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We introduce a modified version of the excess risk, which can be used to obtain tighter, fast-rate PAC-Bayesian generalisation bounds. This modified excess risk leverages information about the relative hardness of data examples to reduce…

Machine Learning · Computer Science 2023-01-25 Felix Biggs , Benjamin Guedj

An upper bound on degrees of elements of a minimal generating system for invariants of quivers of dimension (2,...,2) is established over a field of arbitrary characteristic and its precision is estimated. The proof is based on the…

Combinatorics · Mathematics 2012-04-26 A. A. Lopatin

For a probability measure $\mu$ on $[0,1]$ without discrete component, the best possible order of approximation by a finite point set in terms of the star-discrepancy is $\frac{1}{2N}$ as has been proven relatively recently. However, if…

Number Theory · Mathematics 2022-02-04 Christian Weiß

We address the problem of producing a lower bound for the mean of a discrete probability distribution, with known support over a finite set of real numbers, from an iid sample of that distribution. Up to a constant, this is equivalent to…

Statistics Theory · Mathematics 2025-02-25 Erik Learned-Miller

Dynamic spectral risk measures define a claim's valuation bounds as supremum and infimum of expectations of the claim's payoff over a dominated set of measures. The measures at which such extrema are attained are called extreme measures. We…

Risk Management · Quantitative Finance 2023-10-23 Yoshihiro Shirai

We study the universal closest refinement problem on measurable bipartite relations over standard Borel spaces. Given prescribed side measures, the feasible class consists of finite refinement plans concentrated on the relation and carrying…

Functional Analysis · Mathematics 2026-04-14 T-H. Hubert Chan

We prove that any absolutely continuous probability measure on a high-dimensional linear space has low-dimensional marginals that are approximately spherically-symmetric.

Functional Analysis · Mathematics 2009-07-09 Bo'az Klartag

We prove existence and uniqueness of absolutely continuous invariant measures for generalizations of Viana maps admitting a higher order critical point introduced in arXiv:2312.00906. As a consequence of our approach, we obtain…

Dynamical Systems · Mathematics 2025-02-19 Ricardo Chicalé , Vanderlei Horita

We study the problem of estimating the barycenter of a distribution given i.i.d. data in a geodesic space. Assuming an upper curvature bound in Alexandrov's sense and a support condition ensuring the strong geodesic convexity of the…

Statistics Theory · Mathematics 2025-02-25 Victor-Emmanuel Brunel , Jordan Serres

Let $M$ be a compact $n$-dimensional Riemanian manifold, End($M$) the set of the endomorphisms of $M$ with the usual $\mathcal{C}^0$ topology and $\phi: M\to\mathbb{R}$ continuous. We prove that there exists a dense subset of $\mathcal{A}$…

Dynamical Systems · Mathematics 2021-02-25 Tatiane Cardoso Batista , Juliano dos Santos Gonschorowski , Fabio Armando Tal

We provide a complete characterisation of extreme points of the space of sofic representations. We also show that the restriction map $Sof(G,P^{\omega})$ to $Sof(H,P^{\omega})$, where $H\subset G$ is not always surjective. The first part of…

Dynamical Systems · Mathematics 2019-02-20 Liviu Paunescu

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky

It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke, Goovaerts, Denuit (2002), A simple geometric proof that…

Risk Management · Quantitative Finance 2016-05-10 Chuancun Yin , Dan Zhu

We obtain an upper bound for the number of critical points of the systole function on $\mathcal{M}_g$. Besides, we obtain an upper bound for the number of those critical points whose systole is smaller than a constant.

Geometric Topology · Mathematics 2021-05-17 Yue Gao

The inf-convolution of risk measures is directly related to risk sharing and general equilibrium, and it has attracted considerable attention in mathematical finance and insurance problems. However, the theory is restricted to finite sets…

Risk Management · Quantitative Finance 2022-03-22 Marcelo Brutti Righi , Marlon Ruoso Moresco

The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…

Statistics Theory · Mathematics 2022-10-18 Stéphan Clémençon , Hamid Jalalzai , Stéphane Lhaut , Anne Sabourin , Johan Segers

Many psychological theories can be operationalized as linear inequality constraints on the parameters of multinomial distributions (e.g., discrete choice analysis). These constraints can be described in two equivalent ways: Either as the…

Computation · Statistics 2019-04-23 Daniel W. Heck , Clintin P. Davis-Stober

In recent years some near-optimal estimates have been established for certain sum-product type estimates. This paper gives some first extremal results which provide information about when these bounds may or may not be tight. The main tool…

Combinatorics · Mathematics 2014-10-07 Oliver Roche-Newton , Dmitry Zhelezov

In the paper we develop the method of higher energies. New upper bounds for the additive energies of convex sets, sets A with small |AA| and |A(A+1)| are obtained. We prove new structural results, including higher sumsets, and develop the…

Combinatorics · Mathematics 2013-01-01 Ilya D. Shkredov

Herein we prove an upper bound on the number of gravitationally lensed images in a generic multiplane point-mass ensemble with K planes and g_i masses in the ith plane. With E_K and O_K the sums of the even and odd degree terms respectively…

Mathematical Physics · Physics 2019-11-06 Sean Perry