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Related papers: Extremal Distributions of Discrepancy functions

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The main aim of this note, which can be viewed as a certain addendum to the paper \cite{2020}, is to propose several new inequalities for the function $y=t\ln t.$ We consider the local behaviour of this function near the point $t=1,$ as…

General Mathematics · Mathematics 2019-12-04 Marko Kostić

Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. We pay special attention to the case of trigonometric polynomials with frequencies from an arbitrary finite set…

Numerical Analysis · Mathematics 2021-12-14 Boris Kashin , Sergei Konyagin , Vladimir Temlyakov

Discrepancy measures between probability distributions are at the core of statistical inference and machine learning. In many applications, distributions of interest are supported on different spaces, and yet a meaningful correspondence…

Machine Learning · Computer Science 2021-11-23 Zhengxin Zhang , Youssef Mroueh , Ziv Goldfeld , Bharath K. Sriperumbudur

We study the dispersion of a point set, a notion closely related to the discrepancy. Given a real $r\in (0,1)$ and an integer $d\geq 2$, let $N(r,d)$ denote the minimum number of points inside the $d$-dimensional unit cube $[0,1]^d$ such…

Computational Geometry · Computer Science 2017-11-16 Jakub Sosnovec

We show how to achieve the notion of "multicalibration" from H\'ebert-Johnson et al. [2018] not just for means, but also for variances and other higher moments. Informally, it means that we can find regression functions which, given a data…

Machine Learning · Computer Science 2020-08-19 Christopher Jung , Changhwa Lee , Mallesh M. Pai , Aaron Roth , Rakesh Vohra

We investigate the discrepancy principle for choosing smoothing parameters for kernel density estimation. The method is based on the distance between the empirical and estimated distribution functions. We prove some new positive and…

Statistics Theory · Mathematics 2015-03-19 Thoralf Mildenberger

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we…

Methodology · Statistics 2019-06-17 Francois-Xavier Briol , Alessandro Barp , Andrew B. Duncan , Mark Girolami

We consider the set of finite sequences of length n over a finite or countable alphabet C. We consider the function which associate each given sequence with the size of the maximum overlap with a (shifted) copy of itself. We compute the…

Probability · Mathematics 2011-10-28 Miguel Abadi , Rodrigo Lambert

We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-driven smoothing tool for estimation of a probability…

Statistics Theory · Mathematics 2020-09-07 Natalia M. Markovich , Igor V. Rodionov

An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…

Other Statistics · Statistics 2018-03-05 Hien D. Nguyen , Geoffrey J. McLachlan

This paper studies the Hardy-type inequalities on the discrete intervals. The first result is the variational formulas of the optimal constants. Using these formulas, one may obtain an approximating procedure and the known basic estimates…

Functional Analysis · Mathematics 2014-06-24 Zhong-Wei Liao

In functional analysis, there are different notions of limit for a bounded sequence of $L^1$ functions. Besides the pointwise limit, that does not always exist, the behaviour of a bounded sequence of $L^1$ functions can be described in…

Functional Analysis · Mathematics 2021-04-13 Emanuele Bottazzi

With the recently rapid development in deep learning, deep neural networks have been widely adopted in many real-life applications. However, deep neural networks are also known to have very little control over its uncertainty for unseen…

Machine Learning · Computer Science 2019-04-23 Wenhu Chen , Yilin Shen , Hongxia Jin , William Wang

Supplement 1 to GUM (GUM-S1) recommends the use of maximum entropy principle (MaxEnt) in determining the probability distribution of a quantity having specified properties, e.g., specified central moments. When we only know the mean value…

Data Analysis, Statistics and Probability · Physics 2012-07-20 Stefano Olivares , Matteo G. A. Paris

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Statistical Mechanics · Physics 2022-05-31 Hila Katznelson , Saar Rahav

Most classification models can be considered as the process of matching templates. However, when intra-class uncertainty/variability is not considered, especially for datasets containing unbalanced classes, this may lead to classification…

Computer Vision and Pattern Recognition · Computer Science 2021-04-13 He Zhu , Shan Yu

It is well-known that entire functions whose spectrum belongs to a fixed bounded set $S$ admit real uniformly discrete uniqueness sets $\Lambda$. We show that the same is true for much wider spaces of continuous functions. In particular,…

Classical Analysis and ODEs · Mathematics 2017-09-13 Alexander Olevskii , Alexander Ulanovskii

The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality…

Information Theory · Computer Science 2018-12-05 Michael Fauss , Abdelhak M. Zoubir

A simple proof of the convergence of the variational regularization, with the regularization parameter, chosen by the discrepancy principle, is given for linear operators under suitable assumptions. It is shown that the discrepancy…

Mathematical Physics · Physics 2007-05-23 A. G. Ramm

Let E be an elliptic curve defined over a number field k. In this paper, we define the ``global discrepancy'' of a finite set Z of algebraic points on E which in a precise sense measures how far the set is from being adelically…

Number Theory · Mathematics 2007-05-23 Matthew Baker , Clayton Petsche