Related papers: Universal Bayesian Measures and Universal Histogra…
Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…
We consider random analytic functions defined on the unit disk of the complex plane as power series such that the coefficients are i.i.d., complex valued random variables, with mean zero and unit variance. For the case of complex Gaussian…
We will show that the sequences appearing in Bourgain's double recurrence result are good universal weights to the multiple recurrence averages with commuting measure-preserving transformations in norm. This will extend the pointwise…
Biconformal spaces contain the essential elements of quantum mechanics, making the independent imposition of quantization unnecessary. Based on three postulates characterizing motion and measurement in biconformal geometry, we derive…
The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus to make an approximation of a continuous…
We present a PAC-Bayes-style generalization bound which enables the replacement of the KL-divergence with a variety of Integral Probability Metrics (IPM). We provide instances of this bound with the IPM being the total variation metric and…
The notion of relative universality with respect to a {\sigma}-field was introduced to establish the unbiasedness and Fisher consistency of an estimator in nonlinear sufficient dimension reduction. However, there is a gap in the proof of…
Concerning systematic effects, the recommendation given in the GUM is to correct for them, but unfortunately no detailed information is available, how to do this. This publication will show, how systematic measurement deviations can be…
Let $(X,\mathcal{B},m,\tau)$ be a dynamical system with $\ds (X,\mathcal{B},m)$ a probability space and $\ds \tau$ an invertible, measure preserving transformation. The present paper deals with the almost everywhere convergence in…
A new notion of typicality for arbitrary probability measures on standard Borel spaces is proposed, which encompasses the classical notions of weak and strong typicality as special cases. Useful lemmas about strong typical sets, including…
We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…
The authors present evidence for universality in numerical computations with random data. Given a (possibly stochastic) numerical algorithm with random input data, the time (or number of iterations) to convergence (within a given tolerance)…
We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…
There is a result of Diaconis and Freedman which says that, in a limiting sense, for large collections of high-dimensional data most one-dimensional projections of the data are approximately Gaussian. This paper gives quantitative versions…
Let $X_1,\ldots,X_n$ be an i.i.d. sample from symmetric stable distribution with stability parameter $\alpha$ and scale parameter $\gamma$. Let $\varphi_n$ be the empirical characteristic function. We prove an uniform large deviation…
We present a unified framework for deriving PAC-Bayesian generalization bounds. Unlike most previous literature on this topic, our bounds are anytime-valid (i.e., time-uniform), meaning that they hold at all stopping times, not only for a…
A universally L^1 good sequence n_k is constructed with n_{k+1}-n_k tending to infinity. For ergodic transformations non-conventional ergodic averages of L^1 functions computed by using this sequence converge to the integral of the…
This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…
We propose a new method of histogram construction, providing a fully Bayesian approach to irregular histograms. Our procedure applies Bayesian model selection to a piecewise constant model of the underlying distribution, resulting in a…
We prove sharp $L^p-L^q$ estimates for averaging operators along general polynomial curves in two and three dimensions. These operators are translation-invariant, given by convolution with the so-called affine arclength measure of the curve…