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This paper introduces an inner product on chain complexes of finite simplicial complexes that is well-adapted to the harmonic study of subdivisions. Its definition utilizes a decomposition of the chain spaces that suggests a sequence of…
We introduce here new generalized principal eigenvalues for linear parabolic operators with heterogeneous coefficients in space and time. We consider a bounded spatial domain and an unbounded time interval $I$ : $I=\mathbb{R},\…
This paper is to study a signal-plus-noise model in high dimensional settings when the dimension and the sample size are comparable. Specifically, we assume that the noise has a general covariance matrix that allows for heteroskedasticity,…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…
This paper studies the impact of bootstrap procedure on the eigenvalue distributions of the sample covariance matrix under a high-dimensional factor structure. We provide asymptotic distributions for the top eigenvalues of bootstrapped…
We study the spectrum of unbounded J-self-adjoint block operator matrices. In particular, we prove enclosures for the spectrum, provide a sufficient condition for the spectrum being real and derive variational principles for certain real…
High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…
Based on the eigenvalue idea and the time-varying weighted vector norm in state space we construct here the lower and upper bounds on the solutions of uniformly asymptotically stable linear systems. We generalize the known results for the…
This paper develops Kolmogorov-type maximal inequalities for sums of Negative Binomial random variables under both independence and dependence structures. For independent heterogeneous Negative Binomial variables we derive sharp Markov-type…
In this note we present a symbolic pseudo-differential calculus on graded nilpotent Lie groups and, as an application, a version of the sharp Garding inequality. As a corollary, we obtain lower bounds for positive Rockland operators with…
In this paper, we improve the known estimates for the invariance entropy of a nonlinear control system. For sets of complete approximate controllability we derive an upper bound in terms of Lyapunov exponents and for uniformly hyperbolic…
Recently, there has been an increasing interest in designing distributed convex optimization algorithms under the setting where the data matrix is partitioned on features. Algorithms under this setting sometimes have many advantages over…
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 paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…
We study the renormalized Nelson model for a scalar matter particle in a continuous confining potential interacting with a possibly massless quantized radiation field. When the radiation field is massless we impose a mild infrared…
Bounding causal effects analytically, rather than numerically, is appealing for its interpretability and conceptual clarity. Existing sharp methods rely on optimization-based approaches such as the Balke-Pearl framework, whose computational…
In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…
This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…
There are many ways of establishing upper bounds on fluctuations of random variables, but there is no systematic approach for lower bounds. As a result, lower bounds are unknown in many important problems. This paper introduces a general…
Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis. We introduce a new class of upper bounds on the log partition…