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We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…

Statistics Theory · Mathematics 2022-05-24 Niklas Dexheimer , Claudia Strauch

We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…

Probability · Mathematics 2020-10-09 Manuel González-Navarrete

The last decade has witnessed a growing interest in random forest models which are recognized to exhibit good practical performance, especially in high-dimensional settings. On the theoretical side, however, their predictive power remains…

Statistics Theory · Mathematics 2014-09-09 Erwan Scornet

An asymptotic theory is developed for computing volumes of regions in the parameter space of a directed Gaussian graphical model that are obtained by bounding partial correlations. We study these volumes using the method of real log…

Statistics Theory · Mathematics 2014-11-05 Shaowei Lin , Caroline Uhler , Bernd Sturmfels , Peter Bühlmann

Topological data analysis (TDA) allows us to explore the topological features of a dataset. Among topological features, lower dimensional ones have recently drawn the attention of practitioners in mathematics and statistics due to their…

Statistics Theory · Mathematics 2023-09-26 Hengrui Luo , Steve N. MacEachern , Mario Peruggia

We prove empirical central limit theorems for the distribution of levels of various random fields defined on high-dimensional discrete structures as the dimension of the structure goes to $\infty$. The random fields considered include costs…

Probability · Mathematics 2012-03-08 Zakhar Kabluchko

While score-based generative models (SGMs) have achieved remarkable success in enormous image generation tasks, their mathematical foundations are still limited. In this paper, we analyze the approximation and generalization of SGMs in…

Machine Learning · Statistics 2024-02-26 Frank Cole , Yulong Lu

Convergence rate estimates in limit theorems for sums of independent random variables are considered.

History and Overview · Mathematics 2021-10-22 Irina Shevtsova

How can we tell complex point clouds with different small scale characteristics apart, while disregarding global features? Can we find a suitable transformation of such data in a way that allows to discriminate between differences in this…

In this article we prove highly improved and flexible Strichartz-type estimates allowing us to generalize the asymptotics we obtained for a stratified and rotating incompressible Navier-Stokes system: for large (and less regular) initial…

Analysis of PDEs · Mathematics 2020-12-09 Frederic Charve

We show that the random point measures induced by vertices in the convex hull of a Poisson sample on the unit ball, when properly scaled and centered, converge to those of a mean zero Gaussian field. We establish limiting variance and…

Probability · Mathematics 2008-01-09 T. Schreiber , J. E. Yukich

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

We present some new nonparametric estimators of entropies and we establish almost sure consistency and central limit Theorems for some of the most important entropies in the discrete case. Our theorical results are validated by simulations.

Statistics Theory · Mathematics 2019-03-22 Amadou Diadie Ba , Gane Samb Lo

The linear regression model cannot be fitted to high-dimensional data, as the high-dimensionality brings about empirical non-identifiability. Penalized regression overcomes this non-identifiability by augmentation of the loss function by a…

Methodology · Statistics 2023-06-29 Wessel N. van Wieringen

Quite often real-world networks can be thought of as being symmetric, in the abstract sense that vertices can be found to have similar or equivalent structural roles. However, traditional measures of symmetry in graphs are based on their…

Probability · Mathematics 2020-09-04 Jefferson Elbert Simões , Daniel R. Figueiredo , Valmir C. Barbosa

We provide new theoretical results in the field of inverse regression methods for dimension reduction. Our approach is based on the study of some empirical processes that lie close to a certain dimension reduction subspace, called the…

Statistics Theory · Mathematics 2015-06-02 François Portier

Spatially-explicit estimates of population density, together with appropriate estimates of uncertainty, are required in many management contexts. Density Surface Models (DSMs) are a two-stage approach for estimating spatially-varying…

Methodology · Statistics 2021-02-25 Mark V Bravington , David L Miller , Sharon L Hedley

We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…

Statistics Theory · Mathematics 2022-12-29 Chiara Amorino , Arnaud Gloter

This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…

Statistics Theory · Mathematics 2019-10-18 Tetsuya Kaji

For manifolds with a distinguished asymptotically flat end, we prove a density theorem which produces harmonic asymptotics on the distinguished end, while allowing for points of incompleteness (or negative scalar curvature) away from this…

Differential Geometry · Mathematics 2022-11-14 Dan A. Lee , Martin Lesourd , Ryan Unger