Related papers: On weak approximation of U-statistics
In this paper, we discuss questions related to the renormalizability of the classical statistical approximation, an approximation scheme that has been used recently in several studies of out-of-equilibrium problems in Quantum Field Theory.…
There has been a resurgence of interest in incomplete U-statistics that only sum over a subset of kernel evaluations, due to their computational efficiency and asymptotic normality which can be leveraged to quantify the uncertainty of…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
Let $Y$ be a $d$-dimensional random vector with unknown mean $\mu$ and covariance matrix $\Sigma$. This paper is motivated by the problem of designing an estimator of $\Sigma$ that admits tight deviation bounds in the operator norm under…
Recently, weak value $\rm A_w$ derived in the pre- and post-selected weak measurement has been shown to be powerful in measuring minute physical effects. In principle, the decrease in the post-selection probability will increase the…
We introduce the concept of weak average-case analysis as an attempt to achieve theoretical complexity results that are closer to practical experience than those resulting from traditional approaches. This concept is accepted in other areas…
The ratio of two probability densities can be used for solving various machine learning tasks such as covariate shift adaptation (importance sampling), outlier detection (likelihood-ratio test), and feature selection (mutual information).…
We present statistics of velocity fluctuations in both the Lagrangian and Eulerian frame for weakly driven two-dimensional turbulence. We find that simultaneous inverse energy and enstrophy ranges present in the Lagrangian and Eulerian…
The quantum fluctuations of a physical property can be observed in the measurement statistics of any measurement that is at least partially sensitive to that physical property. Quantum theory indicates that the effective distribution of…
In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central…
This paper studies when a sequence of probability measures on a metric space admit subsequential weak limits. A sufficient condition called sequential tightness is formulated, which relaxes some assumptions for asymptotic tightness used in…
This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…
We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable…
The physical meaning of weak values and measurements can be completely understood with Born rule and the general probability theory. It is known that the weak value of an observable $\hat A$ with post-selection $\langle F|$ may be out of…
We study the local statistics of orthogonal polynomial ensembles near a hard edge, subject to a multiplicative deformation of the measure. Probabilistically, this deformation corresponds to a position-dependent conditional thinning of the…
\emph{Probabilistic hysteresis} is a manifestation of irreversibility in a small, isolated classical system [Sci. Rep. 9, 14169]: after a slow cyclic sweep of a control parameter, the probability that a microcanonical ensemble returns to…
We study Krasnoselskii-Mann style iterative algorithms for approximating fixpoints of asymptotically weakly contractive mappings, with a focus on providing generalised convergence proofs along with explicit rates of convergence. More…
In this article we investigate high-dimensional banded sample covariance matrices under the regime that the sample size $n$, the dimension $p$ and the bandwidth $d$ tend simultaneously to infinity such that $$n/p\to 0 \ \ \text{and} \ \…
We study necessary and sufficient conditions for contraction and incremental stability of dynamical systems with respect to non-Euclidean norms. First, we introduce weak pairings as a framework to study contractivity with respect to…
The existence and uniqueness of solution to a one-dimensional hyperbolic integro-differential problem arising in viscoelasticity is here considered. The kernel, in the linear viscoelasticity equation, represents the relaxation function…