The optimal subsampling is an statistical methodology for generalized linear models (GLMs) to make inference quickly about parameter estimation in massive data regression. Existing literature only considers bounded covariates. In this paper, the asymptotic normality of the subsampling M-estimator based on the Fisher information matrix is obtained. Then, we study the asymptotic properties of subsampling estimators of unbounded GLMs with nonnatural links, including conditional asymptotic properties and unconditional asymptotic properties.
The Median-of-Mean (MoM) estimation is an efficient statistical method for handling data with contamination. In this paper, we propose a variance-dependent MoM estimation method using the tail probability of a binomial distribution. The bound of this method is better than the classical Hoeffding method under mild conditions. This method is then used to study the concentration of variance-dependent MoM empirical processes and sub-Gaussian intrinsic moment norm. Finally, we give the bound of the variance-dependent MoM estimator with distribution-free contaminated data.
Closed frequent itemsets (CFIs) play a crucial role in frequent pattern mining by providing a compact and complete representation of all frequent itemsets (FIs). This study systematically explores the theoretical properties of CFIs by revisiting closure operators and their fundamental definitions. A series of formal properties and rigorous proofs are presented to improve the theoretical understanding of CFIs. Furthermore, we propose confidence interval-based closed frequent itemsets (CICFIs) by integrating frequent pattern mining with probability theory. To evaluate the stability, three classical confidence interval (CI) estimation methods of relative support (rsup) based on the Wald CI, the Wilson CI, and the Clopper–Pearson CI are introduced. Extensive experiments on both an illustrative example and two real datasets are conducted to validate the theoretical properties. The results demonstrate that CICFIs effectively enhance the robustness and interpretability of frequent pattern mining under uncertainty. These contributions not only reinforce the solid theoretical foundation of CFIs but also provide practical insights for the development of more efficient algorithms in frequent pattern mining.
Lei proposed an algorithm Algorithm in 2023 to generate an exact discrete uniform distribution from an unknown biased Bernoulli source. The present paper does not claim a new extraction algorithm. Its contributions are analytical: first, we provide a Fourier-analytic proof of the uniformity mechanism based on roots of unity and coefficient extraction; second, we derive explicit acceptance-probability and expected-runtime bounds, with a rigorous treatment of composite moduli; third, we show how independent accepted digits yield a continuous limit through a base-n expansion and quantify the cost of finite-digit simulation.
About Me
I am interested in the theory of statistics and probability and its application in economics and finance.
I am interested in the theory of statistics and probability and its application in economics and finance.