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Tim Van Erven and Peter Harremos

22 Pith papers cite this work, alongside 1,062 external citations. Polarity classification is still indexing.

22 Pith papers citing it
1,062 external citations · Crossref

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Private Rate-Double-Robust Inference

math.ST · 2026-06-18 · unverdicted · novelty 8.0

Local privacy mechanisms preserve rate-double-robustness, enabling unbiased and semiparametrically efficient inference on target parameters indexed linearly by infinite-dimensional and nonlinearly by low-dimensional components from noisy private data.

Sharp adaptive nonparametric testing for constant volatility

math.ST · 2026-04-28 · unverdicted · novelty 7.0

Constructs a minimax-optimal adaptive test for constant volatility in the nonparametric Gaussian white noise model under infill asymptotics, measuring deviations via the ratio of sigma(t) to its L2-average.

Self-organized regime switching in null-recurrent dynamics

math.ST · 2026-04-28 · unverdicted · novelty 7.0

Profile MLE for the regime-switching threshold in null-recurrent diffusion converges at rate n^{-(1+γ)/2} to the arg sup of a doubly stochastic drifted Poisson process involving local time of oscillating Brownian motion.

High-Dimensional Private Linear Regression with Optimal Rates

stat.ML · 2025-05-22 · accept · novelty 7.0

DP-GD achieves minimax optimal non-asymptotic risk O(γ + γ²/ρ²) for well-conditioned high-dimensional data and power-law scaling for ill-conditioned power-law spectra, with the exponent depending on the privacy parameter ρ.

Counterfactually Fair Regression via Optimal Transport

stat.ML · 2026-05-27 · unverdicted · novelty 6.0

Derives closed-form optimal counterfactually fair regressor via barycentric quantile map and proves Õ(n^{-1/3}) finite-sample fairness and risk bounds for discretized post-processing under mild assumptions.

On efficient robust regression with subquadratic samples

cs.DS · 2026-05-18 · unverdicted · novelty 6.0

Near-linear time algorithm for robust regression under Gaussian covariates achieves O(sqrt(ε κ)) error with Õ(d/ε⁴) samples when ε κ ≲ 1, plus SQ and low-degree lower bounds.

A Semi-Supervised Kernel Two-Sample Test

stat.ML · 2026-05-03 · unverdicted · novelty 6.0

A semi-supervised kernel two-sample test integrates unlabeled covariate data to achieve asymptotic normality under the null, higher power than standard kernel tests, and consistency against fixed and local alternatives.

Semiparametric Robust Estimation of Population Location

stat.CO · 2025-12-02 · unverdicted · novelty 6.0

A semiparametric robust estimator for population location models the dominant component parametrically and the background nonparametrically, with FFT acceleration for scalable likelihood maximization.

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  • Private Rate-Double-Robust Inference math.ST · 2026-06-18 · unverdicted · none · ref 3

    Local privacy mechanisms preserve rate-double-robustness, enabling unbiased and semiparametrically efficient inference on target parameters indexed linearly by infinite-dimensional and nonlinearly by low-dimensional components from noisy private data.