Related papers: QuickSort: Improved right-tail asymptotics for the…

This note extends the results of classical parametric statistics like Fisher and Wilks theorem to modern setups with a high or infinite parameter dimension, limited sample size, and possible model misspecification. We consider a special…

Recently, Aum\"uller and Dietzfelbinger proposed a version of a dual-pivot quicksort, called "Count", which is optimal among dual-pivot versions with respect to the average number of key comparisons required. In this note we provide further…

We revisit the estimation of the extreme value index for randomly censored data from a heavy tailed distribution. We introduce a new class of estimators which encompasses earlier proposals given in Worms and Worms (2014) and Beirlant et al.…

We study fundamental limits of first-order stochastic optimization in a range of nonconvex settings, including L-smooth functions satisfying Quasar-Convexity (QC), Quadratic Growth (QG), and Restricted Secant Inequalities (RSI). While the…

The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…

We consider the asymptotics of various estimators based on a large sample of branching trees from a critical multi-type Galton-Watson process, as the sample size increases to infinity. The asymptotics of additive functions of trees, such as…

Recent studies have provided both empirical and theoretical evidence illustrating that heavy tails can emerge in stochastic gradient descent (SGD) in various scenarios. Such heavy tails potentially result in iterates with diverging…

Given a non-negative random variable $W$ and $\theta>0$, let the generalized Dickman transformation map the distribution of $W$ to that of $$ W^*=_d U^{1/\theta}(W+1), $$ where $U \sim {\cal U}[0,1]$, a uniformly distributed variable on the…

We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which…

In this paper, we derive non-asymptotic achievability and converse bounds on the random number generation with/without side-information. Our bounds are efficiently computable in the sense that the computational complexity does not depend on…

We give a simple proof of a well-known theorem of G\'al and of the recent related results of Aistleitner, Berkes and Seip [1] regarding the size of GCD sums. In fact, our method obtains the asymptotically sharp constant in G\'al's theorem,…

Let $X$ be the number of $k$-term arithmetic progressions contained in the $p$-biased random subset of the first $N$ positive integers. We give asymptotically sharp estimates on the logarithmic upper-tail probability $\log \Pr(X \ge E[X] +…

We analyze the stationary tail of a fixed-point equation arising in branching processes with state-independent immigration, when both immigration and offspring distributions have heavy tails with boundary index one. We prove that \[ P(X >…

In this paper, I present a completely new type of upper and lower bounds on the right-tail probabilities of continuous random variables with unbounded support and with semi-bounded support from the left. The presented upper and lower…

We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…

This paper presents a saddlepoint approximation of the random-coding union bound of Polyanskiy et al. for i.i.d. random coding over discrete memoryless channels. The approximation is single-letter, and can thus be computed efficiently.…

In this paper, we study the asymptotic behaviour of the product tail probability $ \mathbb{P}(\xi_1\cdots\xi_N \geqslant n), $ where $\{\xi_1,\ldots,\xi_N\}$ is a finite collection of independent Poisson random variables with positive…

We derive an asymptotic lower bound on the Shannon entropy $H$ of sums of $N$ arbitrary iid discrete random variables. The derived bound $H \geq \frac{r(X)}{2}\log(N) + {\it cst}$ is given in terms of the incommensurability rank $r(X)$ of…

Recently Liu and Wang derived the likelihood ratio test (LRT) statistic and its asymptotic distribution for testing equality of two multinomial distributions vs. the alternative that the second distribution is larger in terms of increasing…

Let $S_k(N)$ denote the space of cusp forms of even integer weight $k$ and level $N$. We prove an asymptotic for the Petersson trace formula for $S_k(N)$ under an appropriate condition. Using the non-vanishing of a Kloosterman sum involved…