跳到正文
收录说明
收录范围
保留计量方法研究、相关统计基础,以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开;身份或相关性证据不足的记录保留待核,补充可靠材料后可重新判断。
当前期刊来源见下方官网链接及期刊目录。综合经济学与金融期刊逐篇筛查计量方向,证据不足时暂不公开。正刊、在线优先论文和已核实接收稿合并展示;按标题、可靠摘要、目录及身份匹配的出版社 JEL 分类核验相关性;计量类 JEL 与摘要相互印证,无 JEL 不直接排除。历史回补以可取得的注册题录和目录为准,不等于覆盖全部纸本。
日期与排序
默认按最近发表排序:正刊使用刊期,待刊使用上线日期;缺少上线日期时,排序参考登记或首次收录时间,并在卡片注明。更多筛选可选择出版状态和日期口径;卷期依据出版社元数据,不因待刊时间较长而推定已编入正刊。仅有月份或年份时,日期区间相交也会纳入。

日期精度:到日 10 篇 · 到月 0 篇 · 到年 0 篇

分类与引用
领域和方法依据题名、摘要初步分类,可人工修正;分类不代表论文质量。引用数采用 OpenAlex 单条关联记录,不合计版本。
更新与 AI 解读
正常题录、可靠摘要与引用同步继续;日、周、月简报按核实的发表与修订日期汇总,历史补录保留在文献库。AI 解读依据可靠摘要或已核实原文片段,已有解读保留供阅读参考;缺少可靠材料的条目保持待解读,浏览页面不会触发生成。
10 篇论文
导出

High-order accurate inference on manifolds

流形上的高阶精确统计推断

We present a new framework for statistical inference on Riemannian manifolds that achieves high-order accuracy, addressing the challenges posed by non-Euclidean parameter spaces frequently encountered in modern data science. Our approach leverages a novel and computationally efficient procedure to reach higher-order asymptotic precision. In particular, we develop a bootstrap algorithm on Riemannian manifolds that is both computationally efficient and accurate for hypothesis…

AI 解读阅读原文 ↗BibTeX ↓

Functional-SVD for Heterogeneous Trajectories: Case Studies in Health

异质轨迹的函数型奇异值分解:健康领域案例

Trajectory data, including time series and longitudinal measurements, are increasingly common in health-related domains such as biomedical research and epidemiology. Real-world trajectory data frequently exhibit heterogeneity across subjects such as patients, sites, and subpopulations, yet many traditional methods are not designed to accommodate such heterogeneity in data analysis. To address this, we propose a unified framework, termed Functional Singular Value…

AI 解读阅读原文 ↗BibTeX ↓

Statistical inference for low-rank tensors: Heteroskedasticity, subgaussianity, and applications

低秩张量的统计推断:异方差、次高斯性与应用

In this paper, we consider inference and uncertainty quantification for low Tucker rank tensors with additive noise in the high-dimensional regime. Focusing on the output of the higher-order orthogonal iteration (HOOI) algorithm, a commonly used algorithm for tensor singular value decomposition, we establish nonasymptotic distributional theory and study how to construct confidence regions and intervals for both the estimated singular vectors and the tensor entries in the…

AI 解读阅读原文 ↗BibTeX ↓

Estimating Higher-Order Mixed Memberships via the l2,∞ Tensor Perturbation Bound

利用逐行张量扰动界估计高阶混合社群成员关系

Higher-order multiway data is ubiquitous in machine learning and statistics and often exhibits community-like structures, where each component (node) along each different mode has a community membership associated with it. In this article we propose the sub-Gaussian) tensor mixed-membership blockmodel, a generalization of the tensor blockmodel positing that memberships need not be discrete, but instead are convex combinations of latent communities. We establish the…

AI 解读阅读原文 ↗BibTeX ↓

Tensor-on-tensor regression: Riemannian optimization, over-parameterization, statistical-computational gap and their interplay

张量对张量回归:黎曼优化、过参数化与统计计算鸿沟的相互作用

We study the tensor-on-tensor regression, where the goal is to connect tensor responses to tensor covariates with a low Tucker rank parameter tensor/matrix without prior knowledge of its intrinsic rank. We propose the Riemannian gradient descent (RGD) and Riemannian Gauss–Newton (RGN) methods and cope with the challenge of unknown rank by studying the effect of rank over-parameterization. We provide the first convergence guarantee for the general tensor-on-tensor regression…

AI 解读阅读原文 ↗BibTeX ↓

Computational and statistical thresholds in multi-layer stochastic block models

多层随机区块模型的计算与统计阈值

We study the problem of community recovery and detection in multi-layer stochastic block models, focusing on the critical network density threshold for consistent community structure inference. Using a prototypical two-block model, we reveal a computational barrier for such multilayer stochastic block models that does not exist for its single-layer counterpart: When there are no computational constraints, the density threshold depends linearly on the number of layers.…

AI 解读阅读原文 ↗BibTeX ↓

Guaranteed Functional Tensor Singular Value Decomposition

具有理论保证的函数型张量奇异值分解

This paper introduces the functional tensor singular value decomposition (FTSVD), a novel dimension reduction framework for tensors with one functional mode and several tabular modes. The problem is motivated by high-order longitudinal data analysis. Our model assumes the observed data to be a random realization of an approximate CP low-rank functional tensor measured on a discrete time grid. Incorporating tensor algebra and the theory of Reproducing Kernel Hilbert Space…

AI 解读阅读原文 ↗BibTeX ↓

Inference for low-rank tensors—no need to debias

低秩张量推断:无需去偏

In this paper, we consider the statistical inference for several low-rank tensor models. Specifically, in the Tucker low-rank tensor PCA or regression model, provided with any estimates achieving some attainable error rate, we develop the data-driven confidence regions for the singular subspace of the parameter tensor based on the asymptotic distribution of an updated estimate by two-iteration alternating minimization. The asymptotic distributions are established under some…

AI 解读阅读原文 ↗BibTeX ↓

An optimal statistical and computational framework for generalized tensor estimation

广义张量估计的统计与计算最优框架

This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator consists of finding a low-rank tensor fit to the data under generalized parametric models. To overcome the difficulty of nonconvexity in these problems, we introduce a unified approach of projected gradient descent that adapts to the…

AI 解读阅读原文 ↗BibTeX ↓

Heteroskedastic PCA: Algorithm, optimality, and applications

异方差主成分分析:算法、最优性与应用

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance matrix to remove estimation bias due to heteroskedasticity. This procedure is computationally efficient and provably optimal under the generalized spiked covariance model. A key technical step is a deterministic robust perturbation analysis…

AI 解读阅读原文 ↗BibTeX ↓