Stein's method meets computational statistics: A review of some recent developments

A Anastasiou, A Barp, FX Briol, B Ebner… - Statistical …, 2023 - projecteuclid.org
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 …

Randomized numerical linear algebra: Foundations and algorithms

PG Martinsson, JA Tropp - Acta Numerica, 2020 - cambridge.org
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 …

Testing for outliers with conformal p-values

S Bates, E Candès, L Lei, Y Romano… - The Annals of …, 2023 - projecteuclid.org
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 …

[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 …

A survey of recent progress in the asymptotic analysis of inventory systems

DA Goldberg, MI Reiman… - Production and …, 2021 - journals.sagepub.com
It has long been recognized that many inventory models most relevant to practice are
inherently high‐dimensional, and hence generally believed to become computationally …

Concentration of measure inequalities in information theory, communications, and coding

M Raginsky, I Sason - Foundations and Trends® in …, 2013 - nowpublishers.com
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 …

Causal inference for social network data

EL Ogburn, O Sofrygin, I Diaz… - Journal of the American …, 2024 - Taylor & Francis
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 …

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 …

Random graph asymptotics for treatment effect estimation under network interference

S Li, S Wager - The Annals of Statistics, 2022 - projecteuclid.org
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 © …

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 …