Related papers: A complement to Le Cam's theorem
The paper contains some musings about the abstractions introduced by Lucien Le Cam into the asymptotic theory of statistical inference and decision theory. A short, self-contained proof of a key result (existence of randomizations via…
We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…
We develop a theory of local asymptotic normality in the quantum domain based on a noncommutative extension of the Lebesgue decomposition. This formulation gives a substantial generalization of the previous paper [Yamagata, Fujiwara, and…
The density deconvolution problem involves recovering a target density g from a sample that has been corrupted by noise. From the perspective of Le Cam's local asymptotic normality theory, we show that non-parametric density deconvolution…
Assuming that a stochastic process $X=(X_t)_{t\geq 0}$ is a sum of a compound Poisson process $Y=(Y_t)_{t\geq 0}$ with known intensity $\lambda$ and unknown jump size density $f,$ and an independent Brownian motion $Z=(Z_t)_{t\geq 0},$ we…
We introduce a noncommutative Poisson random measure on a von Neumann algebra. This is a noncommutative generalization of the classical Poisson random measure. We call this construction Poissonization. Poissonization is a functor from the…
The purpose of this paper is to prove ergodicity and provide asymptotic formulae for probabilities of threshold crossing related to smooth approximations of three fundamental nonlinear mechanical models: (a) an elasto-plastic oscillator,…
We study the problem of testing the goodness of fit of categorical count data to a Poisson distribution uniform over the categories, against a class of alternatives defined by excluding an $\ell_p$ ball, $p \leq 2$, of radius $\epsilon$…
Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…
We apply the recent results of F. Hiai, M. Mosonyi and T. Ogawa [arXiv:0707.2020, to appear in J. Math. Phys.] to the asymptotic hypothesis testing problem of locally faithful shift-invariant quasi-free states on a CAR algebra. We use a…
The Probability Estimation Framework involves direct estimation of the probability of occurrences of outcomes conditioned on measurement settings and side information. It is a powerful tool for certifying randomness in quantum non-locality…
We find asymptotic equalities for exact upper bounds of approximations by Fourier sums in uniform metric on classes of $2\pi$-periodic functions, representable in the form of convolutions of functions $\varphi$, which belong to unit balls…
The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…
Recent results concerning asymptotic Bayes-optimality under sparsity (ABOS) of multiple testing procedures are extended to fairly generally distributed effect sizes under the alternative. An asymptotic framework is considered where both the…
This paper addresses the problem of estimating the containment and similarity between two sets using only random samples from each set, without relying on sketches of full sets. The study introduces a binomial model for predicting the…
The paper considers the stationary Poisson Boolean model with spherical grains and proposes a family of nonparametric estimators for the radius distribution. These estimators are based on observed distances and radii, weighted in an…
This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of Chen and Qin (2010) is proposed. The asymptotic…
We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…
Non-homogeneous Poisson processes are used in a wide range of scientific disciplines, ranging from the environmental sciences to the health sciences. Often, the central object of interest in a point process is the underlying intensity…
Let Pi and Gamma be homogeneous Poisson point processes on a fixed set of finite volume. We prove a necessary and sufficient condition on the two intensities for the existence of a coupling of Pi and Gamma such that Gamma is a deterministic…