Concentration inequalities for statistical inference

H Zhang, SX Chen - arXiv preprint arXiv:2011.02258, 2020 - arxiv.org
This paper gives a review of concentration inequalities which are widely employed in non-
asymptotical analyses of mathematical statistics in a wide range of settings, from distribution …

Pretest with caution: Event-study estimates after testing for parallel trends

J Roth - American Economic Review: Insights, 2022 - aeaweb.org
This paper discusses two important limitations of the common practice of testing for
preexisting differences in trends (“pre-trends”) when using difference-in-differences and …

Recent progress in log-concave density estimation

RJ Samworth - 2018 - projecteuclid.org
In recent years, log-concave density estimation via maximum likelihood estimation has
emerged as a fascinating alternative to traditional nonparametric smoothing techniques …

Theoretical guarantees for approximate sampling from smooth and log-concave densities

AS Dalalyan - Journal of the Royal Statistical Society Series B …, 2017 - academic.oup.com
Sampling from various kinds of distribution is an issue of paramount importance in statistics
since it is often the key ingredient for constructing estimators, test procedures or confidence …

An almost constant lower bound of the isoperimetric coefficient in the KLS conjecture

Y Chen - Geometric and Functional Analysis, 2021 - Springer
We prove an almost constant lower bound of the isoperimetric coefficient in the KLS
conjecture. The lower bound has the dimension dependency d^-o_d (1) d-od (1). When the …

Improved analysis for a proximal algorithm for sampling

Y Chen, S Chewi, A Salim… - Conference on Learning …, 2022 - proceedings.mlr.press
We study the proximal sampler of Lee, Shen, and Tian (2021) and obtain new convergence
guarantees under weaker assumptions than strong log-concavity: namely, our results hold …

Unrealistic expectations and misguided learning

P Heidhues, B Kőszegi, P Strack - Econometrica, 2018 - Wiley Online Library
We explore the learning process and behavior of an individual with unrealistically high
expectations (overconfidence) when outcomes also depend on an external fundamental that …

Optimal testing for properties of distributions

J Acharya, C Daskalakis… - Advances in Neural …, 2015 - proceedings.neurips.cc
Given samples from an unknown distribution, p, is it possible to distinguish whether p
belongs to some class of distributions C versus p being far from every distribution in C? This …

A finite-particle convergence rate for stein variational gradient descent

J Shi, L Mackey - Advances in Neural Information …, 2024 - proceedings.neurips.cc
We provide the first finite-particle convergence rate for Stein variational gradient descent
(SVGD), a popular algorithm for approximating a probability distribution with a collection of …

Statistical inference with regularized optimal transport

Z Goldfeld, K Kato, G Rioux… - Information and Inference …, 2024 - academic.oup.com
Optimal transport (OT) is a versatile framework for comparing probability measures, with
many applications to statistics, machine learning and applied mathematics. However, OT …