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We introduce the notion of consistent error bound functions which provides a unifying framework for error bounds for multiple convex sets. This framework goes beyond the classical Lipschitzian and H\"olderian error bounds and includes…

Optimization and Control · Mathematics 2023-10-20 Tianxiang Liu , Bruno F. Lourenço

Confidence bounds are an essential tool for rigorously quantifying the uncertainty of predictions. They are a core component in many sequential learning and decision-making algorithms, with tighter confidence bounds giving rise to…

Machine Learning · Statistics 2024-11-12 Hamish Flynn , David Reeb

We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…

Statistics Theory · Mathematics 2014-06-24 Sara van de Geer , Peter Bühlmann , Ya'acov Ritov , Ruben Dezeure

The theory of testing statistical functionals is developed for non-parametric two-sample problems. For differentiable real-valued statistical functionals, some tests for the one-sided and two-sided cases are proposed and studied. The…

Statistics Theory · Mathematics 2025-07-14 Vladimir Ostrovski

The distributed hypothesis testing problem with full side-information is studied. The trade-off (reliability function) between the two types of error exponents under limited rate is studied in the following way. First, the problem is…

Information Theory · Computer Science 2019-04-24 Nir Weinberger , Yuval Kochman

We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random…

Information Theory · Computer Science 2020-10-27 Yanjun Han

We prove a tight lower bound (up to constant factors) on the sample complexity of any non-interactive local differentially private protocol for optimizing a linear function over the simplex. This lower bound also implies a tight lower bound…

Cryptography and Security · Computer Science 2021-05-17 Jonathan Ullman

It is known that, in finite dimensions, the support function of a compact convex set with non empty interior is differentiable excepting the origin if and only if the set is strictly convex. In this paper we realize a thorough study of the…

Functional Analysis · Mathematics 2013-01-07 C. Zalinescu

In this work, new theoretical results on functional type a posteriori estimates for elliptic optimal control problems with control constraints are presented. More precisely, we derive new, sharp, guaranteed and fully computable lower bounds…

Optimization and Control · Mathematics 2015-06-02 Monika Wolfmayr

For convex univalent functions we give instances where the sharp bound for various coefficient functionals are identical to those for the corresponding bound for the inverse function. We give instances where the sharp bounds differ and also…

Complex Variables · Mathematics 2022-12-12 Derek K. Thomas

Two-sided bounds are explored for concentration functions and R\'enyi entropies in the class of discrete log-concave probability distributions. They are used to derive certain variants of the entropy power inequalities.

Probability · Mathematics 2021-04-27 Sergey G. Bobkov , Arnaud Marsiglietti , James Melbourne

In this paper we shall consider some famous means such as arithmetic, harmonic, geometric, root square mean, etc. Considering the difference of these means, we can establish. some inequalities among them. Interestingly, the difference of…

Information Theory · Computer Science 2011-03-29 Inder Jeet Taneja

This paper examines the construction of confidence sets for parameters defined as linear functionals of a function of W and X whose conditional mean given Z and X equals the conditional mean of another variable Y given Z and X. Many…

Statistics Theory · Mathematics 2025-08-08 Ezequiel Smucler , James M. Robins , Andrea Rotnitzky

Shape estimation and object reconstruction are common problems in image analysis. Mathematically, viewing objects in the image plane as random sets reduces the problem of shape estimation to inference about sets. Currently existing…

Methodology · Statistics 2009-03-12 Larissa I. Stanberry , Hanna K. Jankowski

While there is considerable work on change point analysis in univariate time series, more and more data being collected comes from high dimensional multivariate settings. This paper introduces the asymptotic concept of high dimensional…

Statistics Theory · Mathematics 2016-06-28 John A. D. Aston , Claudia Kirch

Uniform asymptotic confidence bands for a multivariate regression function in an inverse regression model with a convolution-type operator are constructed. The results are derived using strong approximation methods and a limit theorem for…

Statistics Theory · Mathematics 2015-04-08 Katharina Proksch , Nicolai Bissantz , Holger Dette

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…

Probability · Mathematics 2021-05-25 Peter Baxendale , Ting-Kam Leonard Wong

We construct uniform and point-wise asymptotic confidence sets for the single edge in an otherwise smooth image function which are based on rotated differences of two one-sided kernel estimators. Using methods from M-estimation, we show…

Statistics Theory · Mathematics 2019-03-26 Viktor Bengs , Matthias Eulert , Hajo Holzmann

The property of isotonicity of a continuous convex function defined on the entire space or only on the positive cone is characterized via subdifferentials. Numerous examples illustrating the obtained results are included.

Functional Analysis · Mathematics 2020-05-05 Constantin P. Niculescu , Octav Olteanu

This paper studies and bounds the effects of approximating loss functions and credal sets on choice functions, under very weak assumptions. In particular, the credal set is assumed to be neither convex nor closed. The main result is that…

Computation · Statistics 2012-03-06 Matthias C. M. Troffaes