Related papers: Rough I-statistical convergence of double sequence
In this paper ideas of different types of convergence of a sequence of random variables in probability, namely, statistical convergence of order $\alpha$ in probability, strong $p$-Ces$\grave{\mbox{a}}$ro summability of order $\alpha$ in…
Proximal point algorithm has found many applications, and it has been playing fundamental roles in the understanding, design, and analysis of many first-order methods. In this paper, we derive the tight convergence rate in subgradient norm…
We adopt an empirical approach to the characterization of the distribution of twin primes within the set of primes, rather than in the set of all natural numbers. The occurrences of twin primes in any finite sequence of primes are like…
The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid…
We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…
The concept of Soft set theory was introduced by Molodtsov in the study [8]. Soft real numbers and properties were introduced inthe study [6] and soft normed space was defined in [11]. In this study, firstly we obtain a soft normed space by…
The iterative proportional fitting procedure (IPFP) was introduced formally by Deming and Stephan in 1940. For bivariate densities, this procedure has been investigated by Kullback and R\"{u}schendorf. It is well known that the IPFP is a…
Rank-based statistical metrics, such as the invariant statistical loss (ISL), have recently emerged as robust and practically effective tools for training implicit generative models. In this work, we introduce dual-ISL, a novel…
In this brief paper we find computable exponential convergence rates for a large class of stochastically ordered Markov processes. We extend the result of Lund, Meyn, and Tweedie (1996), who found exponential convergence rates for…
In their thought-provoking paper [1], Belkin et al. illustrate and discuss the shape of risk curves in the context of modern high-complexity learners. Given a fixed training sample size $n$, such curves show the risk of a learner as a…
We discuss some old results due to Abel and Olivier concerning the convergence of positive series and prove a set of necessary conditions involving convergence in density.
We study a localized notion of uniform convergence known as an "optimistic rate" (Panchenko 2002; Srebro et al. 2010) for linear regression with Gaussian data. Our refined analysis avoids the hidden constant and logarithmic factor in…
Importance sampling (IS) is a technique that enables statistical estimation of output performance at multiple input distributions from a single nominal input distribution. IS is commonly used in Monte Carlo simulation for variance reduction…
We establish a simultaneous generalization of It\^o's theory of stochastic and Lyons' theory of rough differential equations. The interest in such a unification comes from a variety of applications, including pathwise stochastic filtering,…
Rough Set Theory (RST), first introduced by Pawlak in 1982, is an approach for dealing with information systems where knowledge is uncertain or incomplete.\cite{Pawlak} It is of fundamental importance in many subfields of artificial…
The first aim of this paper is to establish the weak convergence rate of nonlinear two-time-scale stochastic approximation algorithms. Its second aim is to introduce the averaging principle in the context of two-time-scale stochastic…
This paper is concerned with the study of constrained statistical learning problems, the unconstrained version of which are at the core of virtually all of modern information processing. Accounting for constraints, however, is paramount to…
In Part I of this article (Banerjee and Kuchibhotla (2023)), we have introduced a new method to bound the difference in expectations of an average of independent random vector and the limiting Gaussian random vector using level sets. In the…
We consider linear regression problems with a varying number of random projections, where we provably exhibit a double descent curve for a fixed prediction problem, with a high-dimensional analysis based on random matrix theory. We first…
Normal numbers were introduced by Borel and later proven to be a weak notion of algorithmic randomness. We introduce here a natural relativization of normality based on generalized number representation systems. We explore the concepts of…