English
Related papers

Related papers: Second Order Approximations for Slightly Trimmed S…

200 papers

Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn <= t), where Sn is the sum of i.i.d. random variables X1, ..., Xn on the interval [0,1], satisfying…

Probability · Mathematics 2008-08-13 Ludolf E. Meester

In the framework of generalized Oppenheim expansions we prove strong law of large numbers for lightly trimmed sums. In the first part of this work we identify a particular class of expansions for which we provide a convergence result…

Probability · Mathematics 2023-11-07 Milto Hadjikyriakou , Rita Giuliano

We introduce the family of trimmed serendipity finite element differential form spaces, defined on cubical meshes in any number of dimensions, for any polynomial degree, and for any form order. The relation between the trimmed serendipity…

Numerical Analysis · Mathematics 2018-01-08 Andrew Gillette , Tyler Kloefkorn

We study the rate of growth of ergodic sums along a sequence (a_n) of times: S_N f(x)=f(T^{a_1}x) + ... + f(T^{a_N}x). We characterize the maximal rate of growth of these ergodic sums and identify a number of sequences such as (2^n) that…

Dynamical Systems · Mathematics 2016-09-07 Anthony Quas , Mate Wierdl

We introduce two algorithms for nonconvex regularized finite sum minimization, where typical Lipschitz differentiability assumptions are relaxed to the notion of relative smoothness. The first one is a Bregman extension of Finito/MISO,…

Optimization and Control · Mathematics 2024-04-17 Puya Latafat , Andreas Themelis , Masoud Ahookhosh , Panagiotis Patrinos

This paper presents a lower bound for optimizing a finite sum of $n$ functions, where each function is $L$-smooth and the sum is $\mu$-strongly convex. We show that no algorithm can reach an error $\epsilon$ in minimizing all functions from…

Machine Learning · Statistics 2015-10-06 Alekh Agarwal , Leon Bottou

Let $F_n$ denote the distribution function of the normalized sum $Z_n = (X_1 + \dots + X_n)/\sigma\sqrt{n}$ of i.i.d. random variables with finite fourth absolute moment. In this paper, polynomial rates of convergence of $F_n$ to the normal…

Probability · Mathematics 2017-06-30 Sergey G. Bobkov

This manuscript studies the Gaussian approximation of the coordinate-wise maximum of self-normalized statistics in high-dimensional settings. We derive an explicit Berry-Esseen bound under weak assumptions on the absolute moments. When the…

Probability · Mathematics 2025-01-16 Woonyoung Chang , Kenta Takatsu , Konrad Urban , Arun Kumar Kuchibhotla

Let $\{X_i\}$ be a sequence of independent identically distributed random variables with an intermediate regularly varying (IR) right tail $\bar{F}$. Let $(N, C_1, ..., C_N)$ be a nonnegative random vector independent of the $\{X_i\}$ with…

Probability · Mathematics 2012-04-18 Mariana Olvera-Cravioto

Given a real number $\tau$, we study the approximation of $\tau$ by signed harmonic sums $\sigma_N(\tau) := \sum_{n \leq N}{s_n(\tau)}/n$, where the sequence of signs $(s_N(\tau))_{N \in\mathbb{N}}$ is defined "greedily" by setting…

Number Theory · Mathematics 2020-02-25 Sandro Bettin , Giuseppe Molteni , Carlo Sanna

In this paper we present a new error bound on sampling algorithms for frequent itemsets mining. We show that the new bound is asymptotically tighter than the state-of-art bounds, i.e., given the chosen samples, for small enough error…

Data Structures and Algorithms · Computer Science 2017-03-27 Shiyu Ji , Kun Wan

We consider the problem of choosing design parameters to minimize the probability of an undesired rare event that is described through the average of $n$ iid random variables. Since the probability of interest for near optimal design…

Optimization and Control · Mathematics 2019-02-22 Amarjit Budhiraja , Shu Lu , Yang Yu , Quoc Tran-Dinh

Let $X_1,X_2,...$ be independent random variables with zero means and finite variances, and let $S_n=\sum_{i=1}^nX_i$ and $V^2_n=\sum_{i=1}^nX^2_i$. A Cram\'{e}r type moderate deviation for the maximum of the self-normalized sums…

Statistics Theory · Mathematics 2013-07-24 Weidong Liu , Qi-Man Shao , Qiying Wang

We examine exponential sums of the form $\sum_{n \le X} w(n) e^{2\pi i\alpha n^k}$, for $k=1,2$, where $\alpha$ satisfies a generalized Diophantine approximation and where $w$ are different arithmetic functions that might be multiplicative,…

Number Theory · Mathematics 2024-12-31 Anji Dong , Nicolas Robles , Alexandru Zaharescu , Dirk Zeindler

We study the extremes of a sequence of random variables $(R_n)$ defined by the recurrence $R_n=M_nR_{n-1}+q$, $n\ge1$, where $R_0$ is arbitrary, $(M_n)$ are iid copies of a non--degenerate random variable $M$, $0\le M\le1$, and $q>0$ is a…

Probability · Mathematics 2011-06-22 Pawel Hitczenko

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

Probability · Mathematics 2025-03-27 Kateryna Akbash , Ivan Matsak

This paper examines the distribution of order statistics taken from simple-random-sampling without replacement (SRSWOR) from a finite population with values 1,...,N. This distribution is a shifted version of the beta-binomial distribution,…

Statistics Theory · Mathematics 2023-09-01 Ben O'Neill

Consider the following 2-respecting min-cut problem. Given a weighted graph $G$ and its spanning tree $T$, find the minimum cut among the cuts that contain at most two edges in $T$. This problem is an important subroutine in Karger's…

Data Structures and Algorithms · Computer Science 2021-02-19 Sagnik Mukhopadhyay , Danupon Nanongkai

The commonly cited rule of thumb for regression analysis, which suggests that a sample size of $n \geq 30$ is sufficient to ensure valid inferences, is frequently referenced but rarely scrutinized. This research note evaluates the lower…

Methodology · Statistics 2024-10-17 David Randahl

We obtain asymptotic expansions for probabilities $\mathbb{P}(S_N=k)$ of partial sums of uniformly bounded integer-valued functionals $S_N=\sum_{n=1}^N f_n(X_n)$ of uniformly elliptic inhomogeneous Markov chains. The expansions involve…

Probability · Mathematics 2022-03-31 Dmitry Dolgopyat , Yeor Hafouta
‹ Prev 1 4 5 6 7 8 10 Next ›