Related papers: Multivariate second order Poincar\'e inequalities …
We obtain Stein approximation bounds for stochastic integrals with respect to a Poisson random measure over ${\Bbb R}^d$, $d\geq 2$. This approach relies on third cumulant Edgeworth-type expansions based on derivation operators defined by…
Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In order to establish concentration properties for nonlinear functions $Z(A)$, it is standard to appeal to functional inequalities like Poincar\'e or…
Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bounding the Fortet-Mourier and…
We obtain explicit Berry-Esseen bounds in the Kolmogorov distance for the normal approximation of non-linear functionals of vectors of independent random variables. Our results are based on the use of Stein's method and of random difference…
This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…
We study correlation bounds under pairwise independent distributions for functions with no large Fourier coefficients. Functions in which all Fourier coefficients are bounded by $\delta$ are called $\delta$-{\em uniform}. The search for…
In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a…
Many special functions are solutions of first order linear systems $y_n'(x)=a_n(x)y_n(x)+d_n(x)y_{n-1}(x)$, $y_{n-1}'(x)=b_n(x)y_{n-1}(x)+e_{n}(x)y_n(x)$. We obtain bounds for the ratios $y_n(x)/y_{n-1}(x)$ and the logarithmic derivatives…
We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…
Let $(X,d)$ be a complete, pathwise connected metric measure space with locally Ahlfors $Q$-regular measure $\mu$, where $Q>1$. Suppose that $(X,d,\mu)$ supports a (local) $(1,2)$-Poincar\'e inequality and a suitable curvature lower bound.…
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
This paper studies distributed estimation and inference for a general statistical problem with a convex loss that could be non-differentiable. For the purpose of efficient computation, we restrict ourselves to stochastic first-order…
We study the polynomial approximation of symmetric multivariate functions and of multi-set functions. Specifically, we consider $f(x_1, \dots, x_N)$, where $x_i \in \mathbb{R}^d$, and $f$ is invariant under permutations of its $N$…
In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…
One major obstacle in applications of Stein's method for compound Poisson approximation is the availability of so-called magic factors (bounds on the solution of the Stein equation) with favourable dependence on the parameters of the…
In this paper we study the right differentiability of a parametric infimum function over a parametric set defined by equality constraints. We present a new theorem with sufficient conditions for the right differentiability with respect to…
In this article we obtain concentration inequalities for Poisson $U$-statistics $F_m(f,\eta)$ of order $m\ge 1$ with kernels $f$ under general assumptions on $f$ and the intensity measure $\gamma \Lambda$ of underlying Poisson point process…
This paper is devoted to the multivariate estimation of a vector of Poisson means. A novel loss function that penalises bad estimates of each of the parameters and the sum (or equivalently the mean) of the parameters is introduced. Under…
Consider an unlimited homogeneous medium disturbed by points generated via Poisson process. The neighborhood of a point plays an important role in spatial statistics problems. Here, we obtain analytically the distance statistics to $k$th…
In this note - starting from $d$-dimensional (with $d>1$) fuzzy vectors - we prove Donsker's classical invariance principle. We consider a fuzzy random walk ${S^*_n}=X^*_1+\cdots+X^*_n,$ where $\{X^*_i\}_1^{\infty}$ is a sequence of…