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We study central limit theorems for the projected sample mean of independent and identically distributed observations on subsets $\mathcal Q \subset \mathbb R^2$ of the Euclidean plane. It is well-known that two conditions suffice to obtain…

Statistics Theory · Mathematics 2019-10-29 Christof Schötz

The sharpest known high probability generalization bounds for uniformly stable algorithms (Feldman, Vondr\'{a}k, 2018, 2019), (Bousquet, Klochkov, Zhivotovskiy, 2020) contain a generally inevitable sampling error term of order…

Machine Learning · Computer Science 2021-11-19 Yegor Klochkov , Nikita Zhivotovskiy

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

Probability · Mathematics 2013-08-19 Amarjit Budhiraja , Zhen-Qing Chen

In this work, we study the problem of distributed mean estimation with $1$-bit communication constraints when the variance is unknown. We focus on the specific case where each user has access to one i.i.d. sample drawn from a distribution…

Information Theory · Computer Science 2025-10-10 Ritesh Kumar , Shashank Vatedka

The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…

Methodology · Statistics 2018-11-13 Susanne Ditlevsen , Adeline Samson

We explore how the expectation values $\langle\psi |A| \psi\rangle$ of a largely arbitrary observable $A$ are distributed when normalized vectors $|\psi\rangle$ are randomly sampled from a high dimensional Hilbert space. Our analytical…

Statistical Mechanics · Physics 2019-01-18 Peter Reimann , Jochen Gemmer

We study the problem of predicting as well as the best linear predictor in a bounded Euclidean ball with respect to the squared loss. When only boundedness of the data generating distribution is assumed, we establish that the least squares…

Statistics Theory · Mathematics 2021-03-09 Tomas Vaškevičius , Nikita Zhivotovskiy

We study the matrix discrepancy problem in the average-case setting. Given a sequence of $m \times m$ symmetric matrices $A_1,\ldots,A_n$, its discrepancy is defined as the minimal spectral norm over all signed sums $\sum_{i=1}^n x_iA_i$…

Probability · Mathematics 2025-10-07 Dmitriy Kunisky , Timm Oertel , Nicola Wengiel , Peiyuan Zhang

We obtain explicit error bounds for the $d$-dimensional normal approximation on hyperrectangles for a random vector that has a Stein kernel, or admits an exchangeable pair coupling, or is a non-linear statistic of independent random…

Probability · Mathematics 2020-09-08 Xiao Fang , Yuta Koike

We study the minimal sample size N=N(n) that suffices to estimate the covariance matrix of an n-dimensional distribution by the sample covariance matrix in the operator norm, with an arbitrary fixed accuracy. We establish the optimal bound…

Probability · Mathematics 2013-10-04 Nikhil Srivastava , Roman Vershynin

We obtain bounds to quantify the distributional approximation in the delta method for vector statistics (the sample mean of $n$ independent random vectors) for normal and non-normal limits, measured using smooth test functions. For normal…

Statistics Theory · Mathematics 2023-05-11 Robert E. Gaunt , Heather Sutcliffe

In recent years, a series of convergence rates conditions for regularization methods has been developed. Mainly, the motivations for developing novel conditions came from the desire to carry over convergence rates results from the Hilbert…

Functional Analysis · Mathematics 2014-09-29 Roman Andreev , Peter Elbau , Maarten V. de Hoop , Lingyun Qiu , Otmar Scherzer

Despite the remarkable empirical success of score-based diffusion models, their statistical guarantees remain underdeveloped. Existing analyses often provide pessimistic convergence rates that do not reflect the intrinsic low-dimensional…

Machine Learning · Statistics 2026-04-24 Saptarshi Chakraborty , Quentin Berthet , Peter L. Bartlett

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

Probability · Mathematics 2019-12-03 Vlad Bally , Lucia Caramellino , Paolo Pigato

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

Machine Learning · Statistics 2025-05-30 Yuchen Jiao , Gen Li

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

This paper presents a detailed study of constrained quantization for both finite and infinite discrete probability distributions supported on subsets of the real line. Under specific geometric constraints - namely, a semicircular arc and…

We consider the problem of estimating a $d$-dimensional discrete distribution from its samples observed under a $b$-bit communication constraint. In contrast to most previous results that largely focus on the global minimax error, we study…

Information Theory · Computer Science 2021-11-02 Wei-Ning Chen , Peter Kairouz , Ayfer Özgür

We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…

Probability · Mathematics 2013-03-21 Erol A. Peköz , Adrian Röllin , Nathan Ross

In this letter we study the weak-convergence properties of random variables generated by unsharp quantum measurements. More precisely, for a sequence of random variables generated by repeated unsharp quantum measurements, we study the limit…

Quantum Physics · Physics 2020-08-12 Aleksandra Dimić , Borivoje Dakić