惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

WordPress大学
WordPress大学
博客园 - 司徒正美
小众软件
小众软件
H
Help Net Security
博客园 - 聂微东
宝玉的分享
宝玉的分享
Jina AI
Jina AI
酷 壳 – CoolShell
酷 壳 – CoolShell
阮一峰的网络日志
阮一峰的网络日志
M
MIT News - Artificial intelligence
博客园 - 【当耐特】
U
Unit 42
大猫的无限游戏
大猫的无限游戏
Apple Machine Learning Research
Apple Machine Learning Research
S
SegmentFault 最新的问题
腾讯CDC
MongoDB | Blog
MongoDB | Blog
云风的 BLOG
云风的 BLOG
J
Java Code Geeks
I
InfoQ
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
Martin Fowler
Martin Fowler
博客园 - 三生石上(FineUI控件)
Vercel News
Vercel News

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Local and global asymptotic inference in smoothing spline...
Zuofeng Shang, Guang Cheng · 2012-12-31 · via math.ST updates on arXiv.org

This article studies local and global inference for smoothing spline estimation in a unified asymptotic framework. We first introduce a new technical tool called functional Bahadur representation, which significantly generalizes the traditional Bahadur representation in parametric models, that is, Bahadur [Ann. Inst. Statist. Math. 37 (1966) 577-580]. Equipped with this tool, we develop four interconnected procedures for inference: (i) pointwise confidence interval; (ii) local likelihood ratio testing; (iii) simultaneous confidence band; (iv) global likelihood ratio testing. In particular, our confidence intervals are proved to be asymptotically valid at any point in the support, and they are shorter on average than the Bayesian confidence intervals proposed by Wahba [J. R. Stat. Soc. Ser. B Stat. Methodol. 45 (1983) 133-150] and Nychka [J. Amer. Statist. Assoc. 83 (1988) 1134-1143]. We also discuss a version of the Wilks phenomenon arising from local/global likelihood ratio testing. It is also worth noting that our simultaneous confidence bands are the first ones applicable to general quasi-likelihood models. Furthermore, issues relating to optimality and efficiency are carefully addressed. As a by-product, we discover a surprising relationship between periodic and nonperiodic smoothing splines in terms of inference.