Stein's method meets computational statistics: A review of some recent developments
Stein's method compares probability distributions through the study of a class of linear
operators called Stein operators. While mainly studied in probability and used to underpin …
operators called Stein operators. While mainly studied in probability and used to underpin …
Randomized numerical linear algebra: Foundations and algorithms
This survey describes probabilistic algorithms for linear algebraic computations, such as
factorizing matrices and solving linear systems. It focuses on techniques that have a proven …
factorizing matrices and solving linear systems. It focuses on techniques that have a proven …
Testing for outliers with conformal p-values
Testing for outliers with conformal p-values Page 1 The Annals of Statistics 2023, Vol. 51, No.
1, 149–178 https://doi.org/10.1214/22-AOS2244 © Institute of Mathematical Statistics, 2023 …
1, 149–178 https://doi.org/10.1214/22-AOS2244 © Institute of Mathematical Statistics, 2023 …
[PDF][PDF] Probability in high dimension
R Van Handel - Lecture Notes (Princeton University), 2014 - math.princeton.edu
These notes were written for the course APC 550: Probability in High Dimension that I taught
at Princeton in the Spring 2014 and Fall 2016 semesters. The aim was to introduce in as …
at Princeton in the Spring 2014 and Fall 2016 semesters. The aim was to introduce in as …
A survey of recent progress in the asymptotic analysis of inventory systems
It has long been recognized that many inventory models most relevant to practice are
inherently high‐dimensional, and hence generally believed to become computationally …
inherently high‐dimensional, and hence generally believed to become computationally …
Concentration of measure inequalities in information theory, communications, and coding
Concentration inequalities have been the subject of exciting developments during the last
two decades, and have been intensively studied and used as a powerful tool in various …
two decades, and have been intensively studied and used as a powerful tool in various …
Causal inference for social network data
We describe semiparametric estimation and inference for causal effects using observational
data from a single social network. Our asymptotic results are the first to allow for …
data from a single social network. Our asymptotic results are the first to allow for …
Econometrics of network formation
A Chandrasekhar - The Oxford handbook of the economics of …, 2016 - books.google.com
A growing empirical literature examines the role that networks play in a variety of economic
phenomena. This research can be crudely partitioned into two branches. The first holds …
phenomena. This research can be crudely partitioned into two branches. The first holds …
Random graph asymptotics for treatment effect estimation under network interference
Random graph asymptotics for treatment effect estimation under network interference Page 1
The Annals of Statistics 2022, Vol. 50, No. 4, 2334–2358 https://doi.org/10.1214/22-AOS2191 © …
The Annals of Statistics 2022, Vol. 50, No. 4, 2334–2358 https://doi.org/10.1214/22-AOS2191 © …
Treatment and spillover effects under network interference
MP Leung - Review of Economics and Statistics, 2020 - direct.mit.edu
We study nonparametric and regression estimators of treatment and spillover effects when
interference is mediated by a network. Inference is nonstandard due to dependence induced …
interference is mediated by a network. Inference is nonstandard due to dependence induced …