Initiates finite-sample theory for differentially private hypothesis testing in survival analysis, with private tests for Cox models and cumulative hazards plus minimax bounds.
High-dimensional CLT for Sums of Non-degenerate Random Vectors: n^
4 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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2026 4verdicts
UNVERDICTED 4representative citing papers
Derived rates of order up to n^{-1/6} log^4(n S A) for the high-dimensional CLT of averaged asynchronous Q-learning iterates, plus a general martingale-difference CLT.
Gaussian approximations hold for high-dimensional GLMs up to d = o(n^{2/5}) for convex sets while bootstrap approximations stay valid further, including in sparse exponential high-d cases via Lasso under specific sparsity and penalty conditions.
New Berry-Esseen bounds for multivariate martingale difference sequences achieve n^{-1/4} rate and polylog(d) dimension dependence in Kolmogorov distance.
citing papers explorer
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Differentially private hypothesis testing in survival analysis
Initiates finite-sample theory for differentially private hypothesis testing in survival analysis, with private tests for Cox models and cumulative hazards plus minimax bounds.
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Gaussian Approximation for Asynchronous Q-learning
Derived rates of order up to n^{-1/6} log^4(n S A) for the high-dimensional CLT of averaged asynchronous Q-learning iterates, plus a general martingale-difference CLT.
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High Dimensional Gaussian and Bootstrap Approximations in Generalized Linear Models
Gaussian approximations hold for high-dimensional GLMs up to d = o(n^{2/5}) for convex sets while bootstrap approximations stay valid further, including in sparse exponential high-d cases via Lasso under specific sparsity and penalty conditions.
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Berry-Esseen bounds for multivariate martingale difference sequences in the Kolmogorov distance
New Berry-Esseen bounds for multivariate martingale difference sequences achieve n^{-1/4} rate and polylog(d) dimension dependence in Kolmogorov distance.