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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…

Probability · Mathematics 2015-09-29 Andrew Ledoan , Marco Merkli , Shannon Starr

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…

Dynamical Systems · Mathematics 2021-12-10 Idris Assani , Ryo Moore

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…

High Energy Physics - Theory · Physics 2010-11-11 Lara B. Anderson , James T. Wheeler

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…

Probability · Mathematics 2022-08-23 Joseph Rosenblatt , Mrinal Kanti Roychowdhury

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…

Machine Learning · Statistics 2023-01-02 Ron Amit , Baruch Epstein , Shay Moran , Ron Meir

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…

Statistics Theory · Mathematics 2025-04-16 Bing Li , Ben Jones , Andreas Artemiou

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…

Data Analysis, Statistics and Probability · Physics 2011-02-16 Michael Krystek

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…

Classical Analysis and ODEs · Mathematics 2011-04-19 Karin Reinhold , Anna Savvopoulou , Christopher Wedrychowicz

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…

Information Theory · Computer Science 2016-11-17 Junekey Jeon

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…

Probability · Mathematics 2015-04-14 Sascha Bachmann , Giovanni Peccati

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)…

Numerical Analysis · Mathematics 2015-06-22 Percy Deift , Govind Menon , Sheehan Olver , Thomas Trogdon

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…

Mathematical Physics · Physics 2015-06-11 Michel Bauer , Denis Bernard , Tristan Benoist

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…

Probability · Mathematics 2010-05-18 Elizabeth Meckes

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…

Statistics Theory · Mathematics 2020-08-12 Annika Krutto , Jüri Lember

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…

Machine Learning · Statistics 2024-01-04 Ben Chugg , Hongjian Wang , Aaditya Ramdas

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…

Dynamical Systems · Mathematics 2007-05-23 Zoltan Buczolich

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…

Methodology · Statistics 2024-11-21 Tomoki Matsumoto

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…

Methodology · Statistics 2026-03-13 Oskar Høgberg Simensen , Dennis Christensen , Nils Lid Hjort

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…

Classical Analysis and ODEs · Mathematics 2008-07-07 Spyridon Dendrinos , Norberto Laghi , James Wright