308 citations
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15 papers · 1 filter
Linear Operator Approximate Message Passing (OpAMP)
Riccardo Rossetti, Bobak Nazer, Galen Reeves
This paper introduces a framework for approximate message passing (AMP) in dynamic settings where the data at each iteration is passed through a linear operator. This framework is…
Statistically and Computationally Efficient Variance Estimator for Kernel Ridge Regression
Meimei Liu, Jean Honorio, Guang Cheng
In this paper, we propose a random projection approach to estimate variance in kernel ridge regression. Our approach leads to a consistent estimator of the true variance, while bei…
Early Stopping for Nonparametric Testing
Meimei Liu, Guang Cheng
Early stopping of iterative algorithms is an algorithmic regularization method to avoid over-fitting in estimation and classification. In this paper, we show that early stopping ca…
On Prediction Properties of Kriging: Uniform Error Bounds and Robustness
Wenjia Wang, Rui Tuo, C. F. Jeff Wu
Kriging based on Gaussian random fields is widely used in reconstructing unknown functions. The kriging method has pointwise predictive distributions which are computationally simp…
Comparison of Bayesian and Frequentist Multiplicity Correction For Testing Mutually Exclusive Hypotheses Under Data Dependence
Sean Chang, James O. Berger
The problem of testing mutually exclusive hypotheses with dependent test statistics is considered. Bayesian and frequentist approaches to multiplicity control are studied and compa…
Discrete time approximation of a COGARCH(p,q) model and its estimation
Stefano M. Iacus, Lorenzo Mercuri, Edit Rroji
In this paper, we construct a sequence of discrete time stochastic processes that converges in probability and in the Skorokhod metric to a COGARCH(p,q) model. The result is useful…