Related papers: Efficiency of Z-estimators indexed by the objectiv…
Let ${\mathcal P}$ be a family of probability measures on a measurable space $(S,{\mathcal A}).$ Given a Banach space $E,$ a functional $f:E\mapsto {\mathbb R}$ and a mapping $\theta: {\mathcal P}\mapsto E,$ our goal is to estimate…
This paper studies the estimation of smooth functionals $f(\theta)$ of a mean parameter $\theta = \mathbb{E}_P[W]$ for a distribution $P$ on a general Banach space. We propose a cross-fitted estimator based on a single sample splitting and…
Let $X^{(n)}$ be an observation sampled from a distribution $P_{\theta}^{(n)}$ with an unknown parameter $\theta,$ $\theta$ being a vector in a Banach space $E$ (most often, a high-dimensional space of dimension $d$). We study the problem…
We study a class of robust mean estimators $\widehat{\mu}$ obtained by adaptively shrinking the weights of sample points far from a base estimator $\widehat{\kappa}$. Given a data-dependent scaling factor $\widehat{\alpha}$ and a weighting…
We study a problem of estimation of smooth functionals of parameter $\theta $ of Gaussian shift model $$ X=\theta +\xi,\ \theta \in E, $$ where $E$ is a separable Banach space and $X$ is an observation of unknown vector $\theta$ in Gaussian…
A function space, $L^{\theta,\infty)}(\Omega)$, $0 \leq \theta <\infty$, is defined. It is proved that $L^{\theta,\infty)}(\Omega)$ is a Banach space which is a generalization of exponential class. An alternative definition of…
Real-world deployment often exposes models to distribution shifts, making test-time adaptation (TTA) critical for robustness. Yet most TTA methods are unfriendly to edge deployment, as they rely on backpropagation, activation buffering, or…
In this paper, we study distributional reinforcement learning from the perspective of statistical efficiency. We investigate distributional policy evaluation, aiming to estimate the complete return distribution (denoted $\eta^\pi$) attained…
Test-time adaptation (TTA) seeks to tackle potential distribution shifts between training and test data by adapting a given model w.r.t. any test sample. Although recent TTA has shown promising performance, we still face two key challenges:…
The aim of this article is to study effective Reifenberg theorems for measures in a Hilbert or Banach space. For Hilbert spaces, we see all the results from $\mathbb{R}^n$ continue to hold with no additional restrictions. For a general…
Many simulation problems require the estimation of a ratio of two expectations. In recent years Monte Carlo estimators have been proposed that can estimate such ratios without bias. We investigate the theoretical properties of such…
We present a new finite-sample analysis of M-estimators of locations in $\mathbb{R}^d$ using the tool of the influence function. In particular, we show that the deviations of an M-estimator can be controlled thanks to its influence function…
This paper continues a series of investigations on converging representations for the Riemann Zeta function. We generalize some identities which involve Riemann's zeta function, and moreover we give new series and integrals for the zeta…
We prove a general convergence result for zeta functions of prehomogeneous vector spaces extending results of H. Saito, F. Sato and Yukie. Our analysis points to certain subspaces which yield boundary terms. We study it further in the setup…
In this paper, we introduce a new general framework, called \emph{perturbed extended $b$-metric spaces}, denoted by $(X,\mathcal{D}_{\zeta},\hbar)$, which extends the classical and extended $b$-metric structures through the inclusion of an…
We re-investigate the asymptotic properties of the traditional OLS (pooled) estimator, $\hat{\beta} _P$, in the context of cluster dependence. The present study considers various scenarios under various restrictions on the cluster sizes and…
We present a framework for performing efficient regression in general metric spaces. Roughly speaking, our regressor predicts the value at a new point by computing a Lipschitz extension --- the smoothest function consistent with the…
Consider a sequence of estimators $\hat \theta_n$ which converges almost surely to $\theta_0$ as the sample size $n$ tends to infinity. Under weak smoothness conditions, we identify the asymptotic limit of the last time $\hat \theta_n$ is…
We present a general approach for proving the optimality of the exponents on weighted estimates. We show that if an operator $T$ satisfies a bound like $$ \|T\|_{L^{p}(w)}\le c\, [w]^{\beta}_{A_p} \qquad w \in A_{p}, $$ then the optimal…
In this research we introduce the Banach space valued $H^p$ spaces with $A_p$ weight, and prove the following results: Let $\mathbb{A}$ and $\mathbb{B}$ Banach spaces, and $T$ be a convolution operator mapping $\mathbb{A}$-valued functions…