Cover Image

Finite sample expansions and risk bounds in high-dimensional SLS models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Spokoiny, Vladimir
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory 62F10, 62E17 (Primary) 62J12 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Semiparametric plug-in estimation, sup-norm risk bounds, marginal optimization, and inference in BTL model
by: Spokoiny, Vladimir
Published: (2025)

Estimation and inference in error-in-operator model
by: Spokoiny, Vladimir
Published: (2025)

On the class of exponential statistical structures of type B
by: Volkov, Oleksandr, et al.
Published: (2025)

Concentration of a high dimensional sub-gaussian vector
by: Spokoiny, Vladimir
Published: (2023)

Sparse maximum likelihood estimation for regression models
by: Tsao, Min
Published: (2024)

Sparse factor models of high dimension
by: Poignard, Benjamin, et al.
Published: (2023)

Subspace decompositions for association structure learning in multivariate categorical response regression
by: Zhao, Hongru, et al.
Published: (2024)

Dimension-free uniform concentration bound for logistic regression
by: Nakakita, Shogo
Published: (2024)

Stratified Permutational Berry--Esseen Bounds and Their Applications to Statistics
by: Tian, Pengfei, et al.
Published: (2025)

Asymptotic Distribution of Low-Dimensional Patterns Induced by Non-Differentiable Regularizers under General Loss Functions
by: Hejný, Ivan, et al.
Published: (2025)

Jeffreys-prior penalty for high-dimensional logistic regression: A conjecture about aggregate bias
by: Kosmidis, Ioannis, et al.
Published: (2023)

Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables
by: Yang, Yihe, et al.
Published: (2023)

Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
by: Bücher, Axel, et al.
Published: (2025)

Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
by: Derumigny, Alexis, et al.
Published: (2021)

A stochastic method to estimate a zero-inflated two-part mixed model for human microbiome data
by: Barrera, John, et al.
Published: (2025)

Efficient Inference on High-Dimensional Linear Models with Missing Outcomes
by: Zhang, Yikun, et al.
Published: (2023)

Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions
by: Levine, Michael, et al.
Published: (2023)

A two-way heterogeneity model for dynamic networks
by: Jiang, Binyan, et al.
Published: (2023)

Conditional validity and a fast approximation formula of full conformal prediction sets
by: Amann, Nicolai
Published: (2025)

Estimation and inference for Deep Neuronal Networks
by: Spokoiny, Vladimir
Published: (2023)

Non-asymptotic oracle inequalities for the Lasso in high-dimensional mixture of experts
by: Nguyen, TrungTin, et al.
Published: (2020)

Bayesian Joint Modeling of Interrater and Intrarater Reliability with Multilevel Data
by: Hawila, Nour, et al.
Published: (2024)

Bernstein-von Mises Theorem for Sparse Generalized Linear Model
by: Li, Hanqing, et al.
Published: (2026)

Tuning free Catoni type joint robust estimation
by: Li, Xiang, et al.
Published: (2025)

Density estimation from batched broken random samples
by: Bi, Hancheng, et al.
Published: (2026)

The Bernstein-von Mises theorem for Bayesian one-pass online learning
by: Lee, Jeyong, et al.
Published: (2026)

Online Bernstein-von Mises theorem
by: Lee, Jeyong, et al.
Published: (2025)

Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
by: Kim, Seongmin, et al.
Published: (2025)

A Bayesian approach to functional regression: theory and computation
by: Berrendero, José R., et al.
Published: (2023)

Assessment of the quality of a prediction
by: Sewell, Roger
Published: (2024)

Two-Step Mixed-Type Multivariate Bayesian Sparse Variable Selection with Shrinkage Priors
by: Wang, Shao-Hsuan, et al.
Published: (2022)

Inference in pseudo-observation-based regression using (biased) covariance estimation and naive bootstrapping
by: Mack, Simon, et al.
Published: (2025)

Normal integral representation for the joint survival function of the cumulative sums of the components of multinomial random vectors
by: Ouimet, Frédéric
Published: (2024)

Consistent Bayesian causal discovery for structural equation models with equal error variances
by: Chaudhuri, Anamitra, et al.
Published: (2025)

The Local to Unity Dynamic Tobit Model
by: Bykhovskaya, Anna, et al.
Published: (2022)

Confidence intervals for causal effects in sequential decision making
by: Vovk, Vladimir, et al.
Published: (2026)

Subsample-Based Estimation under Dynamic Contamination
by: Yang, Yukai, et al.
Published: (2026)

Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025)

Local asymptotics of selection models with applications in Bayesian selective inference
by: Rasines, Daniel G., et al.
Published: (2023)

Merging sequential e-values via martingales
by: Vovk, Vladimir, et al.
Published: (2020)