Jingshen, Wu, Tianhao · 2 citations
#62B15 #62E20 #68T05 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- Averaging symmetric positive-definite matrices on the space of eigen-decompositions
2023/06/21 by Jung, Sungkyu, Rooks, Brian, Groisser, David +1 · 1 citation
#62E20 #62R30 #FOS: Computer and information sciences #Methodology (stat.ME)
- Weak Limits for Empirical Entropic Optimal Transport: Beyond Smooth Costs
2023/05/16 by Alberto González-Sanz, Shayan Hundrieser, González-Sanz, Alberto +1 · 2 citations
Environmental Science · Mathematics · #49Q22 #60B10 #62E20 #62G20 #FOS: Mathematics #G.3 #Groundwater flow and contamination studies #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST)
- Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions
2022/11/25 by Yoshida, Junichiro, Yoshida, Nakahiro · 1 citation
#62E20 #62F12 #FOS: Mathematics #Statistics Theory (math.ST)
- Yurinskii's Coupling for Martingales
2022/10/01 by Matias D. Cattaneo, Ricardo Masini, Cattaneo, Matias D. +3 · 1 citation
Computer Science · Mathematics · #60G42 #62E20 #62G20 #Bayesian Methods and Mixture Models #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
2022/05/08 by Benth, Fred Espen, Schroers, Dennis, Veraart, Almut E. D. · 1 citation
#46N30 (Primary) 60H15 (Secondary) #62E20 #FOS: Computer and information sciences #FOS: Mathematics #G.3 #Methodology (stat.ME) #Statistics Theory (math.ST)
- An improved central limit theorem and fast convergence rates for entropic transportation costs
2022/04/19 by del Barrio, Eustasio, Gonzalez-Sanz, Alberto, Loubes, Jean-Michel +1 · 1 citation
#62E20 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Probability (math.PR) #Statistics Theory (math.ST)
- Severe testing of Benford's law
2022/02/10 by Cerqueti, Roy, Lupi, Claudio · 1 citation
#62E20 #62F03 #FOS: Computer and information sciences #Methodology (stat.ME)
- On the Uniqueness of Kantorovich Potentials
2022/01/20 by Staudt, Thomas, Hundrieser, Shayan, Munk, Axel · 3 citations
#46N60 #49Q20 #62E20 #90C08 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #primary 49Q22 #secondary 28A35
- Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms
2021/02/09 by Shao, Qi-Man, Zhang, Zhuo-Song · 5 citations
#62E20 #FOS: Mathematics #Primary 60F05 #Probability (math.PR) #Statistics Theory (math.ST) #secondary 62F12
- Two-sample test based on maximum variance discrepancy
2020/12/02 by Makigusa, Natsumi · 1 citation
#46E22 #62E20 #62H15 #FOS: Mathematics #Statistics Theory (math.ST)
- Analytical and statistical properties of local depth functions motivated by clustering applications
2020/08/27 by Francisci, Giacomo, Agostinelli, Claudio, Nieto-Reyes, Alicia +1 · 1 citation
#62E20 #62G99 #62H10 #62H30 #FOS: Mathematics #Statistics Theory (math.ST)
- Nonparametric comparison of epidemic time trends: the case of COVID-19
2020/07/31 by Khismatullina, Marina, Vogt, Michael · 1 citation
#62E20 #62G10 #62G15 #62G20 #FOS: Computer and information sciences #Methodology (stat.ME)
- Tractably Modelling Dependence in Networks Beyond Exchangeability
2020/07/28 by Wu, Weichi, Olhede, Sofia, Wolfe, Patrick · 1 citation
#62E20 #62G05 #62G20 #62R07 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Statistics Theory (math.ST) #secondary 53C20
- Limit Laws for Empirical Optimal Solutions in Stochastic Linear Programs
2020/07/27 by Klatt, Marcel, Munk, Axel, Zemel, Yoav · 1 citation
#49N15 (Secondary) #62E20 #90C05 (Primary) 90C31 #90C15 #FOS: Mathematics #Statistics Theory (math.ST)
- The Spectrum of Fisher Information of Deep Networks Achieving Dynamical Isometry
2020/06/14 by Hayase, Tomohiro, Karakida, Ryo · 2 citations
#46L54 #60B20 #62E20 #68T07 #FOS: Computer and information sciences #FOS: Mathematics #G.3 #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Probability (math.PR)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions
2020/01/22 by Schweikert, Karsten · 1 citation
#62E20 #62M10 #91B84 #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML)
- A new class of change point test statistics of Rényi type
2019/04/03 by Horváth, Lajos, Miller, Curtis, Rice, Gregory · 1 citation
#60F17 #62E20 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Multiscale inference and long-run variance estimation in nonparametric regression with time series errors
2019/03/04 by Khismatullina, Marina, Vogt, Michael · 2 citations
#62E20 #62G10 #62G20 #62M10 #FOS: Mathematics #Statistics Theory (math.ST)
- Consistency of Hill Estimators in a Linear Preferential Attachment Model
2017/11/16 by Wang, Tiandong, Resnick, Sidney · 1 citation
#05C80 #60B10 #60G55 #60G57 #60G70 #62E20 #FOS: Mathematics #Probability (math.PR)
- A statistical interpretation of spectral embedding: the generalised random dot product graph
2017/09/16 by Rubin-Delanchy, Patrick, Cape, Joshua, Tang, Minh +1 · 9 citations
#62E20 #62H12 #62H30 #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Change-Point Detection and Bootstrap for Hilbert Space Valued Random\n Fields
2015/11/09 by Béatrice Bucchia, Bucchia, Béatrice, Martin Wendler +1 · 1 citation
Computer Science · Decision Sciences · Mathematics · #60G60 #62E20 #62H15 #62M99 #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability and Risk Models #Statistical Methods and Inference #Statistics Theory (math.ST)
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