Related papers: A Variational Barban-Davenport-Halberstam Theorem
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…
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…
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…
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…
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…
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.
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…
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…
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…
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…
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…
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 $g'$…
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…
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…
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…
\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…
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…
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…
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…
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 $p_n$…