Related papers: On the nonuniform Berry--Esseen bound
We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…
Exact upper bounds on the Winsorised-tilted mean of a random variable in terms of its first two moments are given. Such results are needed in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics. As another…
Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.
An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.
In 1992, Bollob\'as and Meir showed that for every $k \geq 1$ there exists a constant $c_k$ such that, for any $n$ points in the $k$-dimensional unit cube $[0, 1]^k$, one can find a tour $x_1, \dots, x_n$ through these $n$ points with…
An optimal bound on the quantiles of a certain kind of distributions is given. Such a bound is used in applications to Berry--Esseen-type bounds for nonlinear statistics.
The union-closed sets conjecture states that in any nonempty union-closed family $\mathcal{F}$ of subsets of a finite set, there exists an element contained in at least a proportion $1/2$ of the sets of $\mathcal{F}$. Using the…
Let $\{{X}_k\}_{k\geq\mathbb{Z}}$ be a stationary sequence. Given $p\in(2,3]$ moments and a mild weak dependence condition, we show a Berry-Esseen theorem with optimal rate $n^{p/2-1}$. For $p\geq4$, we also show a convergence rate of…
Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this…
Let $\mathbf{X}_1,...,\mathbf{X}_n$ be a random sample from a $p$-dimensional population distribution. Assume that $c_1n^{\alpha}\leq p\leq c_2n^{\alpha}$ for some positive constants $c_1,c_2$ and $\alpha$. In this paper we introduce a new…
Non-asymptotic bounds for Gaussian and bootstrap approximation have recently attracted significant interest in high-dimensional statistics. This paper studies Berry-Esseen bounds for such approximations with respect to the multivariate…
A classical result due to Frank and Seiringer asserts that for $1\leq p<\frac Ns$, there exists a sharp constant $\mathcal{C}_{N,s,p}>0$ such that $$…
We present a new PAC-Bayesian generalization bound. Standard bounds contain a $\sqrt{L_n \cdot \KL/n}$ complexity term which dominates unless $L_n$, the empirical error of the learning algorithm's randomized predictions, vanishes. We manage…
Several proofs of the monotonicity of the non-Gaussianness (divergence with respect to a Gaussian random variable with identical second order statistics) of the sum of n independent and identically distributed (i.i.d.) random variables were…
In this paper, we derive a necessary and sufficient condition on the parameters of the Hypergeometric distribution for weak convergence to a Normal limit. We establish a Berry-Esseen theorem for the Hypergeometric distribution solely under…
New lower bounds on the total variation distance between the distribution of a sum of independent Bernoulli random variables and the Poisson random variable (with the same mean) are derived via the Chen-Stein method. The new bounds rely on…
The critical exponent $E(\mathbf u)$ of an infinite sequence $\mathbf u$ over a finite alphabet expresses the maximal repetition of a factor in $\mathbf u$. By the famous Dejean's theorem, $E(\mathbf u) \geq 1+\frac1{d-1}$ for every $d$-ary…
Finite sample bounds on the estimation error of the mean by the empirical mean, uniform over a class of functions, can often be conveniently obtained in terms of Rademacher or Gaussian averages of the class. If a function of n variables has…
We consider the reconstruction of a heterogeneous coefficient field in a Robin boundary condition on an inaccessible part of the boundary in a Poisson problem with an uncertain (or unknown) inhomogeneous conductivity field in the interior…
We prove that the number of unit distances among $n$ planar points is at most $1.94\cdot n^{4/3}$, improving on the previous best bound of $8n^{4/3}$. We also give better upper and lower bounds for several small values of $n$. We also prove…