Related papers: Law-invariant functionals that collapse to the mea…
If a functional in an inverse problem can be estimated with parametric rate, then the minimax rate gives no information about the ill-posedness of the problem. To have a more precise lower bound, we study semiparametric efficiency in the…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
A real valued function $f$ defined on a real open interval $I$ is called $\Phi$-convex if, for all $x,y\in I$, $t\in[0,1]$ it satisfies $$ f(tx+(1-t)y)\leq tf(x)+(1-t)f(y)+t\Phi\big((1-t)|x-y|\big)+(1-t)\Phi\big(t|x-y|\big), $$ where…
We develop nonparametric regression methods for the case when the true regression function is not necessarily smooth. More specifically, our approach is using the fractional Laplacian and is designed to handle the case when the true…
We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…
Conservation laws are usually studied in the context of sufficient regularity conditions imposed on the flux function, usually $C^{2}$ and uniform convexity. Some results are proven with the aid of variational methods and a unique minimizer…
We show weak lower semi-continuity of functionals assuming the new notion of a "convexly constrained" $\mathcal A$-quasiconvex integrand. We assume $\mathcal A$-quasiconvexity only for functions defined on a set $K$ which is convex.…
In this paper, we consider the sublinear expectation on bounded random variables. With the notion of uncorrelatedness for random variables under the sublinear expectation, a weak law of large numbers is obtained. With the notion of…
We consider nonconvex real valued functions whose truncations are either quasiconvex or even convex starting with a certain level. Among them, the $C^2$-smooth functions whose level sets are all completely contained in the positive definite…
The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only…
This paper presents a general study of one-dimensional differentiability for functionals defined on convex domains that are not necessarily open. The local approximation is carried out using affine functionals, as opposed to linear…
We study estimation of a multivariate function $f:\mathbf{R}^d\to\mathbf{R}$ when the observations are available from the function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are…
Take a random variable X with some finite exponential moments. Define an exponentially weighted expectation by E^t(f) = E(e^{tX}f)/E(e^{tX}) for admissible values of the parameter t. Denote the weighted expectation of X itself by r(t) =…
Suppose $\{X_{t}:t\ge 0\}$ is a supercritical superprocess on a Luzin space $E$, with a non-local branching mechanism and probabilities $\mathbb{P}_{\delta_{x}}$, when initiated from a unit mass at $x\in E$. By ``supercritical", we mean…
In this paper we provide a theoretical analysis of counterfactual invariance. We present a variety of existing definitions, study how they relate to each other and what their graphical implications are. We then turn to the current major…
A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…
We study the approximation of functions which are invariant with respect to certain permutations of the input indices using flow maps of dynamical systems. Such invariant functions includes the much studied translation-invariant ones…
The Bank-Laine conjecture concerning the oscillation of solutions of second order homogeneous linear differential equations has recently been disproved by Bergweiler and Eremenko. It is shown here, however, that the conjecture is true if…
Zhang's reverse affine isoperimetric inequality states that among all convex bodies $K\subseteq\mathbb{R}^n$, the affine invariant quantity $|K|^{n-1}|\Pi^*(K)|$ (where $\Pi^*(K)$ denotes the polar projection body of $K$) is minimized if…
We consider inference for the mean and covariance functions of covariate adjusted functional data using Local Linear Kernel (LLK) estimators. By means of a double asymptotic, we differentiate between sparse and dense covariate adjusted…