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The article starts with generalizations of some classical results and new truncation error upper bounds in the sampling theorem for bandlimited stochastic processes. Then, it investigates $L_p([0,T])$ and uniform approximations of…

Probability · Mathematics 2016-06-06 Yuriy Kozachenko , Andriy Olenko

We study the problem of estimating the parameters of a Gaussian distribution when samples are only shown if they fall in some (unknown) subset $S \subseteq \R^d$. This core problem in truncated statistics has long history going back to…

Statistics Theory · Mathematics 2019-08-06 Vasilis Kontonis , Christos Tzamos , Manolis Zampetakis

Universal (pointwise uniform and time shifted) truncation error upper bounds are presented in Whittaker--Kotel'nikov--Shannon (WKS) sampling restoration sum for Bernstein function class $B_{\pi,d}^q\,,\ q \ge 1,$ $d\in \mathbb N\,,$ when…

Information Theory · Computer Science 2013-07-15 Andriy Olenko , Tibor K. Pogány

Universal (pointwise uniform and time shifted) truncation error upper bounds are presented for the Whittaker--Kotel'nikov--Shannon (WKS) sampling restoration sum for Bernstein function classes $B_{\pi,d}^q,\, q>1,\, d\in \mathbb N$, when…

Information Theory · Computer Science 2013-07-15 Andriy Olenko , Tibor K. Pogány

We consider the problem of reconstructing a wide sense stationary band-limited process from its local averages taken either at the Nyquist rate or above. As a result, we obtain a sufficient condition under which average sampling expansions…

Information Theory · Computer Science 2012-11-29 Gilles Faÿ , Sinuk Kang

Advances of information-theoretic understanding of sparse sampling of continuous uncoded signals at sampling rates exceeding the Landau rate were reported in recent works. This work examines sparse sampling of coded signals at sub-Landau…

Information Theory · Computer Science 2013-03-04 Michael Peleg , Shlomo Shamai

The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…

Probability · Mathematics 2020-01-03 Marina Riabiz , Tohid Ardeshiri , Ioannis Kontoyiannis , Simon Godsill

We consider the reconstruction of a bandlimited function from its finite localized sample data. Truncating the classical Shannon sampling series results in an unsatisfactory convergence rate due to the slow decay of the sinc function. To…

Numerical Analysis · Mathematics 2018-11-07 Rongrong Lin

Recently efforts have been made to use generalized sinc functions to perfectly reconstruct various kinds of non-bandlimited signals. As a consequence, perfect reconstruction sampling formulas have been established using such generalized…

Information Theory · Computer Science 2012-12-18 Youfa Li , Qiuhui Chen , Tao Qian , Yi Wang

We characterize the fundamental limits of high-dimensional mean testing under arbitrary truncation, where samples are drawn from the conditional distribution $P(\cdot \mid S)$ for an unknown truncation set $S$ that may hide up to an…

Machine Learning · Statistics 2026-05-05 Yuhao Wang , Roberto Imbuzeiro Oliveira , Themis Gouleakis

Most existing bounds for signal reconstruction from compressive measurements make the assumption of additive signal-independent noise. However in many compressive imaging systems, the noise statistics are more accurately represented by…

Information Theory · Computer Science 2018-02-13 Deepak Garg , Pakshal Bohra , Karthik S. Gurumoorthy , Ajit Rajwade

Stochastic processes are often represented through orthonormal series expansions, a framework originating in the classical works of Lo\`eve and Karhunen and widely used for simulation and numerical approximation. While truncation error in…

Statistics Theory · Mathematics 2026-03-30 Oleksandr Mokliachuk

We derive new and improved non-asymptotic deviation inequalities for the sample average approximation (SAA) of an optimization problem. Our results give strong error probability bounds that are "sub-Gaussian"~even when the randomness of the…

Optimization and Control · Mathematics 2022-03-28 Roberto I. Oliveira , Philip Thompson

Evaluating the statistical dimension is a common tool to determine the asymptotic phase transition in compressed sensing problems with Gaussian ensemble. Unfortunately, the exact evaluation of the statistical dimension is very difficult and…

Information Theory · Computer Science 2019-06-06 Sajad Daei , Farzan Haddadi , Arash Amini , Martin Lotz

This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…

Systems and Control · Computer Science 2016-06-08 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

A rigorous convergence analysis of the Strang splitting algorithm with a discontinuous Galerkin approximation in space for the Vlasov--Poisson equations is provided. It is shown that under suitable assumptions the error is of order…

Numerical Analysis · Mathematics 2014-05-22 Lukas Einkemmer , Alexander Ostermann

One aspect of Poisson approximation is that the support of the random variable of interest is often finite while the support of the Poisson distribution is not. In this paper we will remedy this by examining truncated negative binomial (of…

Probability · Mathematics 2017-05-02 H. L. Gan

The Shannon sampling theorem for bandlimited wide sense stationary random processes was established in 1957, which and its extensions to various random processes have been widely studied since then. However, truncation of the Shannon series…

Functional Analysis · Mathematics 2014-01-21 Wenjian Chen , Haizhang Zhang

We study the problem of estimating the mean of an identity covariance Gaussian in the truncated setting, in the regime when the truncation set comes from a low-complexity family $\mathcal{C}$ of sets. Specifically, for a fixed but unknown…

Data Structures and Algorithms · Computer Science 2024-03-05 Ilias Diakonikolas , Daniel M. Kane , Thanasis Pittas , Nikos Zarifis

To facilitate the numerical analysis of particle methods, we derive truncation error estimates for the approximate operators in a generalized particle method. Here, a generalized particle method is defined as a meshfree numerical method…

Numerical Analysis · Mathematics 2019-07-09 Yusuke Imoto
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