Zobrazeno 1 - 10
of 150
pro vyhledávání: '"Steinsaltz, David"'
While powerful methods have been developed for high-dimensional hypothesis testing assuming orthogonal parameters, current approaches struggle to generalize to the more common non-orthogonal case. We propose Stable Distillation (SD), a simple paradig
Externí odkaz:
http://arxiv.org/abs/2212.12539
Publikováno v:
In Theoretical Population Biology August 2024 158:195-205
We consider frequently used scoring rules for right-censored survival regression models such as time-dependent concordance, survival-CRPS, integrated Brier score and integrated binomial log-likelihood, and prove that neither of them is a proper scori
Externí odkaz:
http://arxiv.org/abs/2103.14755
The Hilbert--Schmidt Independence Criterion (HSIC) is a popular measure of the dependency between two random variables. The statistic dHSIC is an extension of HSIC that can be used to test joint independence of $d$ random variables. Such hypothesis t
Externí odkaz:
http://arxiv.org/abs/2005.06573
Autor:
Wang, Fan, Steinsaltz, David
In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We construct Markovian transfer operators and prove the spectral property wh
Externí odkaz:
http://arxiv.org/abs/2001.06865
For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms of traces
Externí odkaz:
http://arxiv.org/abs/1911.05720
Publikováno v:
The Annals of Applied Probability, 2021, Vol. 31, No. 2, 703-735
We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution as their in
Externí odkaz:
http://arxiv.org/abs/1910.05037
We propose a nonparametric test of independence, termed optHSIC, between a covariate and a right-censored lifetime. Because the presence of censoring creates a challenge in applying the standard permutation-based testing approaches, we use optimal tr
Externí odkaz:
http://arxiv.org/abs/1906.03866
Autor:
Wang, Fan, Steinsaltz, David
We consider the problem of estimating the top Lyapunov exponents for Markovian products of positive matrices. We define a new transfer operator as a matrix of classical transfer operators and prove its spectral properties. With the spectral propertie
Externí odkaz:
http://arxiv.org/abs/1904.05560
Autor:
Wang, Andi Q., Steinsaltz, David
For a continuous-time Markov process, we characterize the law of the first jump location when started from an arbitrary initial distribution, in terms of the invariant distribution of an auxiliary Markov process. This could be of interest in the burg
Externí odkaz:
http://arxiv.org/abs/1901.07321