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The weighted Selberg integral is a discrete mean-square, that is a generalization of the classical Selberg integral of primes to an arithmetic function $f$, whose values in a short interval are suitably attached to a weight function. We…

Number Theory · Mathematics 2019-01-15 Giovanni Coppola , Maurizio Laporta

The emergence of time-series foundation model research elevates the growing need to measure the (dis)similarity of time-series datasets. A time-series dataset similarity measure aids research in multiple ways, including model selection,…

Machine Learning · Computer Science 2025-07-31 Hongjie Chen , Akshay Mehra , Josh Kimball , Ryan A. Rossi

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…

Probability · Mathematics 2013-02-19 Clément Dombry , Paul Jung

Based on the assumption of the existence and uniqueness of the invariant measure for McKean-Vlasov stochastic differential equations (MV-SDEs), a self-interacting process that depends only on the current and historical information of the…

Probability · Mathematics 2024-04-09 Cui Yuanping , Li Xiaoyue

The support vector machines (SVM) is a powerful classifier used for binary classification to improve the prediction accuracy. However, the non-differentiability of the SVM hinge loss function can lead to computational difficulties in high…

Machine Learning · Statistics 2023-03-17 Rachid Kharoubi , Abdallah Mkhadri , Karim Oualkacha

The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Pierre E. Jacob , Roland Badeau , Umut Şimşekli

Variational inference, such as the mean-field (MF) approximation, requires certain conjugacy structures for efficient computation. These can impose unnecessary restrictions on the viable prior distribution family and further constraints on…

Statistics Theory · Mathematics 2023-09-11 Rentian Yao , Yun Yang

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

Probability · Mathematics 2017-05-12 Andreas Maurer

The major contributions of this paper lie in two aspects. Firstly, we focus on deriving Bernstein-type inequalities for both geometric and algebraic irregularly-spaced NED random fields, which contain time series as special case.…

Statistics Theory · Mathematics 2025-03-20 Zihao Yuan , Martin Spindler

In [14,26], new approximation classes of self-referential functions are introduced as fractal versions of the classes of polynomials and rational functions. As a sequel, in the present article, we define a new approximation class consisting…

Dynamical Systems · Mathematics 2019-04-12 S. Verma , P. Viswanathan

The main object of this paper is to construct a new genuine Bernstein-Durrmeyer type operators which have better features than the classical one. Some direct estimates for the modified genuine Bernstein-Durrmeyer operator by means of the…

Numerical Analysis · Mathematics 2018-10-17 Ana Maria Acu , P. N. Agrawal

Time series analysis of fMRI data is an important area of medical statistics for neuroimaging data. The neuroimaging community has embraced mean-field variational Bayes (VB) approximations, which are implemented in Statistical Parametric…

Computation · Statistics 2018-03-06 Ming Teng , Timothy Johnson , Farouk Nathoo

The challenge of approximating functions in infinite-dimensional spaces from finite samples is widely regarded as formidable. We delve into the challenging problem of the numerical approximation of Sobolev-smooth functions defined on…

Optimization and Control · Mathematics 2024-10-11 Massimo Fornasier , Pascal Heid , Giacomo Enrico Sodini

We establish sharp inequalities involving the incomplete Beta and Gamma functions. These inequalities arise in the approximation of generalized Bernstein functions by higher order Thorin-Bernstein functions. Furthermore, new properties of a…

Classical Analysis and ODEs · Mathematics 2024-09-05 Stamatis Koumandos , Henrik Laurberg Pedersen

Given a Hilbert space $\mathcal H$ and a finite measure space $\Omega$, the approximation of a vector-valued function $f: \Omega \to \mathcal H$ by a $k$-dimensional subspace $\mathcal U \subset \mathcal H$ plays an important role in…

Numerical Analysis · Mathematics 2024-08-07 Daniel Kressner , Tingting Ni , André Uschmajew

This article presents an improved approximation for the effective degrees of freedom in the Satterthwaite (1941, 1946) method which estimates the distribution of a weighted combination of variance components The standard Satterthwaite…

Methodology · Statistics 2025-07-17 Matthias von Davier

A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…

Methodology · Statistics 2018-12-20 Alexander Petersen , Hans-Georg Müller

Learning from non-independent and non-identically distributed data poses a persistent challenge in statistical learning. In this study, we introduce data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert…

Machine Learning · Computer Science 2025-07-11 Erfan Mirzaei , Andreas Maurer , Vladimir R. Kostic , Massimiliano Pontil

We establish a general semiparametric Bernstein-von Mises theorem for Bayesian nonparametric priors based on continuous observations in a periodic reversible multidimensional diffusion model. We consider a wide range of functionals…

Statistics Theory · Mathematics 2025-05-23 Matteo Giordano , Kolyan Ray

We investigate smooth approximations of functions, with prescribed gradient behavior on a distinguished stratified subset of the domain. As an application, we outline how our results yield important consequences for a recently introduced…

Classical Analysis and ODEs · Mathematics 2015-07-21 D. Drusvyatskiy , M. Larsson
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