Statistics Theory

Authors and titles for July 2024

[1] arXiv:2407.00240 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Exact mean and covariance formulas after diagonal transformations of a multivariate normal Show Chinese title

Title: 精确均值和协方差公式在多元正态分布的对角变换后的表达形式

Rebecca Morrison, Estelle Basor

Comments: 21 pages

Subjects: Statistics Theory (math.ST)

[2] arXiv:2407.00712 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Geometric and Harmonic Aging Intensity function and a Reliability Perspective Show Chinese title

Title: 几何与调和老化强度函数及可靠性视角

Subarna Bhattacharjee, Ananda Sen, Sabana Anwar, Aninda Kumar Nanda

Comments: 22 pages, 3 figures

Subjects: Statistics Theory (math.ST) ; Probability (math.PR)

[3] arXiv:2407.00953 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Estimation for the damping factor of the driving process of an SPDE in two space dimensions Show Chinese title

Title: 二维空间中SPDE驱动过程的阻尼因子估计

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

Subjects: Statistics Theory (math.ST)

[4] arXiv:2407.01040 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: QBIC of SEM for diffusion processes from discrete observations Show Chinese title

Title: 基于离散观测的扩散过程的SEM QBIC

Shogo Kusano, Masayuki Uchida

Comments: 26pages, 4figures. arXiv admin note: text overlap with arXiv:2402.08959

Subjects: Statistics Theory (math.ST)

[5] arXiv:2407.01751 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Asymptotic tests for monotonicity and convexity of a probability mass function Show Chinese title

Title: 概率质量函数的单调性和凸性渐近检验

Fadoua Balabdaoui, Antonio Di Noia

Subjects: Statistics Theory (math.ST) ; Methodology (stat.ME)

[6] arXiv:2407.01874 (cross-list from math.ST) [cn-pdf, pdf, other]

Title: Simultaneous semiparametric inference for single-index models Show Chinese title

Title: 同时半参数单指标模型推断

Jiajun Tang, Holger Dette

Subjects: Statistics Theory (math.ST) ; Methodology (stat.ME)

[7] arXiv:2407.01974 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Asymptotics of estimators for structured covariance matrices Show Chinese title

Title: 结构协方差矩阵估计量的渐近性质

Hendrik Paul Lopuhaä

Subjects: Statistics Theory (math.ST)

[8] arXiv:2407.02299 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Stein's Method of Moments on the Sphere Show Chinese title

Title: 球面上的Stein方法矩量

Adrian Fischer, Robert E. Gaunt, Yvik Swan

Subjects: Statistics Theory (math.ST)

[9] arXiv:2407.02357 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Contrastive independent component analysis Show Chinese title

Title: 对比独立成分分析

Kexin Wang, Aida Maraj, Anna Seigal

Comments: 53 pages, 20 figures

Subjects: Statistics Theory (math.ST) ; Algebraic Geometry (math.AG) ; Machine Learning (stat.ML)

[10] arXiv:2407.02458 (cross-list from math.ST) [cn-pdf, pdf, other]

Title: Statistical Advantages of Oblique Randomized Decision Trees and Forests Show Chinese title

Title: 斜向随机决策树和森林的统计优势

Eliza O'Reilly

Comments: 43 pages, 2 figures

Subjects: Statistics Theory (math.ST) ; Machine Learning (stat.ML)

[11] arXiv:2407.02754 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Is Cross-Validation the Gold Standard to Evaluate Model Performance? Show Chinese title

Title: 交叉验证是否是评估模型性能的黄金标准？

Garud Iyengar, Henry Lam, Tianyu Wang

Subjects: Statistics Theory (math.ST) ; Methodology (stat.ME)

[12] arXiv:2407.03909 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Wide stable neural networks: Sample regularity, functional convergence and Bayesian inverse problems Show Chinese title

Title: 宽稳定神经网络：样本正则性、函数收敛性和贝叶斯反问题

Tomás Soto

Comments: 25 pages, 2 figures

Subjects: Statistics Theory (math.ST) ; Probability (math.PR)

[13] arXiv:2407.04042 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: A simplified directional KeRF algorithm Show Chinese title

Title: 一种简化的定向KeRF算法

Iakovidis Isidoros, Nicola Arcozzi

Comments: 10 figures, 21 pages

Subjects: Statistics Theory (math.ST)

[14] arXiv:2407.04194 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Regularization Using Synthetic Data in High-Dimensional Models Show Chinese title

Title: 高维模型中使用合成数据的正则化

Weihao Li, Dongming Huang

Comments: 98 pages, 12 figures

Subjects: Statistics Theory (math.ST)

[15] arXiv:2407.04945 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: On Differentially Private U Statistics Show Chinese title

Title: 关于微分隐私的U统计量

Kamalika Chaudhuri, Po-Ling Loh, Shourya Pandey, Purnamrita Sarkar

Subjects: Statistics Theory (math.ST) ; Cryptography and Security (cs.CR) ; Machine Learning (cs.LG)

[16] arXiv:2407.05011 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Multifunction Estimation in a Time-Discretized Skorokhod Reflection Problem Show Chinese title

Title: 时间离散化的 Skorokhod 反射问题中的多功能估计

Nicolas Marie

Comments: 11 pages

Subjects: Statistics Theory (math.ST)

[17] arXiv:2407.05105 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Location and association measures for interval-valued data based on Mallows' distance Show Chinese title

Title: 基于Mallows距离的区间值数据的位置和关联度量

M. Rosário Oliveira, Diogo Pinheiro, Lina Oliveira

Subjects: Statistics Theory (math.ST)

[18] arXiv:2407.05110 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Distributional stability of sparse inverse covariance matrix estimators Show Chinese title

Title: 稀疏逆协方差矩阵估计器的分布稳定性

Renjie Chen, Huifu Xu, Henryk Zähle

Subjects: Statistics Theory (math.ST) ; Optimization and Control (math.OC) ; Applications (stat.AP)

[19] arXiv:2407.05281 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Tail Index Estimation for Discrete Heavy-Tailed Distributions Show Chinese title

Title: 离散重尾分布的尾指数估计

Patrice Bertail, Stephan Clémençon, Carlos Fernández

Subjects: Statistics Theory (math.ST)

[20] arXiv:2407.05284 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Regenerative bootstrap for $β$-null recurrent Markov chains Show Chinese title

Title: 再生-bootstrap 方法针对$β$-零复发马尔可夫链的应用

Carlos Fernández

Subjects: Statistics Theory (math.ST)

[21] arXiv:2407.05294 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Harris recurrent Markov chains and nonlinear monotone cointegrated models Show Chinese title

Title: Harris遍历马尔可夫链和非线性单调协整模型

Patrice Bertail, Cécile Durot, Carlos Fernández

Subjects: Statistics Theory (math.ST)

[22] arXiv:2407.05699 (cross-list from math.ST) [cn-pdf, pdf, other]

Title: Pareto processes for threshold exceedances in spatial extremes Show Chinese title

Title: 帕累托过程用于空间极值的阈值超逾

Clement Dombry (UFC, LMB), Juliette Legrand (UBO, LMBA), Thomas Opitz (BioSP)

Subjects: Statistics Theory (math.ST)

[23] arXiv:2407.05997 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: On the differentiability of $φ$-projections in the discrete finite case Show Chinese title

Title: 关于离散有限情形下$φ$- 投影的可微性

Gery Geenens, Ivan Kojadinovic, Tommaso Martini

Comments: 33 pages, 3 figures, 1 table

Subjects: Statistics Theory (math.ST)

[24] arXiv:2407.06532 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Efficient estimation of partially linear additive Cox models and variance estimation under shape restrictions Show Chinese title

Title: 部分线性可加Cox模型的高效估计以及形状限制下的方差估计

Junjun Lang, Yukun Liu, Jing Qin

Subjects: Statistics Theory (math.ST)

[25] arXiv:2407.07036 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Generalized Estimation and Information Show Chinese title

Title: 广义估计与信息

Paul Vos, Qiang Wu

Comments: 24 pages, 5 figures

Subjects: Statistics Theory (math.ST)

[26] arXiv:2407.07282 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Asymptotic locations of bounded and unbounded eigenvalues of sample correlation matrices of certain factor models -- application to a components retention rule Show Chinese title

Title: 某些因子模型样本相关矩阵的有界和无界特征值的渐近位置——应用于组件保留规则

Yohji Akama, Peng Tian

Subjects: Statistics Theory (math.ST)

[27] arXiv:2407.07297 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Geometric quantile-based measures of multivariate distributional characteristics Show Chinese title

Title: 基于几何分位数的多变量分布特征度量

Ha-Young Shin, Hee-Seok Oh

Subjects: Statistics Theory (math.ST) ; Methodology (stat.ME)

[28] arXiv:2407.07369 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Viscosity estimation for 2D pipe flows I. Construction, consistency, asymptotic normality Show Chinese title

Title: 二维管道流动的粘度估计 I. 构造，一致性，渐近正态性

Thi Hien Nguyen, Armen Shirikyan

Subjects: Statistics Theory (math.ST) ; Analysis of PDEs (math.AP) ; Probability (math.PR)

[29] arXiv:2407.07559 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Granulometric Smoothing on Manifolds Show Chinese title

Title: 流形上的颗粒度平滑

Diego Bolón, Rosa M. Crujeiras, Alberto Rodríguez-Casal

Comments: 63 pages (a main paper of 26 pages and several appendices)

Subjects: Statistics Theory (math.ST)

[30] arXiv:2407.07996 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Gradual changes in functional time series Show Chinese title

Title: 功能时间序列的渐变变化

Patrick Bastian, Holger Dette

Subjects: Statistics Theory (math.ST) ; Methodology (stat.ME)

[31] arXiv:2407.08468 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Matching-Based Policy Learning Show Chinese title

Title: 基于匹配的策略学习

Xuqiao Li, Ying Yan

Subjects: Statistics Theory (math.ST)

[32] arXiv:2407.08485 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Logistic lasso regression with nearest neighbors for gradient-based dimension reduction Show Chinese title

Title: 逻辑逻辑回归与最近邻用于基于梯度的维度约简

Touqeer Ahmad, François Portier, Gilles Stupfler

Comments: 22 pages of the main document and 20 pages of supplement, 5 figures of the main document and 9 figures of the supplement, and 1 table

Subjects: Statistics Theory (math.ST) ; Methodology (stat.ME)

[33] arXiv:2407.08494 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Multivariate root-n-consistent smoothing parameter free matching estimators and estimators of inverse density weighted expectations Show Chinese title

Title: 多元基于根n一致的平滑参数自由匹配估计量和逆密度加权期望的估计量

Hajo Holzmann, Alexander Meister

Subjects: Statistics Theory (math.ST) ; Machine Learning (stat.ML)

[34] arXiv:2407.08915 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: The saddlepoint approximation for averages of conditionally independent random variables Show Chinese title

Title: 条件独立随机变量平均值的鞍点逼近

Ziang Niu, Jyotishka Ray Choudhury, Eugene Katsevich

Subjects: Statistics Theory (math.ST) ; Probability (math.PR)

[35] arXiv:2407.09040 (cross-list from math.ST) [cn-pdf, pdf, other]

Title: Error Bounds for a Kernel-Based Constrained Optimal Smoothing Approximation Show Chinese title

Title: 基于核的约束最优平滑逼近的误差界

Laurence Grammont (UJM, CNRS, ECL, INSA Lyon, UCBL, ICJ), François Bachoc (IMT, RT-UQ), Andrés F. López-Lopera (UPHF, CERAMATHS)

Subjects: Statistics Theory (math.ST)

[36] arXiv:2407.09130 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: On goodness-of-fit testing for self-exciting point processes Show Chinese title

Title: 关于自激发点过程的拟合优度检验

José C. F. Kling, Mathias Vetter

Subjects: Statistics Theory (math.ST) ; Methodology (stat.ME)

[37] arXiv:2407.09286 (cross-list from math.ST) [cn-pdf, pdf, other]

Title: Adaptive Bayesian Regression on Data with Low Intrinsic Dimensionality Show Chinese title

Title: 具有低固有维度数据的自适应贝叶斯回归

Tao Tang, Nan Wu, Xiuyuan Cheng, David Dunson

Subjects: Statistics Theory (math.ST)

[38] arXiv:2407.09582 (cross-list from math.ST) [cn-pdf, pdf, other]

Title: Projective Wishart Distributions Show Chinese title

Title: 投影Wishart分布

Emmanuel Chevallier (AMU, FRESNEL)

Journal-ref: Geometric Science of Information. GSI 2023, Nielsen, F., Barbaresco, F., Aug 2023, Saint-Malo (FR), France. pp.444-451

Subjects: Statistics Theory (math.ST) ; Probability (math.PR)

[39] arXiv:2407.09640 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Bayesian inference of covariate-parameter relationships for population modelling Show Chinese title

Title: 群体建模中药物参数与协变量关系的贝叶斯推断

Han Cheng Lie

Comments: 25 pages

Subjects: Statistics Theory (math.ST) ; Classical Analysis and ODEs (math.CA)

[40] arXiv:2407.09664 (cross-list from math.ST) [cn-pdf, pdf, other]

Title: An Introduction to Permutation Processes (version 0.5) Show Chinese title

Title: 排列过程简介（版本 0.5）

Fang Han

Comments: Version 0.5; 193 pages

Subjects: Statistics Theory (math.ST) ; Econometrics (econ.EM)

[41] arXiv:2407.09678 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Q statistics in data depth: fundamental theory revisited and variants Show Chinese title

Title: 数据深度的Q统计量：基础理论重温与变体

Min Gao, Yiting Chen, Xiaoping Shi, Wenzhi Yang

Subjects: Statistics Theory (math.ST)

[42] arXiv:2407.09703 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes Show Chinese title

Title: 分数多尺度Ornstein-Uhlenbeck过程的粗糙均匀化极限的统计推断

Pablo Ramses Alonso-Martin, Horatio Boedihardjo, Anastasia Papavasiliou

Comments: 17 pages, 1 figures

Journal-ref: Electronic Communications in Probability, 30, 1-13, (2025)

Subjects: Statistics Theory (math.ST)

[43] arXiv:2407.09964 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: TrIM: Transformed Iterative Mondrian Forests for Gradient-based Dimension Reduction and High-Dimensional Regression Show Chinese title

Title: TrIM：基于梯度的维度约简和高维回归的变换迭代蒙特利尔森林

Ricardo Baptista, Eliza O'Reilly, Yangxinyu Xie

Comments: 39 pages, 10 figures

Subjects: Statistics Theory (math.ST) ; Machine Learning (stat.ML)

[44] arXiv:2407.10214 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Maximum mean discrepancies of Farey sequences Show Chinese title

Title: 法雷序列的最大均值差异

Toni Karvonen, Anatoly Zhigljavsky

Comments: To appear in Acta Mathematica Hungarica

Subjects: Statistics Theory (math.ST) ; Number Theory (math.NT) ; Machine Learning (stat.ML)

[45] arXiv:2407.10260 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Theory and inference for multivariate autoregressive binary models with an application to absence-presence data in ecology Show Chinese title

Title: 多变量自回归二元模型的理论与推断及其在生态学中缺失-存在数据的应用

Guillaume Franchi, Lionel Truquet

Subjects: Statistics Theory (math.ST)

[46] arXiv:2407.10659 (cross-list from math.ST) [cn-pdf, pdf, other]

Title: A nonparametric test for rough volatility Show Chinese title

Title: 非参数检验粗糙波动率

Carsten H. Chong, Viktor Todorov

Subjects: Statistics Theory (math.ST) ; Econometrics (econ.EM) ; Mathematical Finance (q-fin.MF) ; Risk Management (q-fin.RM) ; Statistical Finance (q-fin.ST)

[47] arXiv:2407.10673 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Adaptation to inhomogeneous smoothness for densities with irregularities Show Chinese title

Title: 不规则密度的非均匀平滑性适应

Céline Duval, Émeline Schmisser

Comments: 24 pages, 6 figures

Subjects: Statistics Theory (math.ST)

[48] arXiv:2407.10763 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: Sampling from the Random Linear Model via Stochastic Localization Up to the AMP Threshold Show Chinese title

Title: 通过随机线性模型的随机定位在AMP阈值以内采样

Han Cui, Zhiyuan Yu, Jingbo Liu

Subjects: Statistics Theory (math.ST)

[49] arXiv:2407.11076 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: A concise proof of Benford's law Show Chinese title

Title: 本福特定律的简明证明

Luohan Wang, Bo-Qiang Ma

Comments: 5 latex pages, 1 figure, final version for publication with published pages in journal revised

Journal-ref: Fundamental Research 4 (2024) 841-844

Subjects: Statistics Theory (math.ST) ; Probability (math.PR) ; Other Statistics (stat.OT)

[50] arXiv:2407.11264 (cross-list from math.ST) [cn-pdf, pdf, html, other]

Title: On the convergence of entropy for K-th extreme Show Chinese title

Title: 关于K-极值熵的收敛性

Ali Saeb

Subjects: Statistics Theory (math.ST)