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Results : 1-25/160

Two-step semiparametric empirical likelihood inference

Authors: Francesco Bravo Juan Carlos Escanciano Ingrid Van Keilegom

Journal: Annals of statistics

Citation: Francesco Bravo et al., Two-step semiparametric empirical likelihood inference, Annals of statistics , 48(1), 2020, pp. 1-26

The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression

Authors: Emmanuel J. Candès Pragya Sur

Journal: Annals of statistics

Citation: Emmanuel J. Candès et Pragya Sur, The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression, Annals of statistics , 48(1), 2020, pp. 27-42

Rerandomization in 2K factorial experiments

Authors: Xinran Li Peng Ding Donald B. Rubin

Journal: Annals of statistics

Citation: Xinran Li et al., Rerandomization in 2K factorial experiments, Annals of statistics , 48(1), 2020, pp. 43-63

Sparse SIR: Optimal rates and adaptive estimation

Authors: Kai Tan Lei Shi Zhou Yu

Journal: Annals of statistics

Citation: Kai Tan et al., Sparse SIR: Optimal rates and adaptive estimation, Annals of statistics , 48(1), 2020, pp. 64-85

Robust sparse covariance estimation by thresholding Tyler.s M-estimator

Authors: John Goes Gilad Lerman Boaz Nadler

Journal: Annals of statistics

Citation: John Goes et al., Robust sparse covariance estimation by thresholding Tyler.s M-estimator, Annals of statistics , 48(1), 2020, pp. 86-110

Model assisted variable clustering: Minimax-optimal recovery and algorithms

Authors: Florentina Bunea Christophe Giraud Xi Luo Martin Royer Nicolas Verzelen

Journal: Annals of statistics

Citation: Florentina Bunea et al., Model assisted variable clustering: Minimax-optimal recovery and algorithms, Annals of statistics , 48(1), 2020, pp. 111-137

New G -formula for the sequential causal effect and blip effect of treatment in sequential causal inference

Authors: Xiaoqin Wang Li Yin

Journal: Annals of statistics

Citation: Xiaoqin Wang et Li Yin, New G -formula for the sequential causal effect and blip effect of treatment in sequential causal inference, Annals of statistics , 48(1), 2020, pp. 138-160

Envelope-based sparse partial least squares

Authors: Guangyu Zhu Zhihua Su

Journal: Annals of statistics

Citation: Guangyu Zhu et Zhihua Su, Envelope-based sparse partial least squares, Annals of statistics , 48(1), 2020, pp. 161-182

Optimal rates for community estimation in the weighted stochastic block model

Authors: Min Xu Varun Jog Po-Ling Loh

Journal: Annals of statistics

Citation: Min Xu et al., Optimal rates for community estimation in the weighted stochastic block model, Annals of statistics , 48(1), 2020, pp. 183-204

Adaptive risk bounds in univariate total variation denoising and trend filtering

Authors: Adityanand Guntuboyina Donovan Lieu Sabyasachi Chatterjee Bodhisattva Sen

Journal: Annals of statistics

Citation: Adityanand Guntuboyina et al., Adaptive risk bounds in univariate total variation denoising and trend filtering, Annals of statistics , 48(1), 2020, pp. 205-229

Spectral and matrix factorization methods for consistent community detection in multi-layer networks

Authors: Subhadeep Paul Yuguo Chen

Journal: Annals of statistics

Citation: Subhadeep Paul et Yuguo Chen, Spectral and matrix factorization methods for consistent community detection in multi-layer networks, Annals of statistics , 48(1), 2020, pp. 230-250

Statistical inference for model parameters in stochastic gradient descent

Authors: Xi Chen Jason D. Lee Xin T. Tong Yichen Zhang

Journal: Annals of statistics

Citation: Xi Chen et al., Statistical inference for model parameters in stochastic gradient descent, Annals of statistics , 48(1), 2020, pp. 251-273

Bootstrap confidence regions based on M-estimators under nonstandard conditions

Authors: Stephen M. S. Lee Puyudi Yang

Journal: Annals of statistics

Citation: Stephen M. S. Lee et Puyudi Yang, Bootstrap confidence regions based on M-estimators under nonstandard conditions, Annals of statistics , 48(1), 2020, pp. 274-299

Sparse high-dimensional regression: Exact scalable algorithms and phase transitions

Authors: Dimitris Bertsimas Bart Van Parys

Journal: Annals of statistics

Citation: Dimitris Bertsimas et Bart Van Parys, Sparse high-dimensional regression: Exact scalable algorithms and phase transitions, Annals of statistics , 48(1), 2020, pp. 300-323

Testing for principal component directions under weak identifiability

Authors: Davy Paindaveine Julien Remy Thomas Verdebout

Journal: Annals of statistics

Citation: Davy Paindaveine et al., Testing for principal component directions under weak identifiability, Annals of statistics , 48(1), 2020, pp. 324-345

The multi-armed bandit problem: An efficient nonparametric solution

Authors: Hock Peng Chan

Journal: Annals of statistics

Citation: Hock Peng Chan, The multi-armed bandit problem: An efficient nonparametric solution, Annals of statistics , 48(1), 2020, pp. 346-373

ANISOTROPIC FUNCTION ESTIMATION USING MULTI-BANDWIDTH GAUSSIAN PROCESSES

Authors: Anirban Bhattacharya Debdeep Pati David Dunson

Journal: Annals of statistics

Citation: Anirban Bhattacharya et al., ANISOTROPIC FUNCTION ESTIMATION USING MULTI-BANDWIDTH GAUSSIAN PROCESSES, Annals of statistics , 48(6), 2020, pp. 352-381

Concentration and consistency results for canonical and curved exponential-family models of random graphs

Authors: Michael Schweinberger Jonathan Stewart

Journal: Annals of statistics

Citation: Michael Schweinberger et Jonathan Stewart, Concentration and consistency results for canonical and curved exponential-family models of random graphs, Annals of statistics , 48(1), 2020, pp. 374-396

The numerical bootstrap

Authors: Han Hong Jessie Li

Journal: Annals of statistics

Citation: Han Hong et Jessie Li, The numerical bootstrap, Annals of statistics , 48(1), 2020, pp. 397-412

Consistent selection of the number of change-points via sample-splitting

Authors: Changliang Zou Guanghui Wang Runze Li

Journal: Annals of statistics

Citation: Changliang Zou et al., Consistent selection of the number of change-points via sample-splitting, Annals of statistics , 48(1), 2020, pp. 413-439

Uniformly valid confidence intervals post-model-selection

Authors: François Bachoc David Preinerstorfer Lukas Steinberger

Journal: Annals of statistics

Citation: François Bachoc et al., Uniformly valid confidence intervals post-model-selection, Annals of statistics , 48(1), 2020, pp. 440-463

Efficient estimation of linear functionals of principal components

Authors: Vladimir Koltchinskii Matthias Löffler Richard Nickl

Journal: Annals of statistics

Citation: Vladimir Koltchinskii et al., Efficient estimation of linear functionals of principal components, Annals of statistics , 48(1), 2020, pp. 464-490

Optimal prediction in the linearly transformed spiked model

Authors: Edgar Dobriban William Leeb Amit Singer

Journal: Annals of statistics

Citation: Edgar Dobriban et al., Optimal prediction in the linearly transformed spiked model, Annals of statistics , 48(1), 2020, pp. 491-513

Averages of unlabeled networks: Geometric characterization and asymptotic behavior

Authors: Eric D. Kolaczyk Lizhen Lin Steven Rosenberg Jackson Walters Jie Xu

Journal: Annals of statistics

Citation: Eric D. Kolaczyk et al., Averages of unlabeled networks: Geometric characterization and asymptotic behavior, Annals of statistics , 48(1), 2020, pp. 514-538

Markov equivalence of marginalized local independence graphs

Authors: Søren Wengel Mogensen Niels Richard Hansen

Journal: Annals of statistics

Citation: Søren Wengel Mogensen et Niels Richard Hansen, Markov equivalence of marginalized local independence graphs, Annals of statistics , 48(1), 2020, pp. 539-559

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