Statistics & Probability Letters
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Statistics & Probability Letters publishes concise articles covering research findings in statistics and probability. Bluesky social of Statistics & Probability Letters
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🚨New letter alert 🚨

Hang Zou (Guangdong University of Foreign Studies) and Yunlu Jiang (Jinan University) propose a communication-efficient distributed robust variable selection method using discounted exponential regression for massive data.

www.sciencedirect.com/science/arti...
Communication-efficient distributed robust variable selection for heterogeneous massive data
We propose a communication-efficient distributed robust variable selection method using discounted exponential regression for massive data. Theoretica…
www.sciencedirect.com
spletters.bsky.social
Yves Tillé (Uni of Neuchâtel) introduces a 2-phase procedure for balanced random sample selection.
✈️Flight phase: transform the vector of inclusion probabilities into one with components close to 0 or 1,
🛬 Landing phase: Complete the selection.
www.sciencedirect.com/science/arti...
spletters.bsky.social
In our November issue:

S. Zwanzig & R. Ahmad (Uppsala University) show that in a linear model setting, the minimization problem in variational inference pertains to approximation error under a suitable prior, and discuss the choice of prior.

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Swagatam Das (Indian Statistical Institute) proposes a free probabilistic framework to analyze Transformer-based LLMs, emphasizing the role of non-commutative random variables in modeling word order and contextual structure.

In our November issue⤵️
www.sciencedirect.com/science/arti...
spletters.bsky.social
Eunji Lim (Adelphi University) proposes a penalized estimator to address boundary overfitting in isotonic regression. The estimator achieves strong uniform consistency and ensures consistency at domain boundaries.

In our November issue⤵️
www.sciencedirect.com/science/arti...
spletters.bsky.social
There are a few options for clustering mixed-type data. Eman Alamer (McMaster University), Michael Gallaugher (Baylor University), and Paul McNicholas (McMaster University) propose a model-based clustering approach to help address this gap.
www.sciencedirect.com/science/arti...
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@alecasa.bsky.social and Davide Ferrari (@unibz.bsky.social) tackle the problem of selecting the number of components in Gaussian mixture models, where traditional single-model criteria like BIC often overlook model selection uncertainty.

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Seonghyun Jeong (Yonsei University) derives a desirable test function that establishes a framework for testing-based posterior contraction theory in Gaussian models with unknown variance.

Read the letter in our November issue⤵️
www.sciencedirect.com/science/arti...
L2-norm posterior contraction in Gaussian models with unknown variance
The testing-based approach is a fundamental tool for establishing posterior contraction rates. Although the Hellinger metric is attractive owing to th…
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Lu Mao (Univ. of Wisconsin-Madison) approximates win-loss statistics using only the marginal survival curves typically reported in clinical trials, enabling comparative interpretation of two-tiered outcomes even when joint data are unavailable
#meta-analysis
🔗 www.sciencedirect.com/science/arti...
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Hervé Cardot (Université Bourgogne Europe) and Antonio Musolesi (University of Ferrara and SEEDS) propose a zero-inflated model for the temporal variation of the variable of interest in panel data analysis.
Click below to learn more⤵️
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Partially time-invariant panel data regression
In panel data analysis, temporal variation in the variable of interest is commonly exploited to eliminate individual-specific effects. However, even w…
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A Ghoshal and JT Chen (Bowling Green State U) propose a sequentially rejective procedure for simultaneous inference on odds ratios, which is uniformly more powerful than Holm’s procedure when testing multiple odds ratios.

Read the letter in our November issue🔗 www.sciencedirect.com/science/arti...
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🍂 In our September issue

Yves Tillé (University of Neuchâtel) proposes a simple bootstrap method for large-entropy, unequal-probability sampling designs in finite populations. An efficient implementation in R is also provided.

www.sciencedirect.com/science/arti...
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🍂In our September issue🍂

Masanari Kimura (University of Melbourne) develops a higher-order asymptotic analysis for the semi-hard triplet loss using the Edgeworth expansion.

🔗Click here to read the letter
www.sciencedirect.com/science/arti...
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🍃In our September issue🍃

The Marchenko–Pastur law describes the limit law of eigenvalues of large rectangular matrices. Luc Devroye (@lawmcgill.bsky.social) gives two efficient algorithms for simulating random variables from this distribution.

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Exact simulation of the Marchenko–Pastur distribution
The Marchenko–Pastur law (Marchenko and Pastur, 1967) describes the limit law of eigenvalues of large rectangular matrices. We give two efficient algo…
www.sciencedirect.com
spletters.bsky.social
🚨 In our July issue 🚨

L Li (Nankai Uni), Y Yu and W Liang (Dongbei Uni of Finance and Economics), and F Zou (Zhongnan Uni of Economics and Law) study multi-attribute Gaussian copula graphical models where each node captures multidimensional variables 🔍

www.sciencedirect.com/science/arti...
A novel approach for estimating multi-attribute Gaussian copula graphical models
This paper considers estimating multi-attribute Gaussian copula graphical models where each node represents multivariate variables with rich meanings.…
www.sciencedirect.com
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