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Every paper Pith has read. Search by title, abstract, or pith.
1253 papers in math.ST · page 1
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Bayesian and quasi-Bayesian estimates merge for Poisson decisions
Merging of Bayes and quasi-Bayes empirical Bayes procedures for Poisson compound decisions
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CAP matches empirical risk at first order and removes second-order bias
Cross-Audit Projection for Model Risk Prediction
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AEW achieves T log(M)/(n+1) excess risk in expectation
Aggregation with Exponential Weights is Optimal in Expectation
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Policy-coupled coverage optimizes counterfactual prediction sets
Prediction Sets for Counterfactual Decisions: Coverage, Optimality, and Conformal Prediction
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Weaker matrix condition extends simplex volume theorems to AR(1) models
A note on "The volume of random simplices from elliptical distributions in high dimension"
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Geometric graphs indistinguishable from random above (nh(p))^3 dims
Resolution of the Detection Threshold Conjecture for Random Geometric Graphs in the $d>n$ Regime
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Perturbation theory transfers sup-norm rates to functional principal components
Transferring supremum-norm rates and weak convergence of covariance kernel estimators to functional principal components
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Variational estimator beats spectral for density ratios with abundant data
Regularized Variational and Spectral Log-Density-Ratio Estimation in the Gaussian Location Model
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Motif signatures distinguish latent positions where degrees match
Beyond Degree: Rooted Motif Signatures for Latent Position Identifiability in Graphon Models
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Separable graphs unify independence models in mixed graphs
Characterizing and Identifying Separable Graphical Models
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Planted subgraph recovery threshold set by minimal max density
Recovery of Planted Subgraphs
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Approximating region contains full-conformal set in multi-task regression
Approximate full-conformal multi-task regression with reproducing kernels
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Distributed estimator reaches two-phase minimax rates for unidentifiable prediction
Distributed Prediction under Heterogeneity with Unidentifiable Parameter
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Three-stage estimator consistent for hybrid Lévy switching SDEs
Ergodicity and High-Frequency Inference for Hybrid Switching L\'{e}vy-Driven Stochastic Differential Equations
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Worst-case top-k norm of heavy-tailed averages bounded by constants
Worst-Case Maximal Inequalities for Heavy-tailed Random Vectors
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Full token observation lowers sample needs for watermark proportion estimates
Sample Complexities of Estimating Gumbel--Max Watermark Proportions with and without Reduction to Pivotal Statistics
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Full data beats pivotal reduction for watermark proportion estimates
Sample Complexities of Estimating Gumbel--Max Watermark Proportions with and without Reduction to Pivotal Statistics
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Marginal separable effects summarize causal effects for everyone
Causal Inference for All: Marginal Estimands for Outcomes Truncated by Death
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GLM formulation unifies Laplace BNN predictive estimators
A Short Review of Estimators for the GLM predictive of Laplace Bayesian Neural Networks
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Moment estimator consistent and normal for dynamic graph models
Analysis of a maximum-entropy based estimator for dynamic random graph models
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Projection yields consistent payment estimators from macro insurance data
Payment Process Estimation in Aggregated Insurance Models
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Graph geometry and dependence set empirical rates
Coupling and Maximal Inequalities for Graph-Dependent Empirical Processes
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Forecast sequences are auto-calibrated exactly when they form martingales
Calibrated Probability Forecast Sequences and Measure-Valued Martingales
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Optimal split minimizes conformal prediction interval length
On Optimal Data Splitting for Split Conformal Prediction
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Binary reduction separates error roles in minimax testing bounds
High-Confidence Minimax Testing with Prescribed Errors
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FPCA rates for manifold-indexed data depend on intrinsic dimension d
Functional Principal Component Analysis for Manifold-Indexed Data
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Langevin dynamics concentrate on hidden indices below temperature 1
The Geometry of Statistical Feature Learning in Mean-Field Langevin Dynamics
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Renyi inequalities characterize majorization of statistical experiments
Multivariate majorization of continuous statistical experiments
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New methods enable simultaneous bands for incomplete functional time series
Simultaneous Inference for Partially Observed Functional Time Series
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Two-stage method estimates parameters and Lévy densities in switching jumps
Two-stage semiparametric inference for regime-switching jump diffusions with unknown L\'evy densities
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Dual-TV regularizers bound tensor error near minimax rate
Exponential-Family Tensor Completion via Nonconvex Dual Total-Variation Regularization
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Regenerative chains get data-dependent DKW bands
A data-dependent DKW inequality for regenerative Markov chains
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New method estimates largest minimizer for regression change points
Analysis of gradual changes in nonparametric regression based on a new optimization method in the non-unique case
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Minimax formulas derived for spectral densities in random-field estimation
Minimax approach to the estimation problem for homogeneous random fields
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Any valid transport map is as hard to estimate as the OT map
The Fundamental Limits of Valid Transport Map Estimation
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MLE of coupling parameter consistent and efficient in hidden OU process
Parameter estimation in a fully coupled partially observed Ornstein-Uhlenbeck process
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Rademacher max-average expectation bounded below by min{255/256
Notes on constants for maxima of Rademacher averages
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Horseshoe posterior rules attain optimal detection boundary
Multiple testing with the horseshoe
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Horseshoe prior controls FDR at optimal detection boundary
Multiple testing with the horseshoe
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Differential algebra checks unique recovery of functions in DE models
Structural functional identifiability and model discovery in differential equation models
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Optimal confidence sets induce Choquet-risk optimal contours
Efficiency of Valid Inferential Models: Choquet-risk Optimal Possibility Measures, and Direct Comparisons
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Copulas obey |β|^3 ≤ 2ξ exactly for Chatterjee ξ and Blomqvist β
The exact region between Chatterjee's $\xi$ and Blomqvist's $\beta$
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Explicit MSE bounds for adaptive rare MCMC under Wasserstein contraction
Error bounds for simultaneous Wasserstein contractive adaptive increasingly rare MCMC
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Common noise repeats speed nonparametric regression rates
Adaptive nonparametric regression from repeated measurements under common noise
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Frank-Wolfe computes optimal e-values for non-convex voting tests
Optimal Posterior E-values with Non-Convex Parameter Sets with Applications to Voting Systems
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Four Lorenz curve forms fail validity conditions
Revisiting "A universal model for the Lorenz curve with novel applications''
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Symmetric noise enables valid tests after data-driven selection
Testing hypotheses via orthogonalization
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Multivariate BART obtains first contraction rates with joint residual dependence
Multivariate Varying-Coefficient BART with Graphical Horseshoe Priors
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Mixture posteriors adapt to true K with extra mass vanishing at n^{-1/2}
Posterior concentration and adaptation of the mixing measure in Dirichlet process mixtures