Asymptotics of Graphical Projection Pursuit
图形投影寻踪的渐近理论AI 解读 ↓
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图形投影寻踪的渐近理论AI 解读 ↓
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Mathematical tools are developed for describing low-dimensional projections of high-dimensional data. Theorems are given to show that under suitable conditions, most projections are approximately Gaussian.
使用生成模型检验条件分布相等
Conditional distribution equality testing is a core problem with applications in causal inference, model diagnostics, and transfer learning. Existing methods often lose power when the conditioning variable is high-dimensional. We propose a new test that leverages generative models to compare conditional distributions using both observed data and synthetic samples. A sample-splitting and studentization scheme is introduced to control estimation error. Under the null, the test…
Understanding associations between paired high-dimensional longitudinal datasets is a fundamental yet challenging problem arising across scientific domains, including longitudinal multi-omic studies. The difficulty stems from the complex, time-varying cross-covariance structure coupled with high dimensionality, which complicates both model formulation and statistical estimation for association discovery. To address these challenges, we propose a new framework called…
结合 model-X knockoffs 与 p 值的高维线性模型 FDR 控制
We propose a novel multiple testing methodology for controlling the false discovery rate (FDR) in high-dimensional linear models that integrates model-X knockoff techniques with debiased penalized regression estimators. At the foundation of our methodology, we construct and study two sets of naturally paired high-dimensional test statistics and the associated $p$-values for evaluating the same null hypotheses. The first set is shown to be asymptotically mutually independent,…
基于广义逆距离权重的GNAR模型改进多元时间序列预测
Many multivariate time series arise on networks where relationships between variables depend on physical or more general distances. Standard vector autoregressive models struggle in such settings due to their quadratic parameter growth, while generalised network autoregressive (GNAR) models offer a parsimonious alternative by explicitly incorporating network structures. Existing GNAR formulations assume fixed weights, typically uniform or reciprocal distances, which may not…
多元Lévy自适应B样条回归
We propose Multivariate Lévy Adaptive B-Spline Regression (MLABS), a Bayesian nonparametric regression model designed to capture nonlinear effects, interactions, and locally varying features of multivariate functions. MLABS represents the regression function as a random sum of low-order tensor-product B-spline basis functions under a finite Lévy random measure prior. The resulting representation adapts to the complexity and local structure of the regression function while…
Schmelzer and Hastie prove that Markowitz's Critical Line Algorithm and the LASSO path trace the same curve. This companion note checks that result numerically with a stock LASSO solver, \texttt{lars\_path} from \texttt{scikit-learn}, and no portfolio software. It covers long--short portfolios under a leverage cap, fixed leverage with varying risk appetite, and the classical long-only, fully invested frontier. Every corner the path returns meets its own optimality conditions…