Related papers: A note on a new exponential bound for M-acceptable…
We consider the problem of model selection type aggregation in the context of density estimation. We first show that empirical risk minimization is sub-optimal for this problem and it shares this property with the exponential weights…
We provide a general constrained risk inequality that applies to arbitrary non-decreasing losses, extending a result of Brown and Low [Ann. Stat. 1996]. Given two distributions $P_0$ and $P_1$, we find a lower bound for the risk of…
In this paper, we give a frequency interpretation of negative probability, as well as of extended probability, demonstrating that to a great extent, these new types of probabilities, behave as conventional probabilities. Extended…
The aim of this short note is that if $\{ a_{n}\}$ and $\{ b_{n}\}$ are two sequences of positive real numbers such that $a_{n}\to +\infty$ and $b_n$ satisfying the asymptotic formula $b_n\sim k\cdot a_{n}$, where $k>0$, then…
Error bounds are central objects in optimization theory and its applications. They were for a long time restricted only to the theory before becoming over the course of time a field of itself. This paper is devoted to the study of error…
We consider the problem of quantifying the information shared by a pair of random variables $X_{1},X_{2}$ about another variable $S$. We propose a new measure of shared information, called extractable shared information, that is left…
We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…
Equivalence testing compares the hypothesis that an effect $\mu$ is large against the alternative that it is negligible. Here, `large' is classically expressed as being larger than some `equivalence margin' $\Delta$. A longstanding problem…
We consider the estimation of a scalar parameter, when two estimators are available. The first is always consistent. The second is inconsistent in general, but has a smaller asymptotic variance than the first, and may be consistent if an…
Let $(\xi_i)_{i=1,...,n}$ be a sequence of independent and symmetric random variables. We consider the upper bounds on tail probabilities of self-normalized deviations $$ \mathbf{P} \Big( \max_{1\leq k \leq n} \sum_{i=1}^{k} |\xi_i|\big/…
We investigate when the exponential sum $S_f(x,\alpha) := \sum_{n\le x}f(n)\mathrm{e}(n\alpha)$ is bounded, for a multiplicative function $f$ and $\alpha\in\mathbb{R}$. We show that under natural assumptions, $S_f(x,\alpha)$ is bounded only…
Motivated, roughly, by comparing the mean and median of an IID sum of bounded lattice random variables, we develop explicit and effective bounds on the errors involved in the one-term Edgeworth expansion for such sums.
We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our…
We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.
In this note, we find a new inequality involving primes and deduce several Bonse-type inequalities.
The main subject of this paper is equilibrium problems on an unbounded conductor $\Sigma$ of the complex plane in the presence of a weakly admissible external field. An admissible external field $Q$ on $\Sigma$ satisfies, along with other…
The original Hotelling-Solomons inequality indicates that an upper bound of |mean - median|/(standard deviation) is 1. In this note, we find a new bound depending on the sample size, which is strictly smaller than 1.
We consider M-estimators and derive supremal-inequalities of exponential-or polynomial type according as a boundedness- or a moment-condition is fulfilled. This enables us to derive rates of r-complete convergence and also to show r-qick…
This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…
We estimate density and regression functions for weak dependant datas. Using an exponential inequality obtained by Dedecker and Prieur and in a previous article of the author, we control the deviation between the estimator and the function…