An asymptotic error bound for testing multiple quantum hypotheses |
Michael Nussbaum and Arleta Szkola
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Multiscale Methods for Shape Constraints in Deconvolution: Confidence Statements for Qualitative Features |
Johannes Schmidt-Hieber, Axel Munk, and Lutz Duembgen
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Fast Learning Rate of Multiple Kernel Learning: Trade-off Between Sparsity and Smoothness |
Taiji Suzuki and Masashi Sugiyama
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Universally consistent vertex classification for latent position graphs |
Minh Tang, Daniel L. Sussman, and Carey E. Priebe
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Fixed-Smoothing Asymptotics for Time Series |
Xianyang Zhang and Xiaofeng Shao
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The two-sample problem for Poisson processes: adaptive tests with a non-asymptotic wild bootstrap approach |
Magalie Fromont, Béatrice Laurent, Patricia Reynaud-Bouret
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Quarticity and other functionals of volatility: efficient estimation |
Jean Jacod and Mathieu Rosenbaum
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Nonparametric inference on Lévy measures and copulas |
Axel Bücher and Mathias Vetter
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Robust T-optimal discriminating designs |
Holger Dette, Viatcheslaw Melas, and Petr Shpilev
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Maximum-likelihood Estimation for Diffusion Processes via Closed-form Transition Density Expansions |
Chenxu Li
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Kullback-Leibler Upper Confidence Bounds for Optimal Sequential Allocation |
Olivier Cappé, Aurélien Garivier, Odalric-Ambrym Maillard, Rémi Munos, and Gilles Stoltz
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Learning High-Dimensional Mixtures of Graphical Models |
Animashree Anandkumar, Daniel Hsu, Furong Huang, and Sham Kakade
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Convergence of the Gaussian quasi-likelihood random fields for ergodic Levy driven SDE observed at high frequency |
Hiroki Masuda
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Regressions with Berkson errors in covariates - A nonparametric approach |
Susanne M. Schennach
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Uniformly Most Powerful Bayesian Tests |
Valen Earl Johnson
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Asymptotic Normality of Maximum Likelihood and its Variational Approximation for Stochastic Blockmodels |
Peter Bickel, David Choi, Xiangyu Chang, and Hai Zhang
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Reversible MCMC on Markov equivalence classes of sparse directed acyclic graphs |
Yangbo He, Jinzhu Jia, and Bin Yu
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Nonparametric regression with the scale depending on auxiliary variable |
Sam Efromovich
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Optimal detection of sparse principal components in high dimension |
Quentin Berthet and Philippe Rigollet
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Optimal Sparse Volatility Matrix Estimation for High Dimensional Ito Processes With Measurement Errors |
Yazhen Wang, Minjing Tao, and Harrison H. Zhou
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Quantile and quantile-function estimations under density ratio model |
Jiahua Chen and Yukun Liu
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Groups related to Gaussian graphical models |
Jan Draisma, Sonja Kuhnt, and Piotr Zwiernik
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Exact sampling and counting for fixed-margin matrices |
Jeffrey W Miller and Matthew T Harrison
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Inference in non stationary asymmetric GARCH models |
Christian Francq and Jean-Michel Zakoian
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Nonparametric Bernstein-von Mises Theorems |
Ismael Castillo and Richard Nickl
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Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions |
Tiefeng Jiang and Fan Yang
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Volatility Occupation Times |
Jia Li, Viktor Todorov, and George Tauchen
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Tests for Covariance Matrix with Fixed or Divergent Dimension |
Rongmao Zhang, Liang Peng, and Ruodu Wang
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A simple bootstrap method for constructing confidence bands for functions |
Peter Gavin Hall and Joel Horowitz
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Pseudo-likelihood methods for community detection in large sparse networks |
Arash A Amini, Aiyou Chen, Peter J Bickel, and Elizaveta Levina
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Marginal Empirical Likelihood and Sure Independence Feature Screening |
Jinyuan Chang, Cheng Yong Tang, and Yichao Wu
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Equivalence of distance-based and RKHS-based statistics in hypothesis testing |
Dino Sejdinovic, Bharath Sriperumbudur, Arthur Gretton, and Kenji Fukumizu
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Nearly optimal minimax estimator for high dimensional sparse linear regression |
Li Zhang
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The Asymptotics of Ranking Algorithms |
John C Duchi, Lester Mackey, and Michael I. Jordan
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