Related papers: A constraint on extensible quadrature rules

Consider the problem of estimating the mean of a Gaussian random vector when the mean vector is assumed to be in a given convex set. The most natural solution is to take the Euclidean projection of the data vector on to this convex set; in…

Driven by several successful applications such as in stochastic gradient descent or in Bayesian computation, control variates have become a major tool for Monte Carlo integration. However, standard methods do not allow the distribution of…

We consider the joint density distribution of the elements of certain random matrix models which are example of globally correlated and asymptotically scale-invariant distributions. It is shown that in their cases, the nonadditive entropy…

For a regression model, we consider the risk of the maximum likelihood estimator with respect to $\alpha$-divergence, which includes the special cases of Kullback-Leibler divergence, Hellinger distance and $\chi^2$ divergence. The…

We consider normalizing sequences that can give rise to nondegenerate limittheorems for Birkhoff sums under the iteration of a conservative map. Mostclassical limit theorems involve normalizing sequences that are polynomial,possibly with an…

Many stochastic complex systems are characterized by the fact that their configuration space doesn't grow exponentially as a function of the degrees of freedom. The use of scaling expansions is a natural way to measure the asymptotic growth…

We study non-stationary averaging processes, where each term of a sequence is a weighted average of previous terms, namely $a_{n+1} = \sum_{j=1}^n p_n(j) a_j$. Our results extend classical theory in two distinct regimes. First, we prove a…

Here is a sample of the results proved in this paper: Let $f:{\bf R}\to {\bf R}$ be a continuous function, let $\rho>0$ and let $\omega:[0,\rho[\to [0,+\infty[$ be a continuous increasing function such that $\lim_{\xi\to…

This paper provides a bound for the supremum of sample averages over a class of functions for a general class of mixing stochastic processes with arbitrary mixing rates. Regardless of the speed of mixing, the bound is comprised of a…

We consider random perturbations of non-uniformly expanding maps, possibly having a non-degenerate critical set. We prove that, if the Lebesgue measure of the set of points failing the non-uniform expansion or the slow recurrence to the…

Under a map T, a point x recurs at rate given by a sequence {r_n} near a point x_0 if d(T^n(x),x_0)< r_n infinitely often. Let us fix x_0, and consider the set of those x's. In this paper, we study the size of this set for expanding maps…

Let p_n denote the persistence probability that the first n iterated partial sums of integrable, zero-mean, i.i.d. random variables X_k, are negative. We show that p_n is bounded above up to universal constant by the square root of the…

We consider the speed of propagation of a {continuous-time continuous-space} branching random walk with the additional restriction that the birth rate at any spatial point cannot exceed $1$. The dispersion kernel is taken to have density…

This paper aims at analyzing the regularization effect that data augmentation induces on supervised regression methods in the proportional regime, where the number of covariates grows proportionally to the number of samples. We provide a…

In this note we show that the Taylor series of a function in a weighted Dirichlet space is (generalized) N\"orlund summable, provided that the sequence determining the N\"orlund operator is non-decreasing and has finite upper growth rate.…

We establish new combinatorial transcendence criteria for continued fraction expansions. Let $\alpha = [0; a_1, a_2,...]$ be an algebraic number of degree at least three. One of our criteria implies that the sequence of partial quotients…

Instead of sampling a function at a single point, average sampling takes the weighted sum of function values around the point. Such a sampling strategy is more practical and more stable. In this note, we present an explicit method with an…

The growth exponent $\alpha$ for loop-erased or Laplacian random walk on the integer lattice is defined by saying that the expected time to reach the sphere of radius $n$ is of order $n^\alpha$. We prove that in two dimensions, the growth…

We consider the problem of evaluating $I(\varphi):=\int_{[0,1)^s}\varphi(x) dx$ for a function $\varphi \in L^2[0,1)^{s}$. In situations where $I(\varphi)$ can be approximated by an estimate of the form $N^{-1}\sum_{n=0}^{N-1}\varphi(x^n)$,…

Let $E\subset\rr$ be a closed set of Hausdorff dimension $\alpha$. We prove that if $\alpha$ is sufficiently close to 1, and if $E$ supports a probabilistic measure obeying appropriate dimensionality and Fourier decay conditions, then $E$…