3 papers
stat.ME2026
Bandable Cumulant Tensors: Optimal Estimation and Applications in Non-Gaussian Data Modeling
Runshi Tang, Anru R. Zhang, Yuefeng Han +1
Higher-order cumulants capture the non-Gaussian dependence that covariance misses, but they are hard to use in high dimensions. An order- cumulant tensor has entries, and…
stat.ML2025
Online simultaneous inference for quantiles via smoothed stochastic gradient descent
Likai Chen, Georg Keilbar, Wei Biao Wu
This paper considers the estimation of quantiles via a smoothed version of the stochastic gradient descent (SGD) algorithm. By smoothing the score function with a bandwidth tied to…
stat.ME2021
Testing and estimation of clustered signals
Hongyuan Cao, Wei Biao Wu
We propose a change-point detection method for large scale multiple testing problems with data having clustered signals. Unlike the classic change-point setup, the signals can vary…