Showing 121–140 of 157 results
/ Date/ Name
Aug 31, 2017Two-sample instrumental variable analyses using heterogeneous samplesMay 29, 2017An effective likelihood-free approximate computing method with statistical inferential guaranteesApr 19, 2017Model Order Selection Rules For Covariance Structure ClassificationDec 12, 2016Poincaré inequalities on intervals -- application to sensitivity analysisNov 30, 2016PCA from noisy, linearly reduced data: the diagonal caseNov 17, 2016Stochastic Gradient Descent in Continuous TimeSep 21, 2016Testing Endogeneity with High Dimensional CovariatesMay 12, 2016A Nonparametric Likelihood Approach for Inference in Instrumental Variable ModelsMar 28, 2016A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix RecoveryFeb 22, 2016Sharp detection in PCA under correlations: all eigenvalues matterSep 14, 2015Markov Boundary Discovery with Ridge Regularized Linear ModelsAug 9, 2015Change point detection in Network models: Preferential attachment and long range dependenceJun 5, 2015High-dimensional Ordinary Least-squares Projection for Screening VariablesMar 28, 2015Laplace Approximation in High-dimensional Bayesian RegressionFeb 24, 2015On the consistency theory of high dimensional variable screeningFeb 16, 2015Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional Spiked Covariance ModelMay 22, 2013Regularity Properties for Sparse RegressionMar 11, 2013Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte CarloFeb 21, 2013q-ary Compressive SensingSep 4, 2012On Set Size Distribution Estimation and the Characterization of Large Networks via Sampling