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The problem of the mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional continuous time stationary stochastic process is considered. Estimates are based on observations of the…

Statistics Theory · Mathematics 2025-11-11 Oleksandr Masyutka , Mikhail Moklyachuk , Maria Sidei

Engineering problems often involve data sources of variable fidelity with different costs of obtaining an observation. In particular, one can use both a cheap low fidelity function (e.g. a computational experiment with a CFD code) and an…

Machine Learning · Statistics 2017-12-19 Alexey Zaytsev , Evgeny Burnaev

We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…

Econometrics · Economics 2020-08-07 Mehmet Caner , Xu Han

There is a known best possible upper bound on the probability of undetected error for linear codes. The $[n,k;q]$ codes with probability of undetected error meeting the bound have support of size $k$ only. In this note, linear codes of full…

Information Theory · Computer Science 2011-02-14 Torleiv Kløve , Jinquan Luo

This paper focuses on the problem of the mean square optimal estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence. Estimates are based on observations of the sequence with…

Statistics Theory · Mathematics 2025-11-11 Oleksandr Masyutka , Mikhail Moklyachuk , Maria Sidei

Asymmetry measurements are common in collider experiments and can sensitively probe particle properties. Typically, data can only be measured in a finite region covered by the detector, so an extrapolation from the visible asymmetry to the…

High Energy Physics - Experiment · Physics 2016-06-22 Katrina Colletti , Ziqing Hong , David Toback , Jonathan S. Wilson

It's well known that in the high-level error bound for multiquadric interpolation there is a crucial constant lambda lying between 0 and 1 which connot be calculated or even approximated. The purpose of this paper is to answer this…

Numerical Analysis · Mathematics 2017-02-17 Lin-Tian Luh

In this dissertation, it is first shown that, when the radial basis function is a $p$-norm and $1 < p < 2$, interpolation is always possible when the points are all different and there are at least two of them. We then show that…

Numerical Analysis · Mathematics 2010-06-15 Brad Baxter

An error bound for Gaussian Interpolation which is better than the current exponential-type error bound is presented.

Numerical Analysis · Mathematics 2007-12-07 Lin-Tian Luh

Common model selection criteria, such as $AIC$ and its variants, are based on in-sample prediction error estimators. However, in many applications involving predicting at interpolation and extrapolation points, in-sample error cannot be…

Methodology · Statistics 2018-02-20 Assaf Rabinowicz , Saharon Rosset

In this paper a fourth order asymptotically optimal error bound for a new cubic interpolating spline function, denoted by Q-spline, is derived for the case that only function values at given points are used but not any derivative…

Numerical Analysis · Mathematics 2025-07-08 Florian Jarre

This note establishes a theoretical framework for finding (potentially overparameterized) approximations of a function on a compact set with a-priori bounds for the generalization error. The approximation method considered is to choose,…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Arthur C. B. de Oliveira , Ruigang Wang , Ian R. Manchester , Eduardo D. Sontag

This note is concerned with lower tail estimates for product measures. Some improved deviation inequalities are obtained for functions satisfying some regularity and monotonicity assumptions. The arguments are based on semigroup…

Probability · Mathematics 2019-05-02 Kevin Tanguy

A new error bound which is better than the current exponential-type error bound is presented in this paper.

Numerical Analysis · Mathematics 2007-12-06 Lin-Tian Luh

Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…

Machine Learning · Computer Science 2020-08-13 Maggie Makar , Fredrik D. Johansson , John Guttag , David Sontag

Feature importance methods using unrestricted permutations are flawed due to extrapolation errors; such errors appear in all non-trivial variable importance approaches. We propose three new approaches: conditional model reliance and…

Machine Learning · Statistics 2026-04-14 Emanuele Borgonovo , Francesco Cappelli , Xuefei Lu , Elmar Plischke , Cynthia Rudin

The ultimate purpose of most computational models is to make predictions, commonly in support of some decision-making process (e.g., for design or operation of some system). The quantities that need to be predicted (the quantities of…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Todd A. Oliver , Gabriel Terejanu , Christopher S. Simmons , Robert D. Moser

Almost every numerical task can be cast as extrapolation with respect to the fidelity or tolerance parameters of a consistent numerical method. This perspective enables probabilistic uncertainty quantification and optimal experimental…

Methodology · Statistics 2026-04-03 Chris. J. Oates , Richard Howey , Toni Karvonen

Calibrating a multiclass predictor, that outputs a distribution over labels, is particularly challenging due to the exponential number of possible prediction values. In this work, we propose a new definition of calibration error that…

Machine Learning · Computer Science 2025-09-30 Konstantina Bairaktari , Huy L. Nguyen

We consider the numerical approximation of variational problems with orthotropic growth, that is those where the integrand depends strongly on the coordinate directions with possibly different growth in each direction. Under realistic…

Numerical Analysis · Mathematics 2023-12-27 Anna Kh. Balci , Lars Diening , Abner J. Salgado