Related papers: Concentration Bounds for the Collision Estimator
We explain how effective automatic probability density function estimates can be constructed using contemporary Bayesian inference engines such as those based on no-U-turn sampling and expectation propagation. Extensive simulation studies…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
We study the field concentration phenomenon between two closely spaced perfect conductors with imperfect bonding interfaces of low conductivity type. The boundary condition on these interfaces is given by a Robin-type boundary condition. We…
The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
In many empirical studies of a large two-sided matching market (such as in a college admissions problem), the researcher performs statistical inference under the assumption that they observe a random sample from a large matching market. In…
N-of-1 experiments, where a unit serves as its own control and treatment in different time windows, have been used in certain medical contexts for decades. However, due to effects that accumulate over long time windows and interventions…
Covariate balance is a conventional key diagnostic for methods used estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a…
Let $S$ be a finite set, and $X_1,\ldots,X_n$ an i.i.d. uniform sample from $S$. To estimate the size $|S|$, without further structure, one can wait for repeats and use the birthday problem. This requires a sample size of the order…
Large time dynamics of reaction-diffusion systems modeling some irreversible reaction networks are investigated. Depending on initial masses, these networks possibly possess boundary equilibria, where some of the chemical concentrations are…
Almost 10 years ago, Impagliazzo and Kabanets (2010) gave a new combinatorial proof of Chernoff's bound for sums of bounded independent random variables. Unlike previous methods, their proof is constructive. This means that it provides an…
Estimating average causal effect (ACE) is useful whenever we want to know the effect of an intervention on a given outcome. In the absence of a randomized experiment, many methods such as stratification and inverse propensity weighting have…
We show that the absolute value of the determinant of a matrix with random independent (but not necessarily iid) entries is strongly concentrated around its mean. As an application, we show that the Godsil-Gutman and Barvinok estimators for…
A web-based tool called ADFilter was developed to process collision events using autoencoders based on a deep unsupervised neural network. The autoencoders are trained on a small fraction of either collision data or Standard Model Monte…
This paper revisits a fundamental problem in statistical inference from a non-asymptotic theoretical viewpoint $\unicode{x2013}$ the construction of confidence sets. We establish a finite-sample bound for the estimator, characterizing its…
We observe a random measure $N$ and aim at estimating its intensity $s$. This statistical framework allows to deal simultaneously with the problems of estimating a density, the marginals of a multivariate distribution, the mean of a random…
We propose to use the coincidence method of Ma to measure an entropy of the system created in heavy ion collisions. Moreover we estimate, in a simple model, the values of parameters for which the thermodynamical behaviour sets in.
In proton-nucleus and nucleus-nucleus collision experiments, one determines the centrality of a collision according to the multiplicity or energy deposited in a detector. This serves as a proxy for the true collision centrality, as defined…
In threshold-based anomaly detection, we want to tune the threshold of a detector to achieve an acceptable false alarm rate. However, tuning the threshold is often a non-trivial task due to unknown detector output distributions. A detector…
We prove limit theorems for sums of randomly chosen random variables conditioned on the summands. We consider several versions of the corner growth setting, including specific cases of dependence amongst the summands and summands with heavy…