Related papers: Integral equalities and inequalities: a proxy-meas…
We develop a general mathematical framework for variational problems where the unknown function assumes values in the space of probability measures on some metric space. We study weak and strong topologies and define a total variation…
This paper extends quantile factor analysis to a probabilistic variant that incorporates regularization and computationally efficient variational approximations. We establish through synthetic and real data experiments that the proposed…
We provide an efficient method to approximate the covariance between decision variables and uncertain parameters in solutions to a general class of stochastic nonlinear complementarity problems. We also develop a sensitivity metric to…
Estimators based on influence functions (IFs) have been shown to be effective in many settings, especially when combined with machine learning techniques. By focusing on estimating a specific target of interest (e.g., the average effect of…
Suppose $0 < \alpha \leq n$, $H: \Bbb R^n \to [0,1]$ is a Lebesgue measurable function, and $A_\alpha(H)$ is the infimum of all numbers $C$ for which the inequality $\int_B H(x) dx \leq C R^\alpha$ holds for all balls $B \subset \Bbb R^n$…
In this paper, we study the elliptic Harnack inequality and its applications on forward complete Finsler metric measure spaces under the conditions that the weighted Ricci curvature ${\rm Ric}_{\infty}$ has non-positive lower bound and the…
Poincar\'{e}-Sobolev-type inequalities involving rearrangement-invariant norms on the entire $\mathbb{R}^n$ are provided. Namely, inequalities of the type $\|u-P\|_{Y(\mathbb{R}^n)}\leq C\|\nabla^m u\|_{X(\mathbb{R}^n)}$, where $X$ and $Y$…
We prove Poincar\'e and Plancherel-Polya inequalities for weighted {\ell}p -spaces on weighted graphs in which the constants are explicitly expressed in terms of some geometric characteristics of a graph. We use Poincar\'e type inequality…
In this paper we unify and improve some of the results of Bourgain, Brezis and Mironescu and the weighted Poincar\'e-Sobolev estimate by Fabes, Kenig and Serapioni. More precisely, we get weighted counterparts of the Poincar\'e-Sobolev type…
In this work we propose deep learning-based algorithms for the computation of systemic shortfall risk measures defined via multivariate utility functions. We discuss the key related theoretical aspects, with a particular focus on the…
We study inequalities of the form \begin{equation*} \rho ( \lvert \hat{f} \rvert) \leq C \sigma(f) < \infty, \end{equation*} with $f \in L_{1}(\mathbb{R}^n)$, the Lebesgue-integrable functions on $\mathbb{R}^n$ and \begin{equation*}…
The main result of this paper supports a conjecture by C. P\'erez and E. Rela about a very recent result of theirs on self-improving theory. Also, we extend the conclusions of their theorem to the range $p<1$. As an application of our…
In this article, we consider scenarios in which traditional estimates for the active subspace method based on probabilistic Poincar\'e inequalities are not valid due to unbounded Poincar\'e constants. Consequently, we propose a framework…
For many important problems the quantity of interest is an unknown function of the parameters, which is a random vector with known statistics. Since the dependence of the output on this random vector is unknown, the challenge is to identify…
The problem of estimation of density functionals like entropy and mutual information has received much attention in the statistics and information theory communities. A large class of estimators of functionals of the probability density…
The paper discusses inference techniques for semiparametric models based on suitable versions of inference functions. The text contains two parts. In the first part, we review the optimality theory for non-parametric models based on the…
Testing for the significance of a subset of regression coefficients in a linear model, a staple of statistical analysis, goes back at least to the work of Fisher who introduced the analysis of variance (ANOVA). We study this problem under…
We provide a framework to derive a variational formulation for $-\log\mathbb{E}_\nu\left[e^{-f}\right]$ for a large class of measures $\nu$. We use a family of perturbations of the identity $(W^u)$ whose invertibility we characterize thanks…
We study a priori estimates for a class of non-negative local weak solution to the weighted fast diffusion equation $u_t = |x|^{\gamma} \nabla\cdot (|x|^{-\beta} \nabla u^m)$, with $0 < m <1$ posed on cylinders of $(0,T)\times{\mathbb…
We consider the problem of uniform interpolation of functions with values in a complex inner product space of finite dimension. This problem can be casted within a modified weighted pluripotential theoretic framework. Indeed, in the…