Cover Image

Universal Inference Meets Random Projections: A Scalable Test for Log-concavity

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Dunn, Robin, Gangrade, Aditya, Wasserman, Larry, Ramdas, Aaditya
Format:	Preprint
Published:	2021
Subjects:	Methodology Machine Learning Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Adaptive Off-Policy Inference for M-Estimators Under Model Misspecification
by: Leiner, James, et al.
Published: (2025)

A Permutation-free Kernel Two-Sample Test
by: Shekhar, Shubhanshu, et al.
Published: (2022)

Time-Uniform Confidence Spheres for Means of Random Vectors
by: Chugg, Ben, et al.
Published: (2023)

Theoretical guarantees for change localization using conformal p-values
by: Bhattacharyya, Swapnaneel, et al.
Published: (2025)

Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance
by: Wang, Hongjian, et al.
Published: (2023)

Locally minimax optimal confidence sets for the best model
by: Kim, Ilmun, et al.
Published: (2025)

Dimension-agnostic inference using cross U-statistics
by: Kim, Ilmun, et al.
Published: (2020)

Sequential Kernelized Independence Testing
by: Podkopaev, Aleksandr, et al.
Published: (2022)

The extended Ville's inequality for nonintegrable nonnegative supermartingales
by: Wang, Hongjian, et al.
Published: (2023)

Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters
by: Dalal, Abhinandan, et al.
Published: (2024)

Combining Evidence Across Filtrations
by: Choe, Yo Joong, et al.
Published: (2024)

A Martingale Kernel Two-Sample Test
by: Chatterjee, Anirban, et al.
Published: (2025)

Conditional independence testing with a single realization of a multivariate nonstationary nonlinear time series
by: Wieck-Sosa, Michael, et al.
Published: (2025)

Statistical Inference for Optimal Transport Maps: Recent Advances and Perspectives
by: Balakrishnan, Sivaraman, et al.
Published: (2025)

Anytime-valid off-policy inference for contextual bandits
by: Waudby-Smith, Ian, et al.
Published: (2022)

Nonparametric Two-Sample Testing by Betting
by: Shekhar, Shubhanshu, et al.
Published: (2021)

Time-uniform central limit theory and asymptotic confidence sequences
by: Waudby-Smith, Ian, et al.
Published: (2021)

The Fundamental Limits of Structure-Agnostic Functional Estimation
by: Balakrishnan, Sivaraman, et al.
Published: (2023)

Statistical Properties of Rectified Flow
by: Mena, Gonzalo, et al.
Published: (2025)

Disentangled Feature Importance
by: Du, Jin-Hong, et al.
Published: (2025)

Nonparametric extensions of randomized response for private confidence sets
by: Waudby-Smith, Ian, et al.
Published: (2022)

Testing Random Effects for Binomial Data
by: Kania, Lucas, et al.
Published: (2025)

Semi-Supervised U-statistics
by: Kim, Ilmun, et al.
Published: (2024)

Double Cross-fit Doubly Robust Estimators: Beyond Series Regression
by: McClean, Alec, et al.
Published: (2024)

Graph fission and cross-validation
by: Leiner, James, et al.
Published: (2024)

Hypothesis testing with e-values
by: Ramdas, Aaditya, et al.
Published: (2024)

M-estimation with e-statistics
by: Wang, Hongjian, et al.
Published: (2026)

Tighter Confidence Intervals under Without Replacement Sampling via Empirical Rate Functions
by: Shekhar, Shubhanshu, et al.
Published: (2026)

On Stopping Times of Power-one Sequential Tests: Tight Lower and Upper Bounds
by: Agrawal, Shubhada, et al.
Published: (2025)

Closed-form empirical Bernstein confidence sequences for scalars and matrices
by: Chugg, Ben, et al.
Published: (2025)

E-values as statistical evidence: A comparison to Bayes factors, likelihoods, and p-values
by: Chugg, Ben, et al.
Published: (2026)

Spectral gap of Metropolis-within-Gibbs under log-concavity
by: Secchi, Cecilia, et al.
Published: (2025)

Scalable Kernel-Based Distances for Statistical Inference and Integration
by: Naslidnyk, Masha
Published: (2026)

A Scalable Nystrom-Based Kernel Two-Sample Test with Permutations
by: Chatalic, Antoine, et al.
Published: (2025)

Anytime-valid FDR control with the stopped e-BH procedure
by: Wang, Hongjian, et al.
Published: (2025)

Bringing closure to FDR control: beating the e-Benjamini-Hochberg procedure
by: Xu, Ziyu, et al.
Published: (2025)

Tiny but uniform improvements of adaptive BH procedures via compound e-values
by: Ignatiadis, Nikolaos, et al.
Published: (2026)

Improving online FDR procedures via online analogs of e-closure and compound e-values
by: Xu, Ziyu, et al.
Published: (2026)

Post-selection inference for e-value based confidence intervals
by: Xu, Ziyu, et al.
Published: (2022)

The numeraire e-variable and reverse information projection
by: Larsson, Martin, et al.
Published: (2024)