Theoretical guarantees for approximate sampling from smooth and log-concave densities
AS Dalalyan - Journal of the Royal Statistical Society Series B …, 2017 - academic.oup.com
Sampling from various kinds of distribution is an issue of paramount importance in statistics
since it is often the key ingredient for constructing estimators, test procedures or confidence …
since it is often the key ingredient for constructing estimators, test procedures or confidence …
ℓ1-penalized quantile regression in high-dimensional sparse models
A Belloni, V Chernozhukov - 2011 - projecteuclid.org
l1-penalized quantile regression in high-dimensional sparse models Page 1 The Annals of
Statistics 2011, Vol. 39, No. 1, 82–130 DOI: 10.1214/10-AOS827 © Institute of Mathematical …
Statistics 2011, Vol. 39, No. 1, 82–130 DOI: 10.1214/10-AOS827 © Institute of Mathematical …
[图书][B] Bayesian non-linear statistical inverse problems
R Nickl - 2023 - statslab.cam.ac.uk
Mathematics in Zurich has a long and distinguished tradition, in which the writing of lecture
notes volumes and research monographs plays a prominent part. The Zurich Lectures in …
notes volumes and research monographs plays a prominent part. The Zurich Lectures in …
On the computational complexity of high-dimensional Bayesian variable selection
On the computational complexity of high-dimensional Bayesian variable selection Page 1 The
Annals of Statistics 2016, Vol. 44, No. 6, 2497–2532 DOI: 10.1214/15-AOS1417 © Institute of …
Annals of Statistics 2016, Vol. 44, No. 6, 2497–2532 DOI: 10.1214/15-AOS1417 © Institute of …
Modeling and forecasting macroeconomic downside risk
D Delle Monache, A De Polis… - Journal of Business & …, 2024 - Taylor & Francis
We model permanent and transitory changes of the predictive density of US GDP growth. A
substantial increase in downside risk to US economic growth emerges over the last 30 …
substantial increase in downside risk to US economic growth emerges over the last 30 …
Applications of alignment-free methods in epigenomics
Epigenetic mechanisms play an important role in the regulation of cell type-specific gene
activities, yet how epigenetic patterns are established and maintained remains poorly …
activities, yet how epigenetic patterns are established and maintained remains poorly …
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
We derive the first explicit bounds for the spectral gap of a random walk Metropolis algorithm
on R d for any value of the proposal variance, which when scaled appropriately recovers the …
on R d for any value of the proposal variance, which when scaled appropriately recovers the …
Monte Carlo with determinantal point processes
R Bardenet, A Hardy - 2020 - projecteuclid.org
We show that repulsive random variables can yield Monte Carlo methods with faster
convergence rates than the typical N^-1/2, where N is the number of integrand evaluations …
convergence rates than the typical N^-1/2, where N is the number of integrand evaluations …
MCMC for imbalanced categorical data
Many modern applications collect highly imbalanced categorical data, with some categories
relatively rare. Bayesian hierarchical models combat data sparsity by borrowing information …
relatively rare. Bayesian hierarchical models combat data sparsity by borrowing information …
On polynomial-time computation of high-dimensional posterior measures by Langevin-type algorithms
The problem of generating random samples of high-dimensional posterior distributions is
considered. The main results consist of non-asymptotic computational guarantees for …
considered. The main results consist of non-asymptotic computational guarantees for …