Related papers: On consistency and inconsistency of nonparametric …
The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…
Black-box variational inference is widely used in situations where there is no proof that its stochastic optimization succeeds. We suggest this is due to a theoretical gap in existing stochastic optimization proofs: namely the challenge of…
We clarify the existence of two different types of truncations of the field content in a theory, the consistency of each type being achieved by different means. A proof is given of the conditions to have a consistent truncation in the case…
The stability bounds and error estimates for a compact higher order Numerov-Crank-Nicolson scheme on non-uniform space meshes for the 1D time-dependent Schr\"odinger equation have been recently derived. This analysis has been done in $L^2$…
The consistency of posterior distributions in density estimation is at the core of Bayesian statistical theory. Classical work established sufficient conditions, typically combining KL support with complexity bounds on sieves of high prior…
We study the problem of closeness testing for continuous distributions and its implications for causal discovery. Specifically, we analyze the sample complexity of distinguishing whether two multidimensional continuous distributions are…
We consider the problem of testing the parametric form of the volatility for high frequency data. It is demonstrated that in the presence of microstructure noise commonly used tests do not keep the preassigned level and are inconsistent.…
We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…
Nonparametric detection of existence of an anomalous structure over a network is investigated. Nodes corresponding to the anomalous structure (if one exists) receive samples generated by a distribution q, which is different from a…
We introduce a continuous analog of the Fourier ratio for compactly supported Borel measures. For a measure \(\mu\) on \(\mathbb{R}^d\) and \(f\in L^2(\mu)\), the Fourier ratio compares \(L^1\) and \(L^2\) norms of a regularized Fourier…
We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set $K \subset \mathbb{R}^d$ that is based on the maximal spacing generated by i.i.d. points $X_1, \ldots,X_n$ in $K$, i.e., the volume…
In this paper, conditional stability estimates are derived for unique continuation and Cauchy problems associated to the Poisson equation in ultra-weak variational form. Numerical approximations are obtained as minima of regularized least…
Tests of the stability of nature's fundamental constants are one of the cornerstones of the ongoing search for the new physics which is required to explain the recent acceleration of the universe. The two main settings for these tests are…
Given a finite-valued sample $X_1,...,X_n$ we wish to test whether it was generated by a stationary ergodic process belonging to a family $H_0$, or it was generated by a stationary ergodic process outside $H_0$. We require the Type I error…
Theoretical results for importance sampling rely on the existence of certain moments of the importance weights, which are the ratios between the proposal and target densities. In particular, a finite variance ensures square root convergence…
We investigate Bernstein-von Mises theorems for adaptive nonparametric Bayesian procedures in the canonical Gaussian white noise model. We consider both a Hilbert space and multiscale setting with applications in $L^2$ and $L^\infty$…
We study a class of hypothesis testing problems in which, upon observing the realization of an $n$-dimensional Gaussian vector, one has to decide whether the vector was drawn from a standard normal distribution or, alternatively, whether…
We show that if a numerical method is posed as a sequence of operators acting on data and depending on a parameter, typically a measure of the size of discretization, then consistency, convergence and stability can be related by a…
Theoretical developments on cross validation (CV) have mainly focused on selecting one among a list of finite-dimensional models (e.g., subset or order selection in linear regression) or selecting a smoothing parameter (e.g., bandwidth for…
We investigate an economical explanation for the $(g-2)_\mu$ anomaly with a neutral vector boson from a spontaneously broken $\mathrm{U}(1)_X$ gauge symmetry. The Standard Model fermion content is minimally extended by 3 right-handed…