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Multivariate sign functions are often used for robust estimation and inference. We propose using data dependent weights in association with such functions. The proposed weighted sign functions retain desirable robustness properties, while…

Methodology · Statistics 2022-06-22 Subhabrata Majumdar , Snigdhansu Chatterjee

In this paper we address the problem of estimating the operator norm of the embeddings between multidimensional weighted Paley-Wiener spaces. These can be equivalently thought as Fourier uncertainty principles for bandlimited functions. By…

We consider homogeneous singular kernels, whose angular part is bounded, but need not have any continuity. For the norm of the corresponding singular integral operators on the weighted space $L^2(w)$, we obtain a bound that is quadratic in…

Classical Analysis and ODEs · Mathematics 2015-10-21 Tuomas P. Hytönen , L. Roncal , Olli Tapiola

We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…

Analysis of PDEs · Mathematics 2010-09-16 Pascal Auscher , Andreas Axelsson

We give a simple proof of the Sawyer type characterization of the two weigh estimate for positive dyadic operators (also known as the bilinear embedding theorem).

Classical Analysis and ODEs · Mathematics 2012-10-10 Sergei Treil

We study the problem of minimizing the average of a very large number of smooth functions, which is of key importance in training supervised learning models. One of the most celebrated methods in this context is the SAGA algorithm. Despite…

Machine Learning · Computer Science 2019-01-28 Xu Qian , Zheng Qu , Peter Richtárik

We propose novel smooth approximations to the classical rounding function, suitable for differentiable optimization and machine learning applications. Our constructions are based on two approaches: (1) localized sigmoid window functions…

Machine Learning · Computer Science 2025-04-29 Stanislav Semenov

Estimation of a regression function from independent and identically distributed data is considered. The $L_2$ error with integration with respect to the distribution of the predictor variable is used as the error criterion. The rate of…

Statistics Theory · Mathematics 2021-07-21 Michael Kohler , Sophie Langer , Ulrich Reif

Sharp quadrature formulas for integrals of complex rational functions on circles, real axis and its segments are obtained. We also find sharp quadrature formulas for calculation of $L_2$-norms of rational functions on such sets. Basing on…

Classical Analysis and ODEs · Mathematics 2015-03-24 V. I. Danchenko , L. A. Semin

We estimate the mean square of a short exponential sum involving Fourier coefficients of a cusp form with a linear twist, a smooth weight function, and a relatively short averaging interval.

Number Theory · Mathematics 2014-07-15 Anne-Maria Ernvall-Hytönen

The paper revisits the classical problem of evaluating $f(A)$ for a real function $f$ and a matrix $A$ with real spectrum. The evaluation is based on expanding $f$ in Chebyshev polynomials, and the focus of the paper is to study the…

Numerical Analysis · Mathematics 2018-12-27 Nir Sharon , Yoel Shkolnisky

For a general dyadic grid, we give a Calder\'{o}n-Zygmund type decomposition, which is the principle fact about the multilinear maximal function $\mathfrak{M}$ on the upper half-spaces. Using the decomposition, we study the boundedness of…

Analysis of PDEs · Mathematics 2018-08-28 Wei Chen , Chunxiang Zhu

We consider a second-order selfadjoint elliptic operator with an anisotropic diffusion matrix having a jump across a smooth hypersurface. We prove the existence of a weight-function such that a Carleman estimate holds true. We moreover…

Analysis of PDEs · Mathematics 2016-01-20 Jérôme Le Rousseau , Nicolas Lerner

Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…

Data Structures and Algorithms · Computer Science 2019-08-07 Prasad Raghavendra , Tselil Schramm , David Steurer

In this paper we consider the problem on estimates for Mittag-Leffler functions with the smooth phase functions of two variables having singularities of type $D_{\infty} $, $D_{4}^{\pm}$ and $A_{r}$. The generalisation is that we replace…

Classical Analysis and ODEs · Mathematics 2022-05-27 Akbar R. Safarov

The variance--covariance matrix plays a central role in the inferential theories of high-dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many…

Methodology · Statistics 2012-03-15 Jianqing Fan , Yuan Liao , Martina Mincheva

A representation for the sharp coefficient in a pointwise estimate for the gradient of a generalized Poisson integral of a function $f$ on ${\mathbb R}^{n-1}$ is obtained under the assumption that $f$ belongs to $L^p$. It is assumed that…

Analysis of PDEs · Mathematics 2017-09-12 Gershon Kresin , Vladimir Maz'ya

We prove that the operator norm on weighted Lebesgue space L2(w) of the commutators of the Hilbert, Riesz and Beurling transforms with a BMO function b depends quadratically on the A2-characteristic of the weight, as opposed to the linear…

Functional Analysis · Mathematics 2010-01-06 Daewon Chung

When the experimental objective is expressed by a set of estimable functions, and any eigenvalue-based optimality criterion is selected, we prove the equivalence of the recently introduced weighted optimality and the 'standard' optimality…

Statistics Theory · Mathematics 2016-10-21 Samuel Rosa

We study the matrix completion problem when the observation pattern is deterministic and possibly non-uniform. We propose a simple and efficient debiased projection scheme for recovery from noisy observations and analyze the error under a…

Information Theory · Computer Science 2019-10-31 Simon Foucart , Deanna Needell , Reese Pathak , Yaniv Plan , Mary Wootters
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