Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees

DOI10.1214/19-EJS1643zbMath1434.62071arXiv1901.01163MaRDI QIDQ2283566

Yanglei Song, Xiaohui Chen, Kengo Kato

Publication date: 3 January 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.01163

zbMATH Keywords

bootstrap; random forests; Gaussian approximation; uncertainty quantification; incomplete \(U\) statistics; infinite-order \(U\)-statistics

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62G30: Order statistics; empirical distribution functions

Related Items

Unnamed Item, CLT For U-statistics With Growing Dimension, Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data, High-dimensional central limit theorems for homogeneous sums, On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm, Central limit theorems for high dimensional dependent data, Gaussian approximations for high-dimensional non-degenerate \(U\)-statistics via exchangeable pairs, Stratified incomplete local simplex tests for curvature of nonparametric multiple regression, Edgeworth expansions for network moments, Rates of convergence for random forests via generalized U-statistics, High-dimensional central limit theorems by Stein's method, Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain

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