Matches in SemOpenAlex for { <https://semopenalex.org/work/W4287601130> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W4287601130 abstract "Classical asymptotic theory for statistical inference usually involves calibrating a statistic by fixing the dimension $d$ while letting the sample size $n$ increase to infinity. Recently, much effort has been dedicated towards understanding how these methods behave in high-dimensional settings, where $d$ and $n$ both increase to infinity together. This often leads to different inference procedures, depending on the assumptions about the dimensionality, leaving the practitioner in a bind: given a dataset with 100 samples in 20 dimensions, should they calibrate by assuming $n gg d$, or $d/n approx 0.2$? This paper considers the goal of dimension-agnostic inference; developing methods whose validity does not depend on any assumption on $d$ versus $n$. We introduce an approach that uses variational representations of existing test statistics along with sample splitting and self-normalization to produce a refined test statistic with a Gaussian limiting distribution, regardless of how $d$ scales with $n$. The resulting statistic can be viewed as a careful modification of degenerate U-statistics, dropping diagonal blocks and retaining off-diagonal blocks. We exemplify our technique for some classical problems including one-sample mean and covariance testing, and show that our tests have minimax rate-optimal power against appropriate local alternatives. In most settings, our cross U-statistic matches the high-dimensional power of the corresponding (degenerate) U-statistic up to a $sqrt{2}$ factor." @default.
- W4287601130 created "2022-07-25" @default.
- W4287601130 creator A5017433036 @default.
- W4287601130 creator A5032389695 @default.
- W4287601130 date "2020-11-10" @default.
- W4287601130 modified "2023-10-17" @default.
- W4287601130 title "Dimension-agnostic inference using cross U-statistics" @default.
- W4287601130 doi "https://doi.org/10.48550/arxiv.2011.05068" @default.
- W4287601130 hasPublicationYear "2020" @default.
- W4287601130 type Work @default.
- W4287601130 citedByCount "0" @default.
- W4287601130 crossrefType "posted-content" @default.
- W4287601130 hasAuthorship W4287601130A5017433036 @default.
- W4287601130 hasAuthorship W4287601130A5032389695 @default.
- W4287601130 hasBestOaLocation W42876011301 @default.
- W4287601130 hasConcept C100279318 @default.
- W4287601130 hasConcept C105795698 @default.
- W4287601130 hasConcept C111030470 @default.
- W4287601130 hasConcept C114614502 @default.
- W4287601130 hasConcept C121332964 @default.
- W4287601130 hasConcept C126255220 @default.
- W4287601130 hasConcept C129848803 @default.
- W4287601130 hasConcept C130367717 @default.
- W4287601130 hasConcept C134261354 @default.
- W4287601130 hasConcept C149728462 @default.
- W4287601130 hasConcept C154945302 @default.
- W4287601130 hasConcept C163716315 @default.
- W4287601130 hasConcept C169857963 @default.
- W4287601130 hasConcept C178197554 @default.
- W4287601130 hasConcept C178650346 @default.
- W4287601130 hasConcept C2524010 @default.
- W4287601130 hasConcept C2776214188 @default.
- W4287601130 hasConcept C28826006 @default.
- W4287601130 hasConcept C33676613 @default.
- W4287601130 hasConcept C33923547 @default.
- W4287601130 hasConcept C41008148 @default.
- W4287601130 hasConcept C62520636 @default.
- W4287601130 hasConcept C72319582 @default.
- W4287601130 hasConcept C87007009 @default.
- W4287601130 hasConcept C89128539 @default.
- W4287601130 hasConceptScore W4287601130C100279318 @default.
- W4287601130 hasConceptScore W4287601130C105795698 @default.
- W4287601130 hasConceptScore W4287601130C111030470 @default.
- W4287601130 hasConceptScore W4287601130C114614502 @default.
- W4287601130 hasConceptScore W4287601130C121332964 @default.
- W4287601130 hasConceptScore W4287601130C126255220 @default.
- W4287601130 hasConceptScore W4287601130C129848803 @default.
- W4287601130 hasConceptScore W4287601130C130367717 @default.
- W4287601130 hasConceptScore W4287601130C134261354 @default.
- W4287601130 hasConceptScore W4287601130C149728462 @default.
- W4287601130 hasConceptScore W4287601130C154945302 @default.
- W4287601130 hasConceptScore W4287601130C163716315 @default.
- W4287601130 hasConceptScore W4287601130C169857963 @default.
- W4287601130 hasConceptScore W4287601130C178197554 @default.
- W4287601130 hasConceptScore W4287601130C178650346 @default.
- W4287601130 hasConceptScore W4287601130C2524010 @default.
- W4287601130 hasConceptScore W4287601130C2776214188 @default.
- W4287601130 hasConceptScore W4287601130C28826006 @default.
- W4287601130 hasConceptScore W4287601130C33676613 @default.
- W4287601130 hasConceptScore W4287601130C33923547 @default.
- W4287601130 hasConceptScore W4287601130C41008148 @default.
- W4287601130 hasConceptScore W4287601130C62520636 @default.
- W4287601130 hasConceptScore W4287601130C72319582 @default.
- W4287601130 hasConceptScore W4287601130C87007009 @default.
- W4287601130 hasConceptScore W4287601130C89128539 @default.
- W4287601130 hasLocation W42876011301 @default.
- W4287601130 hasOpenAccess W4287601130 @default.
- W4287601130 hasPrimaryLocation W42876011301 @default.
- W4287601130 hasRelatedWork W1987208043 @default.
- W4287601130 hasRelatedWork W2014251912 @default.
- W4287601130 hasRelatedWork W2046155524 @default.
- W4287601130 hasRelatedWork W2070128532 @default.
- W4287601130 hasRelatedWork W2090117042 @default.
- W4287601130 hasRelatedWork W2136565700 @default.
- W4287601130 hasRelatedWork W2389286017 @default.
- W4287601130 hasRelatedWork W4287093458 @default.
- W4287601130 hasRelatedWork W4287601130 @default.
- W4287601130 hasRelatedWork W2164907862 @default.
- W4287601130 isParatext "false" @default.
- W4287601130 isRetracted "false" @default.
- W4287601130 workType "article" @default.