Inference for High-Dimensional Exchangeable Arrays
نویسندگان
چکیده
We consider inference for high-dimensional separately and jointly exchangeable arrays where the dimensions may be much larger than sample sizes. For both arrays, we first derive central limit theorems over rectangles subsequently develop novel multiplier bootstraps with theoretical guarantees. These results rely on new technical tools such as Hoeffding-type decomposition maximal inequalities degenerate components in Hoeffiding-type arrays. exhibit applications of our methods to uniform confidence bands density estimation under joint exchangeability penalty choice l1-penalized regression separate exchangeability. Extensive simulations demonstrate precise coverage rates. illustrate by constructing international trade network densities.
منابع مشابه
Exchangeable random arrays
These notes were written to accompany a sequence of workshop lectures at the Indian Institute of Science, Bangalore in January 2013. My lectures had two purposes. The first was to introduce some of the main ideas of exchangeability theory at a level suitable for graduate students (assuming familiarity with measure-theoretic probability). The second was to show the key rôle exchangeability has p...
متن کاملRe-sampling and exchangeable arrays
The non-parametric, or re-sampling, bootstrap for a single unstructured sample corresponds to the algebraic operation of monoid composition, with a uniform distribution on the monoid. With this interpretation, the notion of re-sampling can be extended to designs having a certain group-invariance property. Two types of exchangeable array structures are considered in some detail, namely the one-w...
متن کاملInference for Large Games with Exchangeable Players
We develop a sampling theory for games with a large number of players that are exchangeable from the econometrician’s perspective. We show that in the limit, heterogeneity can be separated into an individual and an aggregate component, and establish conditional laws of large numbers and central limit theorems given the aggregate state of the game. We then develop estimation procedures that elim...
متن کاملMechanical Stress Inference for Two Dimensional Cell Arrays
Many morphogenetic processes involve mechanical rearrangements of epithelial tissues that are driven by precisely regulated cytoskeletal forces and cell adhesion. The mechanical state of the cell and intercellular adhesion are not only the targets of regulation, but are themselves the likely signals that coordinate developmental process. Yet, because it is difficult to directly measure mechanic...
متن کاملStatistical Inference for High Dimensional Data
STATISTICAL INFERENCE FOR HIGH DIMENSIONAL DATA
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2021
ISSN: ['0162-1459', '1537-274X', '2326-6228', '1522-5445']
DOI: https://doi.org/10.1080/01621459.2021.2000868