Related papers: Nemirovski's Inequalities Revisited
In this work we study certain invariant measures that can be associated to the time averaged observation of a broad class of dissipative semigroups via the notion of a generalized Banach limit. Consider an arbitrary complete separable…
Block coordinate methods have been extensively studied for minimization problems, where they come with significant complexity improvements whenever the considered problems are compatible with block decomposition and, moreover, block…
Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as $N^{3/2}$ when there are N…
In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations.…
We use the Stein-Chen method to prove new explicit inequalities for the total variation, Wasserstein and local distances between the distribution of a random diagonal sum of a Bernoulli matrix and a Poisson distribution. Approximation…
In the paper, results on the existence of critical points in annular subsets of a cone are obtained with the additional goal of obtaining multiplicity results. Compared to other approaches in the literature based on the use of…
We obtain Marcinkiewicz--ygmund (MZ) inequalities in various Banach and quasi-Banach spaces under minimal assumptions on the structural properties of these spaces. Our main results show that the Bernstein inequality in a general…
An important theorem of Banaszczyk (Random Structures & Algorithms `98) states that for any sequence of vectors of $\ell_2$ norm at most $1/5$ and any convex body $K$ of Gaussian measure $1/2$ in $\mathbb{R}^n$, there exists a signed…
We study the effects of rounding on the moments of random variables. Specifically, given a random variable $X$ and its rounded counterpart $\operatorname{rd}(X)$, we study $|\mathbb{E}[X^k] - \mathbb{E}[\operatorname{rd}(X)^{k}]|$ for…
The sample correlation coefficient $R$ plays an important role in many statistical analyses. We study the moments of $R$ under the bivariate Gaussian model assumption, provide a novel approximation for its finite sample mean and connect it…
We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…
Let X_1, X_2,..., X_n be a sequence of independent random variables, let M be a rearrangement invariant space on the underlying probability space, and let N be a symmetric sequence space. This paper gives an approximate formula for the…
As a natural analog of Urysohn's inequality in Euclidean space, Gao, Hug, and Schneider showed in 2003 that in spherical or hyperbolic space, the total measure of totally geodesic hypersurfaces meeting a given convex body K is minimized…
We consider $n^2\times n^2$ real symmetric and hermitian matrices $M_n$, which are equal to sum of $m_n$ tensor products of vectors $X^\mu=B(Y^\mu\otimes Y^\mu)$, $\mu=1,\dots,m_n$, where $Y^\mu$ are i.i.d. random vectors from $\mathbb R^n…
In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…
The main aim of this monograph is to survey some recent results obtained by the author related to reverses of the Schwarz, triangle and Bessel inequalities. Some Gruss' type inequalities for orthonormal families of vectors in real or…
We consider the sum of squared logarithms inequality and investigate possible connections with the theory of majorization. We also discuss alternative sufficient conditions on two sets of vectors $a,b\in\mathbb{R}_+^n$ so that…
The BK inequality (\cite{BK85}) says that,for product measures on $\{0,1\}^n$, the probability that two increasing events $A$ and $B$ `occur disjointly' is at most the product of the two individual probabilities. The conjecture in…
For a sequence of identically distributed negatively associated random variables $\{X_n; n\geq 1\}$ with partial sums $S_n=\sum_{i=1}^nX_i, n\geq 1$, refinements are presented of the classical Baum-Katz and Lai complete convergence…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…