Related papers: A Berry-Esseen Bound for Vector-valued Martingales
In this paper we provide a new explicit bound on the total variation distance between a standardized partial sum of random variables belonging to a finite sum of Wiener chaoses and a standard normal random variable. We apply our result to…
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale…
Split conformal prediction provides finite-sample marginal coverage under exchangeability, but this guarantee averages over the random calibration sample. We study instead the law of the calibration-conditional coverage induced by a…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
In this paper, we address variational inequalities (VI) with a finite-sum structure. We introduce a novel single-loop stochastic variance-reduced algorithm, incorporating the Bregman distance function, and establish an optimal convergence…
Given a set-valued stochastic process $(V_t)_{t=0}^T$, we say that the martingale selection problem is solvable if there exists an adapted sequence of selectors $\xi_t\in V_t$, admitting an equivalent martingale measure. The aim of this…
Neyman (1923/1990) introduced the randomization model, which contains the notation of potential outcomes to define causal effects and a framework for large-sample inference based on the design of the experiment. However, the existing theory…
A powerful robust mean estimator introduced by Catoni (2012) allows for mean estimation of heavy-tailed data while achieving the performance characteristics of classical mean estimator for sub-Gaussian data. While Catoni's framework has…
We study the random conductance model on the lattice $\mathbb{Z}^d$, i.e. we consider a linear, finite-difference, divergence-form operator with random coefficients and the associated random walk under random conductances. We allow the…
We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…
Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even…
We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an expander, confirming a conjecture due to Wigderson and Xiao. Our proof is based on a new multi-matrix extension of the Golden-Thompson…
For martingales with a wide range of integrability, we will quantify the rate of convergence of the central limit theorem via Wasserstein distances of order $r$, $1\le r\le 3$. Our bounds are in terms of Lyapunov's coefficients and the…
We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…
Stein's method allows to prove distributional convergence of a sequence of random variables and to quantify it with respect to a given metric such as Kolmogorov's (a Berry-Ess\'een type theorem). Mod-* convergence quantifies the convergence…
In this paper, the uniformly asymptotic normality for sample quantiles of associated random variables is investigated under some conditions on the decay of the covariances. We obtain the rate of normal approximation of order…
We give rates of convergence in the Central Limit Theorem for the coefficients and the spectral radius of the left random walk on GLd(R), assuming the existence of an exponential or polynomial moment.
For $d \geq 2$ and i.i.d. $d$-dimensional observations $\mathbf{X}^{(1)}, \mathbf{X}^{(2)}, \ldots$ with independent Exponential$(1)$ coordinates, let $\varphi_n$ denote the minimum $\ell^1$-norm among the maxima of $\{\mathbf{X}^{(1)},…
We study an online vector balancing problem, in which $n$ independent Gaussian random vectors $\boldsymbol{\zeta}(1),\dots,\boldsymbol{\zeta}(n) \sim \mathcal{N}(0, I_n)$, each of dimension $n$, arrive one at a time. The goal is to choose…
In this paper, we study the self-normalized Cram\a'{e}r-type moderate deviations for centered independent random variables $X_1, X_2,...$ with $0<E |X_i|^3 <\infty$. The main results refine Theorems 1.1 and 1.2 of Wang (2011), the…