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This paper establishes the global asymptotic equivalence, in the sense of the Le Cam $\Delta$-distance, between scalar diffusion models with unknown drift function and small variance on the one side, and nonparametric autoregressive models…

Probability · Mathematics 2015-03-05 Ester Mariucci

We establish sharp well-posedness and approximation estimates for variational saddle point systems at the continuous level. The main results of this note have been known to be true only in the finite dimensional case. Known spectral results…

Numerical Analysis · Mathematics 2014-11-04 Constantin Bacuta

Asymptotic bootstrap validity is usually understood as consistency of the distribution of a bootstrap statistic, conditional on the data, for the unconditional limit distribution of a statistic of interest. From this perspective, randomness…

Econometrics · Economics 2025-10-09 Giuseppe Cavaliere , Iliyan Georgiev

The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

Statistics Theory · Mathematics 2011-02-11 Łukasz Lenart

The reduction of dynamical systems has a rich history, with many important applications related to stability, control and verification. Reduction of nonlinear systems is typically performed in an exact manner - as is the case with…

Optimization and Control · Mathematics 2007-07-26 Paulo Tabuada , Aaron D. Ames , Agung Julius , George J. Pappas

We introduce a new approach to the the asymptotic iteration method (AIM) by means of which we establish the standard AIM connection with the continued fractions technique and we develop a novel termination condition in terms of the…

Classical Analysis and ODEs · Mathematics 2023-03-07 Davide Batic , Marek Nowakowski

In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with the linear approximation of the fixed-point operator. While this factor characterizes the…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Trung Vu , Raviv Raich

This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…

Applications · Statistics 2011-12-06 Timothy B. Armstrong

We obtain an error estimate between viscosity solutions and \delta-viscosity solutions of nonhomogeneous fully nonlinear uniformly elliptic equations. The main assumption, besides uniform ellipticity, is that the nonlinearity is…

Analysis of PDEs · Mathematics 2016-03-07 Olga Turanova

A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…

Probability · Mathematics 2021-01-13 Jake Koenig , Hoi Nguyen

Universal approximation theorems establish the expressive capacity of neural network architectures. For dynamical systems, existing results are limited to finite time horizons or systems with a globally stable equilibrium, leaving…

Dynamical Systems · Mathematics 2026-02-12 Abel Sagodi , Il Memming Park

In this paper, the asymptotic distributions of estimators for the regularized functional canonical correlation and variates of the population are derived. The method is based on the possibility of expressing these regularized quantities as…

Statistics Theory · Mathematics 2007-11-29 J. Cupidon , D. S. Gilliam , R. Eubank , F. Ruymgaart

To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorporate parameter uncertainty are typically based on the…

Econometrics · Economics 2019-01-23 Eric Beutner , Alexander Heinemann , Stephan Smeekes

Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semiparametric model for which it is possible to calculate…

Statistics Theory · Mathematics 2010-11-24 Paul Rochet

Stabilization is still a somewhat controversial issue concerning its very existence and also the precise conditions for its occurrence. The key quantity to settle these questions is the ionization probability, for which hitherto no…

Atomic Physics · Physics 2007-05-23 C. Figueira de Morisson Faria , A. Fring , R. Schrader

Epistemic uncertainty quantification is a crucial part of drawing credible conclusions from predictive models, whether concerned about the prediction at a given point or any downstream evaluation that uses the model as input. When the…

Machine Learning · Statistics 2022-11-15 Nathan Kallus , James McInerney

We show that the symmetric difference distance measure for set systems, and more specifically for delta-matroids, corresponds to the notion of nullity for symmetric and skew-symmetric matrices. In particular, as graphs (i.e., symmetric…

Combinatorics · Mathematics 2014-03-26 Robert Brijder , Hendrik Jan Hoogeboom

We consider universal approximations of symmetric and anti-symmetric functions, which are important for applications in quantum physics, as well as other scientific and engineering computations. We give constructive approximations with…

Numerical Analysis · Mathematics 2022-02-17 Jiequn Han , Yingzhou Li , Lin Lin , Jianfeng Lu , Jiefu Zhang , Linfeng Zhang

We study the asymptotic consistency properties of $\alpha$-R\'enyi approximate posteriors, a class of variational Bayesian methods that approximate an intractable Bayesian posterior with a member of a tractable family of distributions, the…

Statistics Theory · Mathematics 2020-08-17 Prateek Jaiswal , Vinayak A. Rao , Harsha Honnappa

In the past decades, weak convergence theory for stochastic processes has become a standard tool for analyzing the asymptotic properties of various statistics. Routinely, weak convergence is considered in the space of bounded functions…

Statistics Theory · Mathematics 2014-08-15 Axel Bücher , Johan Segers , Stanislav Volgushev
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