Related papers: Translation-invariant probability measures on enti…
We study projective functions. We prove that projective functions generalise lower and upper-semianalytic ones while being stable by composition and difference. We show that the class of projective functions is closed under sums,…
We prove that every nonnegative continuous real-valued function on a given compact metric space is the uniform limit of some increasing sequence of nonnegative simple functions being linear combinations of indicators of open sets; here the…
Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…
We studied topological and metric properties of the so-called interval translation maps (ITMs). For these maps, we introduced the maximal invariant measure and study its properties. Further, we study how the invariant measures depend on the…
We study the existence of global implicit functions for equations defined on open subsets of Banach spaces. The partial derivative with respect to the second variable is only required to have a left inverse instead of being invertible.…
In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…
For continuous maps on a compact manifold M, particularly for those that do not preserve the Lebesgue measure m, we define the observable invariant probability measures as a generalization of the physical measures. We prove that any…
Let $\mu$ be a measure on the Euclidean space $\R^d$ of unbounded total variation that is positive or translation bounded and has a pure point Fourier transform in the sense of distributions $\hat\mu$. We prove that the measure $\nu$ with…
We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…
Let $(X,{\mathcal A},\mu)$ be a probability space and let $S\colon X\to X$ be a measurable transformation. Motivated by the paper of K. Nikodem [Czechoslovak Math. J. 41(116) (4) (1991) 565--569], we concentrate on a functional equation…
Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…
The wave-function-matching (WFM) technique for first-principles transport-property calculations was modified by S\o{}rensen {\it et al.} so as to exclude rapidly decreasing evanescent waves [S\o{}rensen {\it et al.}, Phys. Rev. B {\bf 77},…
In this paper, we develop a general theory of truncated inverse binomial sampling. In this theory, the fixed-size sampling and inverse binomial sampling are accommodated as special cases. In particular, the classical Chernoff-Hoeffding…
We study the approximation of functions which are invariant with respect to certain permutations of the input indices using flow maps of dynamical systems. Such invariant functions includes the much studied translation-invariant ones…
In this paper we extend the refined second-order Poincar\'e inequality for Poisson functionals from a one-dimensional to a multi-dimensional setting. Its proof is based on a multivariate version of the Malliavin-Stein method for normal…
In this note we consider the stability of posterior measures occuring in Bayesian inference w.r.t. perturbations of the prior measure and the log-likelihood function. This extends the well-posedness analysis of Bayesian inverse problems. In…
We describe mean value estimates for exponential sums of degree exceeding 2 that approach those conjectured to be best possible. The vehicle for this recent progress is the efficient congruencing method, which iteratively exploits the…
Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…
We investigate the asymptotic behavior of parametric Bayes estimators under a broad class of loss functions that extend beyond the classical translation-invariant setting. To this end, we develop a unified theoretical framework for loss…
We prove the existence of entire functions that achieve universal approximations on certain countable sequences of translation operators .