Related papers: Improved one-sided deviation inequalities under re…
To provide a comprehensive summary of the tail distribution, the expected shortfall is defined as the average over the tail above (or below) a certain quantile of the distribution. The expected shortfall regression captures the…
We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…
Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems…
Given $d \in \mathbb{N}$, we establish sum-product estimates for finite, non-empty subsets of $\mathbb{R}^d$. This is equivalent to a sum-product result for sets of diagonal matrices. In particular, let $A$ be a finite, non-empty set of $d…
We find best constants in several dilation invariant integral inequalities involving derivatives of functions. Some of these inequalities are new and some were known without best constants. The contents: 1. Estimate for a quadratic form of…
Properties of weighted averages are studied for the general case that the individual measurements are subject to hidden correlations and have asymmetric statistical as well as systematic errors. Explicit expressions are derived for an…
We derive a few extended versions of the Kraft inequality for lossy compression, which pave the way to the derivation of several refinements and extensions of the well known Shannon lower bound in a variety of instances of rate-distortion…
Two special situations where the standard uncertainty product inequality appears to be useless are modified. One such case is noted to also trivialize the recently-introduced alternatives [Phys. Rev. Lett. 113, 260401 (2014); Sci. Rep. 6,…
We propose a new adaptive hypothesis test for inequality (e.g., monotonicity, convexity) and equality (e.g., parametric, semiparametric) restrictions on a structural function in a nonparametric instrumental variables (NPIV) model. Our test…
We establish two new estimates which control a function (after subtracting its average) in $L^1$ by only the $L^1$ norm of its radial derivative. While the interior estimate holds for all superharmonic functions, the boundary version is…
In this paper, new improvement of celebrated H\"older inequality by means of isotonic linear functionals is established. An important feature of the new inequality obtained in here is that many existing inequalities related to the H\"older…
We study the estimation capacity of the generalized Lasso, i.e., least squares minimization combined with a (convex) structural constraint. While Lasso-type estimators were originally designed for noisy linear regression problems, it has…
We study the notion of reverse hypercontractivity. We show that reverse hypercontractive inequalities are implied by standard hypercontractive inequalities as well as by the modified log-Sobolev inequality. Our proof is based on a new…
We show that a recent interpolative new proof of the Bohnenblust--Hille inequality, when suitably handled, recovers its best known constants. This seems to be unexpectedly surprising since the known interpolative approaches only provide…
We investigate how basic probability inequalities can be extended to an imprecise framework, where (precise) probabilities and expectations are replaced by imprecise probabilities and lower/upper previsions. We focus on inequalities giving…
We construct a Banach rearrangement invariant norm on the measurable space for which the finiteness of this norm for measurable function (random variable) is equivalent to suitable tail (heavy tail and light tail) behavior. We investigate…
We improve the classical discrete Hardy inequality for $ 1<p<\infty $ for functions on the natural numbers. For integer values of $ p $ the Hardy weight is an absolutely monotonic function.
A modular method was suggested before to recover a band limited signal from the sample and hold and linearly interpolated (or, in general, an nth-order-hold) version of the regular samples. In this paper a novel approach for compensating…
The purpose of this letter is to improve Hoeffding's lemma and consequently Hoeffding's tail bounds. The improvement pertains to left skewed zero mean random variables $X\in[a,b]$, where $a<0$ and $-a>b$. The proof of Hoeffding's improved…
In this article we present some new comparisons between the Heinz and Heron operator means, which improve some recent results known from the literature. We derive some refinements of these inequalities for unitarily invariant norms with the…