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This note presents sharp inequalities for deviation probability of a general quadratic form of a random vector \(\xiv\) with finite exponential moments. The obtained deviation bounds are similar to the case of a Gaussian random vector. The…

Probability · Mathematics 2013-02-08 Vladimir Spokoiny

For any fixed $k\geq 2$, we prove that every sufficiently large integer can be expressed as the sum of a $k$th power of a prime and a number with at most $M(k)=6k$ prime factors. For sufficiently large $k$ we also show that one can take…

Number Theory · Mathematics 2025-05-15 Daniel R. Johnston , Simon N. Thomas

Optimality results for two outstanding Bayesian estimation problems are given in this paper: the estimation of the sampling distribution for the squared total variation function and the estimation of the density for the $L^1$-squared loss…

Statistics Theory · Mathematics 2021-10-28 A. G. Nogales

We consider Bayesian sample size determination using a criterion that utilizes the first two moments of the expected posterior variance. We study the resulting sample size in dependence on the chosen prior and explore the success rate for…

Statistics Theory · Mathematics 2020-02-28 Jörg Martin , Clemens Elster

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

The theorem is proved that generalizes the Gelfand generalization of the Paley-Wiener tauberian theorem to general abelian topological semigroups with invariant measure. Several corollaries of this theorem are given.

Functional Analysis · Mathematics 2019-09-04 A. R. Mirotin

Standard practice obtains an unbiased variance estimator by dividing by $N-1$ rather than $N$. Yet if only half the data are used to compute the mean, dividing by $N$ can still yield an unbiased estimator. We show that an alternative mean…

Statistics Theory · Mathematics 2025-04-10 Dai Akita

We use the Sum of Squares method to develop new efficient algorithms for learning well-separated mixtures of Gaussians and robust mean estimation, both in high dimensions, that substantially improve upon the statistical guarantees achieved…

Data Structures and Algorithms · Computer Science 2017-11-21 Samuel B. Hopkins , Jerry Li

Non-linear hierarchical models are commonly used in many disciplines. However, inference in the presence of non-nested effects and on large datasets is challenging and computationally burdensome. This paper provides two contributions to…

Methodology · Statistics 2021-10-22 Max Goplerud

Variational-hemivariational inequalities are an area full of interesting and challenging mathematical problems. The area can be viewed as a natural extension of that of variational inequalities. Variational-hemivariational inequalities are…

Numerical Analysis · Mathematics 2025-12-12 Weimin Han

Baiocchi et al. generalized a few years ago a classical theorem of Ingham and Beurling by means of divided differences. The optimality of their assumption has been proven by the third author of this note. The purpose of this note to extend…

Classical Analysis and ODEs · Mathematics 2009-03-20 Alia Barhoumi , Vilmos Komornik , Michel Mehrenberger

In this paper we prove an estimate for the total variation distance, in the framework of the Breuer-Major theorem, using the Malliavin-Stein method, assuming the underlying function $g$ to be once weakly differentiable with $g$ and $g'$…

Probability · Mathematics 2019-07-12 Ivan Nourdin , David Nualart , Giovanni Peccati

In this paper, Sturm-Liouville problem for difference equations is considered with potential function q(n). The representations of solutions are obtained by variation of parameters method. These solutions are proved, using summation by…

Classical Analysis and ODEs · Mathematics 2015-05-13 Erdal Bas , Ramazan Ozarslan

This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator $g$ has a quadratic growth in the unknown variable $z$ and…

Probability · Mathematics 2021-11-12 Guangshuo Zhou , Fengjiao Du , Shengjun Fan

A symmetrized lattice of $2n$ points in terms of an irrational real number $\alpha$ is considered in the unit square, as in the theorem of Davenport. If $\alpha$ is a quadratic irrational, the square of the $L^2$ discrepancy is found to be…

Number Theory · Mathematics 2016-10-21 Bence Borda

\noindent We study the asymptotic behavior of a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables. We prove a Berry-Esseen bound…

Probability · Mathematics 2015-04-01 Thierry Klein , Agnès Lagnoux , Pierre Petit

This paper establishes consistency of the weighted bootstrap for quadratic forms $\left( n^{-1/2} \sum_{i=1}^{n} Z_{i,n} \right)^{T}\left( n^{-1/2} \sum_{i=1}^{n} Z_{i,n} \right)$ where $(Z_{i,n})_{i=1}^{n}$ are mean zero, independent…

Statistics Theory · Mathematics 2018-01-04 Demian Pouzo

For a mixed stochastic differential equation containing both Wiener process and a H\"older continuous process with exponent $\gamma>1/2$, we prove a stochastic viability theorem. As a consequence, we get a result about positivity of…

Probability · Mathematics 2013-04-03 Alexander Melnikov , Yuliya Mishura , Georgiy Shevchenko

The paper develops Bernstein von Mises Theorem under hierarchical $g$ -priors for linear regression models. The results are obtained both when the error variance is known, and also when it is unknown. An inverse gamma prior is attached to…

Statistics Theory · Mathematics 2024-01-29 Xiao Fang , Malay Ghosh

We show that $$\sum_{\substack{p_n \in [x, 2x] \\ p_{n+1} - p_n \ge x^{1/2}}} (p_{n+1} - p_n) \ll x^{0.57+\epsilon}$$ and $$\sum_{\substack{p_n \in [x, 2x] \\ p_{n+1} - p_n \ge x^{0.45}}} (p_{n+1} - p_n) \ll x^{0.63+\epsilon},$$ where $p_n$…

Number Theory · Mathematics 2023-01-02 Olli Järviniemi
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