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Maximum likelihood for high-noise group orbit estimation and single-particle cryo-EM 用于高噪声群轨道估计和单粒子低温电子显微镜的最大似然法
The Annals of Statistics Pub Date : 2024-02-01 DOI: 10.1214/23-aos2292
Zhou Fan, Roy R. Lederman, Yi Sun, Tianhao Wang, Sheng Xu
{"title":"Maximum likelihood for high-noise group orbit estimation and single-particle cryo-EM","authors":"Zhou Fan, Roy R. Lederman, Yi Sun, Tianhao Wang, Sheng Xu","doi":"10.1214/23-aos2292","DOIUrl":"https://doi.org/10.1214/23-aos2292","url":null,"abstract":"","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"77 ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140463015","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Local Whittle estimation of high-dimensional long-run variance and precision matrices 高维长期方差和精度矩阵的局部惠特尔估计
The Annals of Statistics Pub Date : 2023-12-01 DOI: 10.1214/23-aos2330
Changryong Baek, Marie-Christine Düker, V. Pipiras
{"title":"Local Whittle estimation of high-dimensional long-run variance and precision matrices","authors":"Changryong Baek, Marie-Christine Düker, V. Pipiras","doi":"10.1214/23-aos2330","DOIUrl":"https://doi.org/10.1214/23-aos2330","url":null,"abstract":"","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"158 ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138987119","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Spatial quantiles on the hypersphere 超球面上的空间定量
The Annals of Statistics Pub Date : 2023-10-01 DOI: 10.1214/23-aos2332
Dimitri Konen, D. Paindaveine
{"title":"Spatial quantiles on the hypersphere","authors":"Dimitri Konen, D. Paindaveine","doi":"10.1214/23-aos2332","DOIUrl":"https://doi.org/10.1214/23-aos2332","url":null,"abstract":"We propose a concept of quantiles for probability measures on the unit hypersphere S d − 1 of R d . The innermost quantile is the Fréchet median, that is, the L 1 -analog of the Fréchet mean. The proposed quantiles μ mα,u are directional in nature: they are indexed by a scalar order α ∈ [ 0 , 1 ] and a unit vector u in the tangent space T m S d − 1 to S d − 1 at m . To ensure computability in any dimension d , our quantiles are essentially obtained by considering the Euclidean (Chaudhuri ( J. Amer. Statist. Assoc. 91 (1996) 862–872)) spatial quantiles in a suitable stereographic projection of S d − 1 onto T m S d − 1 . Despite this link with Euclidean spatial quantiles, studying the proposed spherical quantiles requires understanding the nature of the (Chaudhuri (1996)) quantiles in a version of the projective space where all points at infinity are identified. We thoroughly investigate the structural properties of our quan-tiles and we further study the asymptotic behavior of their sample versions, which requires controlling the impact of estimating m . Our spherical quantile concept also allows for companion concepts of ranks and depth on the hy-persphere. We illustrate the relevance of our construction by considering two inferential applications, related to supervised classification and to testing for rotational symmetry.","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"52 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139331092","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Efficient estimation of the maximal association between multiple predictors and a survival outcome 有效估计多个预测因子与生存结果之间的最大关联性
The Annals of Statistics Pub Date : 2023-10-01 DOI: 10.1214/23-aos2313
T. Huang, Alex Luedtke, I. McKeague
{"title":"Efficient estimation of the maximal association between multiple predictors and a survival outcome","authors":"T. Huang, Alex Luedtke, I. McKeague","doi":"10.1214/23-aos2313","DOIUrl":"https://doi.org/10.1214/23-aos2313","url":null,"abstract":"","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"7 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139326412","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Sharp optimality for high-dimensional covariance testing under sparse signals 稀疏信号下高维协方差检验的锐最优性
The Annals of Statistics Pub Date : 2023-10-01 DOI: 10.1214/23-aos2310
S. Chen, Yumou Qiu, Shuyi Zhang
{"title":"Sharp optimality for high-dimensional covariance testing under sparse signals","authors":"S. Chen, Yumou Qiu, Shuyi Zhang","doi":"10.1214/23-aos2310","DOIUrl":"https://doi.org/10.1214/23-aos2310","url":null,"abstract":"This paper considers one-sample testing of a high-dimensional covariance matrix by deriving the detection boundary as a function of the signal sparsity and signal strength under the sparse alternative hypotheses. It first shows that the optimal detection boundary for testing sparse means is the minimax detection lower boundary for testing the covariance matrix. A multilevel thresholding test is proposed and is shown to be able to attain the detection lower boundary over a substantial range of the sparsity parameter, implying that the multilevel thresholding test is sharp optimal in the minimax sense over the range. The asymptotic distribution of the multilevel thresh-olding statistic for covariance matrices is derived under both Gaussian and non-Gaussian distributions by developing a novel U -statistic decomposition in conjunction with the matrix blocking and the coupling techniques to handle the complex dependence among the elements of the sample covariance matrix. The superiority in the detection boundary of the multilevel thresholding test over the existing tests is also demonstrated.","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"62 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139328977","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Inference for extremal regression with dependent heavy-tailed data 有重尾数据的极值回归推理
The Annals of Statistics Pub Date : 2023-10-01 DOI: 10.1214/23-aos2320
A. Daouia, Gilles Stupfler, A. Usseglio‐Carleve
{"title":"Inference for extremal regression with dependent heavy-tailed data","authors":"A. Daouia, Gilles Stupfler, A. Usseglio‐Carleve","doi":"10.1214/23-aos2320","DOIUrl":"https://doi.org/10.1214/23-aos2320","url":null,"abstract":"Nonparametric inference on tail conditional quantiles and their least squares analogs, expectiles, remains limited to i.i.d. data. We develop a fully operational inferential theory for extreme conditional quantiles and expec-tiles in the challenging framework of α − mixing, conditional heavy-tailed data whose tail index may vary with covariate values. This requires a dedicated treatment to deal with data sparsity in the far tail of the response, in addition to handling difficulties inherent to mixing, smoothing, and sparsity associated to covariate localization. We prove the pointwise asymptotic normality of our estimators and obtain optimal rates of convergence reminiscent of those found in the i.i.d. regression setting, but which had not been established in the conditional extreme value literature. Our assumptions hold in a wide range of models. We propose full bias and variance reduction procedures, and simple but effective data-based rules for selecting tuning hyperpa-rameters. Our inference strategy is shown to perform well in finite samples and is showcased in applications to stock returns and tornado loss data.","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"9 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139330311","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The impacts of unobserved covariates on covariate-adaptive randomized experiments 未观察到的协变量对协变量自适应随机试验的影响
The Annals of Statistics Pub Date : 2023-10-01 DOI: 10.1214/23-aos2308
Yang Liu, Feifang Hu
{"title":"The impacts of unobserved covariates on covariate-adaptive randomized experiments","authors":"Yang Liu, Feifang Hu","doi":"10.1214/23-aos2308","DOIUrl":"https://doi.org/10.1214/23-aos2308","url":null,"abstract":"","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"24 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139326867","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Estimation of expected Euler characteristic curves of nonstationary smooth random fields 非平稳平滑随机场的预期欧拉特征曲线的估计
The Annals of Statistics Pub Date : 2023-10-01 DOI: 10.1214/23-aos2337
F. Telschow, Dan Cheng, Pratyush Pranav, Armin Schwartzman
{"title":"Estimation of expected Euler characteristic curves of nonstationary smooth random fields","authors":"F. Telschow, Dan Cheng, Pratyush Pranav, Armin Schwartzman","doi":"10.1214/23-aos2337","DOIUrl":"https://doi.org/10.1214/23-aos2337","url":null,"abstract":"","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"61 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139328491","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Finite-sample complexity of sequential Monte Carlo estimators 序列蒙特卡罗估计器的有限样本复杂度
The Annals of Statistics Pub Date : 2023-06-01 DOI: 10.1214/23-aos2295
J. Marion, Joseph Mathews, S. Schmidler
{"title":"Finite-sample complexity of sequential Monte Carlo estimators","authors":"J. Marion, Joseph Mathews, S. Schmidler","doi":"10.1214/23-aos2295","DOIUrl":"https://doi.org/10.1214/23-aos2295","url":null,"abstract":"","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"80 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74408258","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A power analysis for model-X knockoffs with ℓp-regularized statistics 具有p-正则统计量的模型- x仿制品的幂分析
The Annals of Statistics Pub Date : 2023-06-01 DOI: 10.1214/23-aos2274
A. Weinstein, Weijie J. Su, M. Bogdan, Rina Foygel Barber, E. Candès
{"title":"A power analysis for model-X knockoffs with ℓp-regularized statistics","authors":"A. Weinstein, Weijie J. Su, M. Bogdan, Rina Foygel Barber, E. Candès","doi":"10.1214/23-aos2274","DOIUrl":"https://doi.org/10.1214/23-aos2274","url":null,"abstract":"","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"45 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77963464","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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