Related papers: The majorizing measure approach to the sample boun…
We study the generalisation properties of majority voting on finite ensembles of classifiers, proving margin-based generalisation bounds via the PAC-Bayes theory. These provide state-of-the-art guarantees on a number of classification…
This paper adopts a Bayesian nonparametric mixture model where the mixing distribution belongs to the wide class of normalized homogeneous completely random measures. We propose a truncation method for the mixing distribution by discarding…
Motivated by the goal of improving the efficiency of small sample design, we propose a novel Bayesian stochastic approximation method to estimate the root of a regression function. The method features adaptive local modelling and…
It is well known that, under broad assumptions, the time-scaled point process of exceedances of a high level by a stationary sequence converges to a compound Poisson process as the level grows. The purpose of this note is to demonstrate…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
We show on theoretical grounds that, even in the presence of noise, probabilistic measurement strategies (which have a certain probability of failure or abstention) can provide, upon a heralded successful outcome, estimates with a precision…
One of the broadest concepts of measurement in quantum theory is the generalized measurement. Another paradigm of measurement--arising naturally in quantum optics, among other fields--is that of continuous-time measurements, which can be…
The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution $f(x|\mu)$ there is a "universal" relation among the…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
The continuity of Gaussian processes is extensively studied topic and it culminates in the Talagrand's notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the H\"older continuity…
This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…
We show that large-scale typicality of Markov sample paths implies that the likelihood ratio statistic satisfies a law of iterated logarithm uniformly to the same scale. As a consequence, the penalized likelihood Markov order estimator is…
In this work, we empirically explore the question: how can we assess the quality of samples from some target distribution? We assume that the samples are provided by some valid Monte Carlo procedure, so we are guaranteed that the collection…
In this paper we introduce randomized $t$-type statistics that will be referred to as randomized pivots. We show that these randomized pivots yield central limit theorems with a significantly smaller magnitude of error as compared to that…
It is shown that the inert properties of a stationary random process can be expressed in terms of the ratio of its correlation interval to the doubled variance. When using a fixed value of the Planck constant h as a proportionality factor,…
In the paper we pursue the analysis from the section 5 of the Talagrand's paper "Sample boundedness of stochastic processes under increment conditions." Ann. Probab. 18, No. 1, 1-49. In particular we give the proof of some Sobolev…
This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…
The paper will be published in JOTP. In the paper we prove Holder Continuity for ceratian classes of processes with bounded increments. The paper generalizes results obtained by Kwapien and Rosinski in Sample H{\"o}lder continuity of…
Statisticians have recently developed propensity score methods to improve generalizations from randomized experiments that do not employ random sampling. However, these methods typically rely on assumptions whose plausibility may be…
In this paper we address the statistical problem of testing if a stationary process is Gaussian. The observation consists in a finite sample path of the process. Using a random projection technique introduced and studied in Cuesta-Albertos…