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This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to…

Econometrics · Economics 2021-01-29 Yoonseok Lee , Yulong Wang

We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…

Probability · Mathematics 2022-05-27 Xiao Fang , Yuta Koike

We derive non-asymptotic minimax bounds for the Hausdorff estimation of $d$-dimensional submanifolds $M \subset \mathbb{R}^D$ with (possibly) non-empty boundary $\partial M$. The model reunites and extends the most prevalent…

Statistics Theory · Mathematics 2023-03-13 Eddie Aamari , Catherine Aaron , Clément Levrard

Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…

Statistics Theory · Mathematics 2026-04-08 Arthur Stéphanovitch

We analyze a class of distributed quantized consen- sus algorithms for arbitrary networks. In the initial setting, each node in the network has an integer value. Nodes exchange their current estimate of the mean value in the network, and…

Applications · Statistics 2013-05-21 Shang Shang , Paul W. Cuff , Pan Hui , Sanjeev R. Kulkarni

This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…

Statistics Theory · Mathematics 2024-02-21 Moïse Blanchard , Václav Voráček

This paper proposes a new family of lower and upper bounds on the minimum mean squared error (MMSE). The key idea is to minimize/maximize the MMSE subject to the constraint that the joint distribution of the input-output statistics lies in…

Information Theory · Computer Science 2020-06-09 Michael Fauß , Alex Dysto , H. Vincent Poor

Size distortion can occur if an asymptotic testing procedure requiring diverging sample sizes, is implemented to data with very small sample sizes. In this paper, we consider one-sample and two-sample tests for mean vectors when data are…

Methodology · Statistics 2022-03-17 Jun Li

Score-based diffusion models, while achieving minimax optimality for sampling, are often hampered by slow sampling speeds due to the high computational burden of score function evaluations. Despite the recent remarkable empirical advances…

Machine Learning · Computer Science 2025-02-27 Gen Li , Changxiao Cai

We study the properties of points in $[0,1]^d$ generated by applying Hilbert's space-filling curve to uniformly distributed points in $[0,1]$. For deterministic sampling we obtain a discrepancy of $O(n^{-1/d})$ for $d\ge2$. For random…

Methodology · Statistics 2014-06-19 Zhijian He , Art B. Owen

We present the first minimax risk bounds for estimators of the spectral measure in multivariate linear factor models, where observations are linear combinations of regularly varying latent factors. Non-asymptotic convergence rates are…

Statistics Theory · Mathematics 2024-11-12 Xuhui Zhang , Jose Blanchet , Youssef Marzouk , Viet Anh Nguyen , Sven Wang

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…

Optimization and Control · Mathematics 2016-02-25 Aymeric Dieuleveut , Nicolas Flammarion , Francis Bach

We take advantage of recent and new results on optimal quantization theory to improve the quadratic optimal quantization error bounds for backward stochastic differential equations (BSDE) and nonlinear filtering problems. For both problems,…

Probability · Mathematics 2017-07-26 Gilles Pagès

We study local asymptotic normality of M-estimates of convex minimization in an infinite dimensional parameter space. The objective function of M-estimates is not necessary differentiable and is possibly subject to convex constraints. In…

Statistics Theory · Mathematics 2017-04-11 Kosaku Takanashi

We consider the reconstruction of a diffusion coefficient in a quasilinear elliptic problem from a single measurement of overspecified Neumann and Dirichlet data. The uniqueness for this parameter identification problem has been established…

Numerical Analysis · Mathematics 2015-06-17 Herbert Egger , Jan-Frederik Pietschmann , Matthias Schlottbom

Useful relations describing arbitrary parameters of given quantum systems can be derived from simple physical constraints imposed on the vectors in the corresponding Hilbert space. This is well known and it usually proceeds by partitioning…

Quantum Physics · Physics 2022-10-18 Chinonso Onah

We provide rates of convergence in the central limit theorem in terms of projective criteria for adapted stationary sequences of centered random variables taking values in Banach spaces, with finite moment of order $p \in ]2,3]$ as soon as…

Probability · Mathematics 2025-02-21 Aurélie Bigot

We consider a dilute version of the Wigner ensemble of n-dimensional random matrices H such that each row has in average \rho_n non-zero elements. We study asymptotic properties of the spectral norm of H on the scale n^{-2/3} in the limit…

Mathematical Physics · Physics 2014-12-01 Oleksiy Khorunzhiy

Let $X,X_1,X_2,\ldots$ be i.i.d. ${\mathbb{R}}^d$-valued real random vectors. Assume that ${\mathbf{E}X=0}$, $\operatorname {cov}X=\mathbb{C}$, $\mathbf{E}\Vert X\Vert^2=\sigma ^2$ and that $X$ is not concentrated in a proper subspace of…

Probability · Mathematics 2014-01-15 Friedrich Götze , Andrei Yu. Zaitsev

The seminal result of Johnson and Lindenstrauss on random embeddings has been intensively studied in applied and theoretical computer science. Despite that vast body of literature, we still lack of complete understanding of statistical…

Machine Learning · Computer Science 2021-04-13 Maciej Skorski