Zobrazeno 1 - 10
of 206
pro vyhledávání: '"Lahiri, Soumendra"'
Higher-order spectra (or polyspectra), defined as the Fourier Transform of a stationary process' autocumulants, are useful in the analysis of nonlinear and non Gaussian processes. Polyspectral means are weighted averages over Fourier frequencies of t
Externí odkaz:
http://arxiv.org/abs/2410.15187
This paper develops a new dimension-free Azuma-Hoeffding type bound on summation norm of a martingale difference sequence with random individual bounds. With this novel result, we provide high-probability bounds for the gradient norm estimator in the
Externí odkaz:
http://arxiv.org/abs/2401.15890
In this paper, we investigate the theoretical properties of stochastic gradient descent (SGD) for statistical inference in the context of nonconvex optimization problems, which have been relatively unexplored compared to convex settings. Our study is
Externí odkaz:
http://arxiv.org/abs/2306.02205
Autor:
Rai, Sweta, Hoffman, Alexis, Lahiri, Soumendra, Nychka, Douglas W., Sain, Stephan R., Bandyopadhyay, Soutir
Publikováno v:
environmeterics, April 2023
The heavy-tailed behavior of the generalized extreme-value distribution makes it a popular choice for modeling extreme events such as floods, droughts, heatwaves, wildfires, etc. However, estimating the distribution's parameters using conventional ma
Externí odkaz:
http://arxiv.org/abs/2305.04341
Block-based resampling estimators have been intensively investigated for weakly dependent time processes, which has helped to inform implementation (e.g., best block sizes). However, little is known about resampling performance and block sizes under
Externí odkaz:
http://arxiv.org/abs/2208.01713
The major problem of fitting a higher order Markov model is the exponentially growing number of parameters. The most popular approach is to use a Variable Length Markov Chain (VLMC), which determines relevant contexts (recent pasts) of variable order
Externí odkaz:
http://arxiv.org/abs/2202.05485
We propose a new method named the Conditional Randomization Rank Test (CRRT) for testing conditional independence of a response variable Y and a covariate variable X, conditional on the rest of the covariates Z. The new method generalizes the Conditi
Externí odkaz:
http://arxiv.org/abs/2112.00258
Autor:
Das, Debraj, Lahiri, Soumendra
In this article, we try to give an answer to the simple question: ``\textit{What is the critical growth rate of the dimension $p$ as a function of the sample size $n$ for which the Central Limit Theorem holds uniformly over the collection of $p$-dime
Externí odkaz:
http://arxiv.org/abs/2008.04389
We propose a valid and consistent test for the hypothesis that two latent distance random graphs on the same vertex set have the same generating latent positions, up to some unidentifiable similarity transformations. Our test statistic is based on fi
Externí odkaz:
http://arxiv.org/abs/2008.01038
We live in an interconnected world where network valued data arises in many domains, and, fittingly, statistical network analysis has emerged as an active area in the literature. However, the topic of inference in networks has received relatively les
Externí odkaz:
http://arxiv.org/abs/1911.06869