output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 citations

Showing 2017Show all

38 papers · 1 filter

math.CO2017★ 1 cited

Maximizing the density of 's in graphs of bounded degree and clique number

R. Kirsch, A. J. Radcliffe

Zykov showed in 1949 that among graphs on vertices with clique number , the Turán graph maximizes not only the number of edges but also the number of copie…

stat.ME2017★ 2 cited

Joint Maximum Likelihood Estimation for High-dimensional Exploratory Item Response Analysis

Yunxiao Chen, Xiaoou Li, Siliang Zhang

Joint maximum likelihood (JML) estimation is one of the earliest approaches to fitting item response theory (IRT) models. This procedure treats both the item and person parameters…

cs.GT2017

A Short Solution to the Many-Player Silent Duel with Arbitrary Consolation Prize

Steve Alpern, J. V. Howard

The classical constant-sum 'silent duel' game had two antagonistic marksmen walking towards each other. A more friendly formulation has two equally skilled marksmen approaching tar…

math.CO2017★ 20 cited

Packing degenerate graphs

Peter Allen, Julia Böttcher, Jan Hladký +1

Given and , whenever is sufficiently small and sufficiently large, if is a family of -degenerate graphs of individual orders at most , maximu…

q-fin.RM2017★ 162 cited

Network models of financial systemic risk: A review

Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi

The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visi…

math.CO2017★ 1 cited

-Foldability of Words

Beth Bjorkman, Garner Cochran, Wei Gao +6

We extend results regarding a combinatorial model introduced by Black, Drellich, and Tymoczko (2017+) which generalizes the folding of the RNA molecule in biology. Consider a word…

math.CO2017★ 2 cited

Finding tight Hamilton cycles in random hypergraphs faster

Peter Allen, Christoph Koch, Olaf Parczyk +1

In an -uniform hypergraph on vertices a tight Hamilton cycle consists of edges such that there exists a cyclic ordering of the vertices where the edges correspond to con…

cs.DS2017★ 1 cited

Skyline Computation with Noisy Comparisons

Benoît Groz, Frederik Mallmann-Trenn, Claire Mathieu +1

Given a set of points in a -dimensional space, we seek to compute the skyline, i.e., those points that are not strictly dominated by any other point, using few comparisons b…

stat.ME2017★ 4 cited

Optimal Stopping and Worker Selection in Crowdsourcing: an Adaptive Sequential Probability Ratio Test Framework

Xiaoou Li, Yunxiao Chen, Xi Chen +2

In this paper, we aim at solving a class of multiple testing problems under the Bayesian sequential decision framework. Our motivating application comes from binary labeling tasks…

cs.CE2017★ 31 cited

Dynamic correlations at different time-scales with Empirical Mode Decomposition

Noemi Nava, T. Di Matteo, Tomaso Aste

The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposi…

math.CO2017★ 3 cited

Bounding the size of an almost-equidistant set in Euclidean space

Andrey Kupavskii, Nabil H. Mustafa, Konrad J. Swanepoel

A set of points in d-dimensional Euclidean space is almost equidistant if among any three points of the set, some two are at distance 1. We show that an almost-equidistant set in $…

math.CO2017★ 1 cited

A note on diameter-Ramsey sets

Jan Corsten, Nóra Frankl

A finite set is called if for every , there exists some and a finite set $B \subset \mathbb{R…

math.ST2017★ 12 cited

On sparsity, power-law and clustering properties of graphex processes

François Caron, Francesca Panero, Judith Rousseau

This paper investigates properties of the class of graphs based on exchangeable point processes. We provide asymptotic expressions for the number of edges, number of nodes and degr…

math.CO2017★ 5 cited

Supersaturation of Even Linear Cycles in Linear Hypergraphs

Tao Jiang, Liana Yepremyan

A classic result of Erdős and, independently, of Bondy and Simonovits says that the maximum number of edges in an -vertex graph not containing , the cycle of length …

q-fin.MF2017

Effective risk aversion in thin risk-sharing markets

Michail Anthropelos, Constantinos Kardaras, Georgios Vichos

We consider thin incomplete financial markets, where traders with heterogeneous preferences and risk exposures have motive to behave strategically regarding the demand schedules th…

math.CO2017★ 3 cited

Balanced supersaturation for some degenerate hypergraphs

Jan Corsten, Tuan Tran

A classical theorem of Simonovits from the 1980s asserts that every graph satisfying must contain copies…

math.ST2017★ 1 cited

Homogeneity Pursuit in Single Index Models based Panel Data Analysis

Heng Lian, Xinghao Qiao, Wenyang Zhang

Panel data analysis is an important topic in statistics and econometrics. Traditionally, in panel data analysis, all individuals are assumed to share the same unknown parameters, e…

math.CO2017★ 10 cited

The number of hypergraphs without linear cycles

József Balogh, Bhargav Narayanan, Jozef Skokan

The -uniform linear -cycle is the -uniform hypergraph on vertices whose edges are sets of consecutive vertices in a cyclic ordering of the vertex set…

q-fin.CP2017★ 29 cited

Hilbert transform, spectral filters and option pricing

Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai +1

We show how spectral filters can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansion, and thus ultimately on the f…

math.CO2017★ 6 cited

Completing graphs to metric spaces

Andrés Aranda, David Bradley-Williams, Eng Keat Hng +5

We prove that certain classes of metrically homogeneous graphs omitting triangles of odd short perimeter as well as triangles of long perimeter have the extension property for part…

math.ST2017

Parameter Estimation for Thurstone Choice Models

Milan Vojnovic, Se-Young Yun

We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or…

cs.DS2017

Communication complexity of approximate maximum matching in the message-passing model

Zengfeng Huang, Bozidar Radunovic, Milan Vojnovic +1

We consider the communication complexity of finding an approximate maximum matching in a graph in a multi-party message-passing communication model. The maximum matching problem is…

math.CO2017★ 47 cited

Improper Colourings inspired by Hadwiger's Conjecture

Jan van den Heuvel, David R. Wood

Hadwiger's Conjecture asserts that every -minor-free graph has a proper -colouring. We relax the conclusion in Hadwiger's Conjecture via improper colourings. We prove t…

math.ST2017

Optimal experimental design that minimizes the width of simultaneous confidence bands

Satoshi Kuriki, Henry P. Wynn

We propose an optimal experimental design for a curvilinear regression model that minimizes the band-width of simultaneous confidence bands. Simultaneous confidence bands for curvi…