Related papers: Extending means to several variables

This paper proposes general methods for the problem of multiple testing of a single hypothesis, with a standard goal of combining a number of p-values without making any assumptions about their dependence structure. An old result by…

We investigate the simultaneous estimation of $n$ not necessarily identical unitary channels using multi-partite entanglement. We examine whether it is possible for the rate at which the mean square error decreases to be greater than that…

Using the renewal approach we prove Bernstein-like inequalities for additive functionals of geometrically ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The coefficient in the…

When estimating causal effects using observational data, it is desirable to replicate a randomized experiment as closely as possible by obtaining treated and control groups with similar covariate distributions. This goal can often be…

We introduce a linear-scaling stochastic method to compute real-space maps of any positive local spectral operator in a tight-binding model. By employing positive-definite estimators, the sampling error at each site can be rigorously…

We provide results demonstrating the smoothness of some marginal log-linear parameterizations for distributions on multi-way contingency tables. First we give an analytical relationship between log-linear parameters defined within different…

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

This paper presents an approach for obtaining approximate solutions to quasi-variational inequalities in a real Hilbert space by modifying Tseng's scheme, which was originally designed for variational inequalities. The study explores the…

Studies often estimate associations between an outcome and multiple variates. For example, studies of diagnostic test accuracy estimate sensitivity and specificity, and studies of predictive and prognostic factors typically estimate…

We establish an equivalence-singularity dichotomy for a large class of one-dimensional Markov measures. Our approach is new in that we deal with one-sided and two-sided chains simultaneously, and in that we do not appeal to any 0-1 law. In…

It is known that if $M,\,N$ are continuous two-variable means such that $|M(x,y)-N(x,y)| < |x-y|$ for every $x,\ y$ with $x\ne y$, then there exists a unique invariant mean (which is continuous too). We are looking for invariant means for…

The purpose of this note is to survey a methodology to solve systems of polynomial equations and inequalities. The techniques we discuss use the algebra of multivariate polynomials with coefficients over a field to create large-scale linear…

In this paper, we study the summability properties of double sequences of real constants which map sequences of random variables to sequences of random variables that are defined on the same probability sample space. We show that a regular…

To quantify the entanglement of bipartite systems in terms of some entanglement measure is a challenging problem in general, and it is much worse when the information about the system is less. In this manuscript, based on two classes of…

You measure the value of a quantity x for a number of systems (cells, molecules, people, chunks of metal, DNA vectors, etc.). You repeat the whole set of measures in different occasions or assays, which you try to design as equal to one…

It is shown that the the popular least squares method of option pricing converges even under very general assumptions. This substantially increases the freedom of creating different implementations of the method, with varying levels of…

Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty. The method…

The quasi likelihood analysis is generalized to the partial quasi likelihood analysis. Limit theorems for the quasi likelihood estimators, especially the quasi Bayesian estimator, are derived in the situation where existence of a slow…

We develop estimation and inference methods for a stylized macroeconomic model with potentially multiple behavioural equilibria, where agents form expectations using a constant-gain learning rule. We first show geometric ergodicity of the…

We introduce an alternative to the method of matched asymptotic expansions. In the "traditional" implementation, approximate solutions, valid in different (but overlapping) regions are matched by using "intermediate" variables. Here we…