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In Bayesian optimization, accounting for the importance of the output relative to the input is a crucial yet challenging exercise, as it can considerably improve the final result but often involves inaccurate and cumbersome entropy…

Machine Learning · Computer Science 2020-12-30 Antoine Blanchard , Themistoklis Sapsis

The relative performance of competing point forecasts is usually measured in terms of loss or scoring functions. It is widely accepted that these scoring function should be strictly consistent in the sense that the expected score is…

Statistics Theory · Mathematics 2019-04-08 Tobias Fissler , Johanna F. Ziegel

We define and study a generalization of Sobol sensitivity indices for the case of a vector output.

Applications · Statistics 2013-04-18 Fabrice Gamboa , Alexandre Janon , Thierry Klein , Agnès Lagnoux

We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…

Statistics Theory · Mathematics 2013-12-18 Liudas Giraitis , Hira L. Koul

The cumulative sum (CUSUM) process is often used in change point analysis to detect changes in the mean of sequentially observed data. We provide a full description of the asymptotic distribution of $L^p, 1\leq p <\infty$, functionals of…

Probability · Mathematics 2020-10-07 Lajos Horváth , Gregory Rice

The efficiency of exact subset sum problem algorithms which compute individual subset sums is defined as $e=min(T/z, 1)$, where $z$ is the number of subset sums computed. $e$ is related to these algorithms' computational complexity. This…

Data Structures and Algorithms · Computer Science 2024-09-18 Nick Dawes

In this paper, we address the classical problem of maximum-likelihood (ML) detection of data in the presence of random phase noise. We consider a system, where the random phase noise affecting the received signal is first compensated by a…

Information Theory · Computer Science 2016-11-15 Rajet Krishnan , M. Reza Khanzadi , Thomas Eriksson , Tommy Svensson

We introduce the notion of measurable sensitivity, a measure-theoretic version of the condition of sensitive dependence on initial conditions. It is a consequence of light mixing, implies a transformation has only finitely many eigenvalues,…

Dynamical Systems · Mathematics 2011-05-10 Jennifer James , Thomas Koberda , Kathryn Lindsey , Cesar E. Silva , Peter Speh

The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

Information Theory · Computer Science 2020-10-19 Pavel Loskot

Improvements in the accuracy of shape measurements are essential to exploit the statistical power of planned imaging surveys that aim to constrain cosmological parameters using weak lensing by large-scale structure. Although a range of…

Cosmology and Nongalactic Astrophysics · Physics 2017-05-03 Henk Hoekstra , Massimo Viola , Ricardo Herbonnet

The twin prime conjecture asserts that there are infinitely many pairs of primes that differ by two. While recent advances have improved our understanding of bounded prime gaps, the conjecture remains unresolved. This paper refines the…

Number Theory · Mathematics 2025-11-25 Chenghui Ren

We propose a simple and effective method for designing approximation formulas for weighted analytic functions. We consider spaces of such functions according to weight functions expressing the decay properties of the functions. Then, we…

Numerical Analysis · Mathematics 2018-08-31 Ken'ichiro Tanaka , Masaaki Sugihara

This paper presents a lower bound for optimizing a finite sum of $n$ functions, where each function is $L$-smooth and the sum is $\mu$-strongly convex. We show that no algorithm can reach an error $\epsilon$ in minimizing all functions from…

Machine Learning · Statistics 2015-10-06 Alekh Agarwal , Leon Bottou

The objective of this publication is to reduce the sensitivity of iterative equation solvers on the initial value. To this end, at the hand of Newton's method, we exemplify how to reformulate the initial problem by means of a set of…

Numerical Analysis · Mathematics 2023-11-30 Alexander Herzog

Using a coupling argument, we establish a general weak law of large numbers for functionals of binomial point processes in d-dimensional space, with a limit that depends explicitly on the (possibly non-uniform) density of the point process.…

Probability · Mathematics 2007-05-23 Mathew D. Penrose , J. E. Yukich

Let $\mathcal{P}$ be the set of the primes. We consider a class of random multiplicative functions $f$ supported on the squarefree integers, such that $\{f(p)\}_{p\in\mathcal{P}}$ form a sequence of $\pm1$ valued independent random…

Number Theory · Mathematics 2019-11-22 Marco Aymone , Vladas Sidoravicius

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Probability · Mathematics 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

Statistics Theory · Mathematics 2025-07-24 Claudio Agostinelli , Ayanendranath Basu , Giulia Bertagnolli , Arun Kumar Kuchibhotla

In this paper we prove a weighted sum formula for multiple harmonic sums modulo primes, thereby proving a weighted sum formula for finite multiple zeta values. Our proof utilizes difference equations for the generating series of multiple…

Number Theory · Mathematics 2018-08-03 Minoru Hirose , Hideki Murahara , Shingo Saito

In our setting enumeration amounts to generate all solutions of a problem instance without duplicates. We address the problem of enumerating the models of B-formulae. A B-formula is a propositional formula whose connectives are taken from a…

Computational Complexity · Computer Science 2016-12-05 Johannes Schmidt