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We develop asymptotic theory for weighted likelihood estimators (WLE) under two-phase stratified sampling without replacement. We also consider several variants of WLEs involving estimated weights and calibration. A set of empirical process…

Statistics Theory · Mathematics 2013-04-09 Takumi Saegusa , Jon A. Wellner

In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…

Probability · Mathematics 2012-02-09 Alexander Goldenshluger , Oleg Lepski

A useful heuristic in the understanding of large random combinatorial structures is the Arratia-Tavare principle, which describes an approximation to the joint distribution of component-sizes using independent random variables. The…

Combinatorics · Mathematics 2016-10-26 Stephen DeSalvo , Georg Menz

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang

This paper develops a theory of distribution- and time-uniform asymptotics, culminating in the first large-sample anytime-valid inference procedures that are shown to be uniformly valid in a rich class of distributions. Historically,…

Statistics Theory · Mathematics 2026-01-16 Ian Waudby-Smith , Edward H. Kennedy , Aaditya Ramdas

We incorporate into the empirical measure the auxiliary information given by a finite collection of expectation in an optimal information geometry way. This allows to unify several methods exploiting a side information and to uniquely…

Statistics Theory · Mathematics 2021-07-02 Sofiane Arradi-Alaoui

In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…

Probability · Mathematics 2020-08-06 Timothy Fortune , Magda Peligrad , Hailin Sang

A classical limit theorem of stochastic process theory concerns the sample cumulative distribution function (CDF) from independent random variables. If the variables are uniformly distributed then these centered CDFs converge in a suitable…

Statistics Theory · Mathematics 2007-06-13 Lawrence D. Brown

Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…

Statistics Theory · Mathematics 2012-08-15 Richard Nickl , Markus Reiß

The uniform sampling of convex polytopes is an interesting computational problem with many applications in inference from linear constraints, but the performances of sampling algorithms can be affected by ill-conditioning. This is the case…

Statistical Mechanics · Physics 2014-10-09 Daniele De Martino , Matteo Mori , Valerio Parisi

We give a Markov chain based algorithm for sampling almost uniform solutions of constraint satisfaction problems (CSPs). Assuming a canonical setting for the Lov\'asz local lemma, where each constraint is violated by a small number of…

Data Structures and Algorithms · Computer Science 2021-04-13 Weiming Feng , Kun He , Yitong Yin

In this article, recent results about point processes are used in sampling theory. Precisely, we define and study a new class of sampling designs: determinantal sampling designs. The law of such designs is known, and there exists a simple…

Methodology · Statistics 2025-08-27 Vincent Loonis , Xavier Mary

The algorithmic theory of randomness is well developed when the underlying space is the set of finite or infinite sequences and the underlying probability distribution is the uniform distribution or a computable distribution. These…

Computational Complexity · Computer Science 2016-08-31 Peter Gacs

We explore the effect of finite population sampling in design problems with many variables cross-classified in many ways. In particular, we investigate designs where we wish to sample individuals belonging to different groups for which the…

Methodology · Statistics 2017-11-30 Simon C. Shaw , Michael Goldstein

We characterize conditions under which collections of distributions on $\{0,1\}^\mathbb{N}$ admit uniform estimation of their mean. Prior work from Vapnik and Chervonenkis (1971) has focused on uniform convergence using the empirical mean…

Machine Learning · Computer Science 2026-01-19 Tanmay Devale , Pramith Devulapalli , Steve Hanneke

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot

We establish generalized Gaussian bounds and local limit theorems with Gaussian-type error for the convolution powers of certain complex-valued functions on $\mathbb{Z}^d$. These global space-times estimates/error, which are sharp in…

Classical Analysis and ODEs · Mathematics 2026-02-17 Pedro H. Alves , Evan Randles

The cross-classified sampling design consists in drawing samples from a two-dimension population, independently in each dimension. Such design is commonly used in consumer price index surveys and has been recently applied to draw a sample…

Statistics Theory · Mathematics 2015-11-23 Hélène Juillard , Guillaume Chauvet , Anne Ruiz-Gazen

We propose data-dependent uniform generalization bounds by approaching the problem from a PAC-Bayesian perspective. We first apply the PAC-Bayesian framework on "random sets" in a rigorous way, where the training algorithm is assumed to…

Machine Learning · Statistics 2025-02-11 Benjamin Dupuis , Paul Viallard , George Deligiannidis , Umut Simsekli

The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…

Probability · Mathematics 2018-08-20 Mikkel Slot Nielsen , Jan Pedersen