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Extreme value theory for univariate and low-dimensional observations has been explored in considerable detail, but the field is still in an early stage regarding high-dimensional settings. This paper focuses on H\"usler-Reiss models, a…

Methodology · Statistics 2024-12-17 Johannes Lederer , Marco Oesting

We prove a version of the Bombieri--Vinogradov Theorem with certain products of Gaussian primes as moduli, making use of their special form as polynomial expressions in several variables. Adapting Vaughan's proof of the classical…

Number Theory · Mathematics 2016-07-26 Karin Halupczok

We propose a summary measure defined as the expected value of a random variable over disjoint subsets of its support that are specified by a given grid of proportions, and consider its use in a regression modeling framework. The obtained…

Statistics Theory · Mathematics 2018-10-19 Celia García-Pareja , Matteo Bottai

We consider supervised learning (regression/classification) problems with tensor-valued input. We derive multi-linear sufficient reductions for the regression or classification problem by modeling the conditional distribution of the…

Methodology · Statistics 2025-02-28 Daniel Kapla , Efstathia Bura

Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…

Machine Learning · Statistics 2024-07-31 Abhranil Das , Wilson S Geisler

We introduce a novel \textit{k}-nearest neighbor (\textit{k}-NN) regression method for joint estimation of the conditional mean and variance. The proposed algorithm preserves the computational efficiency and manifold-learning capabilities…

In this paper, some inequalities of bounds for the Neuman-S\'{a}ndor mean in terms of weighted arithmetic means of two bivariate means are established. Bounds involving weighted arithmetic means are sharp.

Classical Analysis and ODEs · Mathematics 2012-11-03 Tie-Hong Zhao , Yu-Ming Chu , Bao-Yu Liu

The present article is devoted to the semi-parametric estimation of multivariate expectiles for extreme levels. The considered multivariate risk measures also include the possible conditioning with respect to a functional covariate,…

Statistics Theory · Mathematics 2023-03-30 Elena Di Bernardino , Thomas Laloë , Cambyse Pakzad

We propose an estimation method for the conditional mode when the conditioning variable is high-dimensional. In the proposed method, we first estimate the conditional density by solving quantile regressions multiple times. We then estimate…

Machine Learning · Statistics 2017-12-27 Hirofumi Ohta , Satoshi Hara

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Statistics Theory · Mathematics 2011-11-10 Vladas Pipiras , Murad S. Taqqu , Patrice Abry

This paper is devoted to stability analysis of discrete-time delay systems based on a set of Lyapunov-Krasovskii functionals. New multiple summation inequalities are derived that involve the famous discrete Jensen's and Wirtinger's…

Optimization and Control · Mathematics 2016-10-26 Eva Gyurkovics , Krisztina Kiss , Ilona Nagy , Tibor Takacs

Continuous dually epi-translation invariant valuations on convex functions are characterized in terms of the Fourier-Laplace transform of the associated Goodey-Weil distributions. This description is used to obtain integral representations…

Functional Analysis · Mathematics 2025-05-29 Jonas Knoerr

Let $S(x,t)$ denote the Weyl sum with associated polynomial $xn + tn^2$. Suppose that $|S(x,t)|$ attains its maximum for given $x$ at $t = t(x)$. We give upper and lower bounds of the same order of magnitude for the $L^p$ norm of…

Number Theory · Mathematics 2021-03-10 Roger Baker

We give some Korovkin-type theorems on convergence and estimates of rates of approximations of nets of functions, satisfying suitable axioms, whose particular cases are filter/ideal convergence, almost convergence and triangular…

Functional Analysis · Mathematics 2021-01-15 Antonio Boccuto , Xenofon Dimitriou

We introduce the notion of generalized Weyl modules for twisted current algebras. We study their representation-theoretic and combinatorial properties and connection to the theory of nonsymmetric Macdonald polynomials. As an application we…

Representation Theory · Mathematics 2016-11-28 Evgeny Feigin , Ievgen Makedonskyi

In this work, we derive sharp non-asymptotic deviation bounds for weighted sums of Dirichlet random variables. These bounds are based on a novel integral representation of the density of a weighted Dirichlet sum. This representation allows…

Probability · Mathematics 2023-04-07 Denis Belomestny , Pierre Menard , Alexey Naumov , Daniil Tiapkin , Michal Valko

We survey several generalizations of the Weyl algebra including generalized Weyl algebras, twisted generalized Weyl algebras, quantized Weyl algebras, and Bell-Rogalski algebras. Attention is paid to ring-theoretic properties,…

Rings and Algebras · Mathematics 2023-05-03 Jason Gaddis

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Statistics Theory · Mathematics 2010-10-11 Lancelot F. James

High-dimensional time series data appear in many scientific areas in the current data-rich environment. Analysis of such data poses new challenges to data analysts because of not only the complicated dynamic dependence between the series,…

Methodology · Statistics 2022-06-22 Di Wang , Ruey S. Tsay

The paper applies the theory developed in Part I to the discrete normal approximation in total variation of random vectors in ${\mathbb Z}^d$. We illustrate the use of the method for sums of independent integer valued random vectors, and…

Probability · Mathematics 2016-12-23 A. D. Barbour , Malwina J. Luczak , Aihua Xia
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