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Numerical evaluation of performance measures in heavy-tailed risk models is an important and challenging problem. In this paper, we construct very accurate approximations of such performance measures that provide small absolute and relative…

Probability · Mathematics 2014-04-28 Eleni Vatamidou , Ivo J. B. F. Adan , Maria Vlasiou , Bert Zwart

We develop a unified framework for nonlinear subdivision schemes on complete metric spaces (CMS). We begin with CMS preliminaries and formalize refinement in CMS, retaining key structural properties, such as locality. We prove a convergence…

Numerical Analysis · Mathematics 2025-09-11 Nira Dyn , Nir Sharon

We analyze the Nystr\"om approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nystr\"om approximation with i.i.d. sampling and singular-value…

Numerical Analysis · Mathematics 2023-05-24 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

A sequence $x_1,\dots,x_n,\dots$ of discrete-valued observations is generated according to some unknown probabilistic law (measure) $\mu$. After observing each outcome, one is required to give conditional probabilities of the next…

Machine Learning · Computer Science 2014-12-30 Daniil Ryabko

This paper develops a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating whole empirical processes in the sup-norm. We prove…

Probability · Mathematics 2014-08-19 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

We study approximation properties of linear sampling operators in the spaces $L_p$ for $1\le p<\infty$. By means of the Steklov averages, we introduce a new measure of smoothness that simultaneously contains information on the smoothness of…

Classical Analysis and ODEs · Mathematics 2022-02-11 Yurii Kolomoitsev , Tetiana Lomako

The aim of this paper is to present a result of discrete approximation of some class of stable self-similar stationary increments processes. The properties of such processes were intensively investigated, but little is known on the context…

Probability · Mathematics 2008-01-18 Clément Dombry , Nadine Guillotin-Plantard

Sequence classification algorithms, such as SVM, require a definition of distance (similarity) measure between two sequences. A commonly used notion of similarity is the number of matches between $k$-mers ($k$-length subsequences) in the…

Data Structures and Algorithms · Computer Science 2017-12-13 Muhammad Farhan , Juvaria Tariq , Arif Zaman , Mudassir Shabbir , Imdad Ullah Khan

We extend the Tian approximation theorem for projective manifolds to a class of complex non-K\"ahler manifolds, the so-called Vaisman manifolds. More precisely, we study the problem of approximating compact regular, respectively…

Differential Geometry · Mathematics 2024-08-05 Daniele Angella , Marco Miceli , Giovanni Placini

We show that if a numerical method is posed as a sequence of operators acting on data and depending on a parameter, typically a measure of the size of discretization, then consistency, convergence and stability can be related by a…

Numerical Analysis · Mathematics 2007-09-27 John Jossey , Anil N. Hirani

The growing prevalence of nonsmooth optimization problems in machine learning has spurred significant interest in generalized smoothness assumptions. Among these, the (L0, L1)-smoothness assumption has emerged as one of the most prominent.…

Optimization and Control · Mathematics 2026-02-24 Zhirayr Tovmasyan , Grigory Malinovsky , Laurent Condat , Peter Richtárik

The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…

Methodology · Statistics 2025-05-02 Elena Bortolato , Francesco Bertolino , Monica Musio , Laura Ventura

This work introduces a notion of approximate probabilistic trace equivalence for labelled Markov chains, and relates this new concept to the known notion of approximate probabilistic bisimulation. In particular this work shows that the…

Logic in Computer Science · Computer Science 2017-04-28 Gaoang Bian , Alessandro Abate

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the…

Computation · Statistics 2016-03-04 Pierre Del Moral , Ajay Jasra , Kody Law , Yan Zhou

We study universal approximation of continuous functionals on compact subsets of products of Hilbert spaces. We prove that any such functional can be uniformly approximated by models that first take finitely many continuous linear…

Machine Learning · Computer Science 2026-02-04 Andrey Krylov , Maksim Penkin

In this paper, a $k$-th generalized modulus of smoothness is defined based on an asymmetric operator of generalized translation and a theorem is proved about the coincidence of class of functions defined by this modulus and a class of…

Functional Analysis · Mathematics 2012-08-29 Mikhail K. Potapov , Faton M. Berisha

A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning…

Methodology · Statistics 2016-07-19 Matthieu Wilhelm , Yves Tillé , Lionel Qualité

In most prediction and estimation situations, scientists consider various statistical models for the same problem, and naturally want to select amongst the best. Hansen et al. (2011) provide a powerful solution to this problem by the…

Methodology · Statistics 2026-01-23 Sebastian Arnold , Georgios Gavrilopoulos , Benedikt Schulz , Johanna Ziegel

The main purpose of this paper is to present a new and more uniform model-theoretic/combinatorial proof of the theorem ([5]): The randomization $T^{R}$ of a complete first-order theory $T$ with $NIP$ is a (complete) first-order continuous…

Logic · Mathematics 2026-01-01 Karim Khanaki , Massoud Pourmahdian

We present distributions of countable models and correspondent structural characteristics of complete theories with continuum many types: for prime models over finite sets relative to Rudin-Keisler preorders, for limit models over types and…

Logic · Mathematics 2012-10-16 Roman A. Popkov , Sergey V. Sudoplatov
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