Related papers: Local return rates in Sturmian subshifts
We study the asymptotic behavior of posterior distributions. We present general posterior convergence rate theorems, which extend several results on posterior convergence rates provided by Ghosal and Van der Vaart (2000), Shen and Wasserman…
We present an extension of local sensitivity analysis, also referred to as the perturbation approach for uncertainty quantification, to Bayesian inverse problems. More precisely, we show how moments of random variables with respect to the…
Source coding theorems and Shannon rate-distortion functions were studied for the discrete-time Wiener process by Berger and generalized to nonstationary Gaussian autoregressive processes by Gray and by Hashimoto and Arimoto. Hashimoto and…
In this paper, we study the estimation of the threshold predictive regression model with hybrid stochastic local unit root predictors. We demonstrate the estimation procedure and derive the asymptotic distribution of the least square…
Stochastic Variance-Reduced Cubic regularization (SVRC) algorithms have received increasing attention due to its improved gradient/Hessian complexities (i.e., number of queries to stochastic gradient/Hessian oracles) to find local minima…
In this article we study the semiclassical asymptotics of the Martinet sub-Laplacian on the flat toroidal cylinder $M = \mathbb{R} \times \mathbb{T}^2$. We describe the asymptotic distribution of sequences of eigenfunctions oscillating at…
We consider a family of parallel methods for constrained optimization based on projected gradient descents along individual coordinate directions. In the case of polyhedral feasible sets, local convergence towards a regular solution occurs…
We provide the first regression framework that simultaneously accommodates responses taking values in a general metric space and predictors lying on a general torus. We propose intrinsic local constant and local linear estimators that…
In this note we apply a lemma due to Sabach and Shtern to compute linear rates of asymptotic regularity for Halpern-type nonlinear iterations studied in optimization and nonlinear analysis.
We investigate the posterior rate of convergence for wavelet shrinkage using a Bayesian approach in general Besov spaces. Instead of studying the Bayesian estimator related to a particular loss function, we focus on the posterior…
In this paper, we show how to estimate the asymptotic (conditional) covariance matrix, which appears in central limit theorems in high-frequency estimation of asset return volatility. We provide a recipe for the estimation of this matrix by…
Let $R_\alpha$ be an irrational rotation of the circle, and code the orbit of any point $x$ by whether $R_\alpha^i(x)$ belongs to $[0,\alpha)$ or $[\alpha,1)$ -- this produces a Sturmian sequence. A point is undetermined at step $j$ if its…
We describe the minimax reconstruction rates in linear ill-posed equations in Hilbert space when smoothness is given in terms of general source sets. The underlying fundamental result, the minimax rate on ellipsoids, is proved similarly to…
Fr\'echet regression extends the principles of linear regression to accommodate responses valued in generic metric spaces. While this approach has primarily focused on exploring relationships between Euclidean predictors and non-Euclidean…
The upsilon distribution, the sum of independent chi random variates and a normal, is introduced. As a special case, the upsilon distribution includes Lecoutre's lambda-prime distribution. The upsilon distribution finds application in…
In this note we obtain local derivative estimates of Shi-type for the heat equation coupled to the Ricci flow. As applications, in part combining with Kuang's work, we extend some results of Zhang and Bamler-Zhang including distance…
We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…
This paper makes a correction to the collision rates of small droplets in turbulent fluid derived by Saffman and Turner(1956). Not only the distortion but also the rotation of the fluid is taken into account between two close droplets. A…
Fractionally integrated time series, exhibiting long memory with slowly decaying autocorrelations, are frequently encountered in economics, finance, and related fields. Since the seminal work of Robinson (1995), a variety of semiparametric…
We study the time regularity of local weak solutions of the heat equation in the context of local regular symmetric Dirichlet spaces. Under two basic and rather minimal assumptions, namely, the existence of certain cut-off functions and a…