4 papers
Debiasing the Lasso under Weaker Tail Assumptions
Leonardo Voltarelli, Roberto Imbuzeiro Oliveira
We consider the problem of high-dimensional inference with the lasso estimator. Different methods including 'double selection' techniques and multiple versions of the 'debiased las…
Nonparametric inference on Fokker-Plank and McKean-Vlasov models
Adriana Laurindo Monteiro, Roberto Imbuzeiro Oliveira
We propose a kernel-based estimator of the velocity field governing the transport and diffusion of -dimensional interacting particles. Assuming the initial positions are i.i.d.…
Large deviations for marked sparse random graphs with applications to interacting diffusions
Rangel Baldasso, Roberto I Oliveira, Alan Pereira +1
We consider the empirical neighborhood distribution of marked sparse ErdÅs-Rényi random graphs, obtained by decorating edges and vertices of a sparse ErdÅs-Rényi random graph w…
Trimmed sample means for robust uniform mean estimation and regression
Roberto I. Oliveira, Lucas Resende
It is well-known that trimmed sample means are robust against heavy tails and data contamination. This paper analyzes the performance of trimmed means and related methods in two no…