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The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…

Statistics Theory · Mathematics 2010-11-30 S. G. Bobkov , F. Götze

We consider a stationary process (with either discrete or continuous time) and find an adaptive approximating stationary process combining approximation quality and supplementary good properties that can be interpreted as additional…

Probability · Mathematics 2020-02-19 Zakhar Kabluchko , Mikhail Lifshits

We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…

Probability · Mathematics 2013-12-24 Nicolas Privault

The excess entropy of restricted primitive model electrolytes is calculated using a potential based approach through the symmetric Poisson-Boltzmann and the modified Poisson-Boltzmann theories. The theories are utilized in conjunction with…

Statistical Mechanics · Physics 2025-04-01 S. Lamperski , L. B. Bhuiyan , C. W. Outhwaite , R. Gorniak

We analyse a PDE system modelling poromechanical processes (formulated in mixed form using the solid deformation, fluid pressure, and total pressure) interacting with diffusing and reacting solutes in the medium. We investigate the…

We consider an adaptive finite element method with arbitrary but fixed polynomial degree $p \ge 1$, where adaptivity is driven by an edge-based residual error estimator. Based on the modified maximum criterion from [Diening et al, Found.…

Numerical Analysis · Mathematics 2021-01-29 Michael Innerberger , Dirk Praetorius

A method based on optical interferences for measuring optical nonlinearities is presented. In a proof-of-principle experiment, the technique is applied to the experimental determination of the intensity dependence of the photoionization…

Optics · Physics 2013-08-06 F. Billard , P. Béjot , E. Hertz , B. Lavorel , O. Faucher

This paper establishes optimal error estimates in the $L^2$ for the non-symmetric Nitsche method in an unfitted interface finite element setting. Extending our earlier work, we give a complete analysis for the Poisson interface model and,…

Numerical Analysis · Mathematics 2025-10-15 Gang Chen , Chaoran Liu , Yangwen Zhang

We propose a flexible change-point model for inhomogeneous Poisson Processes, which arise naturally from next-generation DNA sequencing, and derive score and generalized likelihood statistics for shifts in intensity functions. We construct…

Applications · Statistics 2012-06-29 Jeremy J. Shen , Nancy R. Zhang

We provide a brief tutorial on the use of concentration inequalities as they apply to system identification of state-space parameters of linear time invariant systems, with a focus on the fully observed setting. We draw upon tools from the…

Optimization and Control · Mathematics 2019-08-30 Nikolai Matni , Stephen Tu

Upper bounds for the probabilities $\mathbb{P}(F\geq \mathbb{E} F + r)$ and $\mathbb{P}(F\leq \mathbb{E} F - r)$ are proved, where $F$ is a certain component count associated with a random geometric graph built over a Poisson point process…

Probability · Mathematics 2016-01-14 Sascha Bachmann

In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…

Probability · Mathematics 2023-04-27 Bar Light

The concentration of radiation-induced point defects in general materials under irradiation is commonly described by the point defect kinetics equations based on rate theory. However, the parametric uncertainty in describing the rate…

Computational Physics · Physics 2024-07-03 Miaomiao Jin , Jilang Miao

We study a linearly transformed particle method for the aggregation equation with smooth or singular interaction forces. For the smooth interaction forces, we provide convergence estimates in $L^1$ and $L^\infty$ norms depending on the…

Numerical Analysis · Mathematics 2015-07-28 Martin Campos Pinto , José A. Carrillo , Frédérique Charles , Young-Pil Choi

We consider the problem of parameter estimation by observations of inhomogeneous Poisson process. It is well-known that if the regularity conditions are fulfilled then the maximum likelihood and Bayesian estimators are consistent,…

Statistics Theory · Mathematics 2009-03-27 Yury A. Kutoyants

We consider the problem of statistical learning for the intensity of a counting process with covariates. In this context, we introduce an empirical risk, and prove risk bounds for the corresponding empirical risk minimizers. Then, we give…

Statistics Theory · Mathematics 2009-09-30 Stéphane Gaïffas , Agathe Guilloux

We first show that the Airy$_1$ process is associated using the association property of the solution to the stochastic heat equation and convergence of the KPZ equation to the KPZ fixed point. Then we apply Newman's inequality to establish…

Probability · Mathematics 2024-12-03 Fei Pu

We study the counting of level crossings for inertial random processes exposed to stochastic resetting events. We develop the general approach of stochastic resetting for inertial processes with sudden changes in the state characterized by…

Statistical Mechanics · Physics 2023-12-22 Miquel Montero , Matteo Palassini , Jaume Masoliver

Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works [Diakonikolas et al., 2021, Lee and Kim,…

Optimization and Control · Mathematics 2023-07-19 Eduard Gorbunov , Adrien Taylor , Samuel Horváth , Gauthier Gidel

Targeted maximum likelihood estimation is a general methodology combining flexible ensemble learning and semiparametric efficiency theory in a two-step procedure for estimation of causal parameters. Proposed targeted maximum likelihood…

Methodology · Statistics 2021-06-22 Helene Charlotte Wiese Rytgaard , Frank Eriksson , Mark van der Laan