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Anti-Concentration and Honest Adaptive Confidence Bands
Anti-Concentration Honest Adaptive Confidence Bands
2013/4/28
Modern construction of uniform confidence bands for nonparametric densities (and other functions) often relies on the Smirnov-Bickel-Rosenblatt (SBR) condition; see e.g. Gine and Nickl (2010). This co...
Pivotal estimation in high-dimensional regression via linear programming
Pivotal estimation high-dimensional regression inear programming
2013/4/28
We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge o...
We consider the problem of detecting the periodic part of a function given the observations of some input/output tuples (xi,yi). As they are known for being powerful tools for dealing with such data, ...
Quantile Models with Endogeneity
identification treatment effects structural models instrumental variables
2013/4/28
In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under which partial and poi...
Detecting Overlapping Temporal Community Structure in Time-Evolving Networks
Detecting Overlapping Temporal Community Structure Time-Evolving Networks
2013/5/2
We present a principled approach for detecting overlapping temporal community structure in dynamic networks. Our method is based on the following framework: find the overlapping temporal community str...
Scalable Text and Link Analysis with Mixed-Topic Link Models
Document classification Community detection Topic mod-eling Link prediction Stochastic block model
2013/5/2
Many data sets contain rich information about objects, as well as pairwise relations between them. For instance, in networks of websites, scientific papers, and other documents, each node has content ...
A Distance-Based Test of Association Between Paired Heterogeneous Genomic Data
A Distance-Based Test Association Between Paired Heterogeneous Genomic Data
2013/4/28
Due to rapid technological advances, a wide range of different measurements can be obtained from a given biological sample including single nucleotide polymorphisms, copy number variation, gene expres...
Parameter Tuning for a Multi-Fidelity Dynamical Model of the Magnetosphere
Computer Experiments Expected Improvement Geomagnetic Storm Inverse Problem Lorenz ‘96 Model Fidelity Sequential Design Uncertainty Quantification
2013/4/28
Geomagnetic storms play a critical role in space weather physics with the potential for far reaching economic impacts including power grid outages, air traffic re-routing, satellite damage and GPS dis...
Expectation Propagation for Neural Networks with Sparsity-promoting Priors
expectation propagation neural network multilayer perceptron linear model sparse prior automatic relevance determination
2013/4/28
We propose a novel approach for nonlinear regression using a two-layer neural network (NN) model structure with sparsity-favoring hierarchical priors on the network weights. We present an expectation ...
Measuring the likelihood of models for network evolution
Measuring the likelihood models network evolution
2013/4/28
Many researchers have hypothesised models which explain the evolution of the topology of a target network. The framework described in this paper gives the likelihood that the target network arose from...
Zero Intelligence Models of the Continuous Double Auction: Empirical Evidence and Generalization
Continuous double auction zero intelligence models econometric estimation consistency asymptotic normality
2013/4/28
The paper is devoted to statistical analysis of zero intelligence models of continuous double auction, in particular to an estimation of parameters of limit order books. We review "classical" zero int...
Criticisms of modelling packet traffic using long-range dependence (extended version)
Criticisms modelling packet traffic long-range dependence
2013/5/2
This paper criticises the notion that long-range dependence is an important contributor to the queuing behaviour of real Internet traffic. The idea is questioned in two different ways. Firstly, a clas...
Simple, asymptotically distribution-free, optimal tests for circular reflective symmetry about a known median direction
Circular statistics Fisher information singularity Rayleigh test for uniformity skewed distributions tests for symmetry
2013/4/28
In this paper, we propose optimal tests for circular reflective symmetry about a fixed median direction. The distributions against which optimality is achieved are the so-called k-sine-skewed distribu...
Random generation of optimal saturated designs
Design of experiments Optimal designs Unobserved species Discovery probability
2013/4/28
Efficient algorithms for searching for optimal saturated designs are widely available. They maximize a given efficiency measure (such as D-optimality) and provide an optimum design. Nevertheless, they...
Surprising Asymptotic Conical Structure in Critical Sample Eigen-Directions
PCA High Dimension Boundary Behavior Consistency
2013/4/28
The aim of this paper is to establish several deep theoretical properties of principal component analysis for multiple-component spike covariance models. Our new results reveal a surprising asymptotic...