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There is growing interest in developing statistical estimators that achieve exponential concentration around a population target even when the data distribution has heavier than exponential tails. More recent activity has focused on…
We analyze the landscape of general smooth Gaussian functions on the sphere in dimension $N$, when $N$ is large. We give an explicit formula for the asymptotic complexity of the mean number of critical points of finite and diverging index…
Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…
We consider Ewens random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$ and to study the asymptotic behaviour as $n\to\infty$. We obtain very precise information on the joint distribution of…
The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…
We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…
Recently, Auffinger, Ben Arous, and \v{C}ern\'y initiated the study of critical points of the Hamiltonian in the spherical pure $p$-spin spin glass model, and established connections between those and several notions from the physics…
In this paper, we analyze the asymptotic behavior of the main characteristics of the mean-variance efficient frontier employing random matrix theory. Our particular interest covers the case when the dimension $p$ and the sample size $n$…
We consider logics with truth values in the unit interval $[0,1]$. Such logics are used to define queries and to define probability distributions. In this context the notion of almost sure equivalence of formulas is generalized to the…
We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…
We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed ($i.i.d.$) misspecified models. More specifically, we study the concentration of the posterior distribution on…
We treat the problem of estimation of orientation parameters whose values are invariant to transformations from a spherical symmetry group. Previous work has shown that any such group-invariant distribution must satisfy a restricted finite…
Association models for a pair of random elements $X$ and $Y$ (e.g., vectors) are considered which specify the odds ratio function up to an unknown parameter $\bolds\theta$. These models are shown to be semiparametric in the sense that they…
Let $X$ be an orientable hyperbolic surface of genus $g\geq 2$ with a marked point $o$, and let $\Gamma$ be an orientable hyperbolic surface group isomorphic to $\pi_{1}(X,o)$. Consider the space $\text{Hom}(\Gamma,S_{n})$ which corresponds…
During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity…
This work has two main purposes. On the one side we investigate in this work a question of H. Esnault on congruence formula in a construction of H. Esnault and C. Xu for the number of rational points on the closed fiber of a singular model…
A random spherical polytope $P_n$ in a spherically convex set $K \subset S^d$ as considered here is the spherical convex hull of $n$ independent, uniformly distributed random points in $K$. The behaviour of $P_n$ for a spherically convex…
In this paper we consider the problem of uniformity testing with limited memory. We observe a sequence of independent identically distributed random variables drawn from a distribution $p$ over $[n]$, which is either uniform or is…
We study the first and second orders of the asymptotic expansion, as the dimension goes to infinity, of the moments of the Hilbert-Schmidt norm of a uniformly distributed matrix in the p-Schatten unit ball. We consider the case of matrices…
It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any uniform sampling rate leads to biased and inconsistent spectrum…