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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
Bootstrap-Assisted Inference for Generalized Grenander-ty...
Matias D. Cattaneo, Michael Jansson, Kenichi Nagasawa · 2023-03-24 · via math.ST updates on arXiv.org

Westling and Carone (2020) proposed a framework for studying the large sample distributional properties of generalized Grenander-type estimators, a versatile class of nonparametric estimators of monotone functions. The limiting distribution of those estimators is representable as the left derivative of the greatest convex minorant of a Gaussian process whose monomial mean can be of unknown order (when the degree of flatness of the function of interest is unknown). The standard nonparametric bootstrap is unable to consistently approximate the large sample distribution of the generalized Grenander-type estimators even if the monomial order of the mean is known, making statistical inference a challenging endeavour in applications. To address this inferential problem, we present a bootstrap-assisted inference procedure for generalized Grenander-type estimators. The procedure relies on a carefully crafted, yet automatic, transformation of the estimator. Moreover, our proposed method can be made ``flatness robust'' in the sense that it can be made adaptive to the (possibly unknown) degree of flatness of the function of interest. The method requires only the consistent estimation of a single scalar quantity, for which we propose an automatic procedure based on numerical derivative estimation and the generalized jackknife. Under random sampling, our inference method can be implemented using a computationally attractive exchangeable bootstrap procedure. We illustrate our methods with examples and we also provide a small simulation study. The development of formal results is made possible by some technical results that may be of independent interest.