Related papers: Discrepancy, chaining and subgaussian processes

Sign changes in sums of arithmetic functions and their inverses are a subtle topic with room to grow new results. Suppose that $S_f(x) := \sum_{n \leq x} f(n)$ is the summatory function of some arithmetic function $f$ such that $f(1) \neq…

We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

We are concerned in this paper with the functional asymptotic behaviour of the sequence of stochastic processes T_{n}(f)=\sum_{j=1}^{j=k}f(j)(\log X_{n-j+1,n}-\log X_{n-j,n}), indexed by some classes $\mathcal{F}$ of functions $f:\mathbb{N}…

We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…

We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…

Gaussian processes (GPs) provide a powerful framework for extrapolation, interpolation, and noise removal in regression and classification. This paper considers constraining GPs to arbitrarily-shaped domains with boundary conditions. We…

We give a dimension-independent sparsification result for suprema of centered Gaussian processes: Let $T$ be any (possibly infinite) bounded set of vectors in $\mathbb{R}^n$, and let $\{\boldsymbol{X}_t := t \cdot \boldsymbol{g} \}_{t\in…

The aim of this paper is to prove an analogue of Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2. This inequality is concerned with the norm estimate of the difference between finite- and…

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

We prove that if $f:\mathbb{R}^n\to\mathbb{R}$ is convex and $A\subset\mathbb{R}^n$ has finite measure, then for any $\varepsilon>0$ there is a convex function $g:\mathbb{R}^n\to\mathbb{R}$ of class $C^{1,1}$ such that $\mathcal{L}^n(\{x\in…

We study boundary non-crossing probabilities $$ P_{f,u} := \mathrm P\big(\forall t\in \mathbb T\ X_t + f(t)\le u(t)\big) $$ for continuous centered Gaussian process $X$ indexed by some arbitrary compact separable metric space $\mathbb T$.…

Consider supervised learning from i.i.d. samples $\{{\boldsymbol x}_i,y_i\}_{i\le n}$ where ${\boldsymbol x}_i \in\mathbb{R}^p$ are feature vectors and ${y} \in \mathbb{R}$ are labels. We study empirical risk minimization over a class of…

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set $\mathcal{G}$ up to the smallest possible additive term, called the convergence rate. When the…

Differential and falsified sampling expansions $\sum_{k\in \mathbb{Z}^d}c_k\phi(M^jx+k)$, where $M$ is a matrix dilation, are studied. In the case of differential expansions, $c_k=Lf(M^{-j}\cdot)(-k)$, where $L$ is an appropriate…

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with…

We study extremal properties of the function $$ F(x) := \min\{k\|x\|^{1-1/k}\colon k\ge 1\},\ x\in[0,1], $$ where $\|x\|=\min\{x,1-x\}$. In particular, we show that $F$ is the pointwise largest function of the class of all real-valued…

Given a Boolean function f, the quantity ess(f) denotes the largest set of assignments that falsify f, no two of which falsify a common implicate of f. Although ess(f)$ is clearly a lower bound on cnf_size(f) (the minimum number of clauses…

Let $u\not\equiv -\infty$ be a subharmonic function on the complex plane $\mathbb C$. In 2016, we obtained a result on the existence of an entire function $f\neq 0$ satisfying the estimate $\log|f|\leq {\sf B}_u$ on $\mathbb C$, where…