Related papers: A Note on High-Dimensional Confidence Regions

We review recent progress on two closely related sets of questions concerning convex co-compact hyperbolic manifolds, or convex domains in those manifolds, such as their convex core. The first set of questions is to what extent the…

We study statistical estimation under local differential privacy (LDP) when users may hold heterogeneous privacy levels and accuracy must be guaranteed with high probability. Departing from the common in-expectation analyses, and for…

Confidence sets based on sparse estimators are shown to be large compared to more standard confidence sets, demonstrating that sparsity of an estimator comes at a substantial price in terms of the quality of the estimator. The results are…

Consider a stationary Poisson process of horospheres in a $d$-dimensional hyperbolic space. In the focus of this note is the total surface area these random horospheres induce in a sequence of balls of growing radius $R$. The main result is…

Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…

The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…

We give the first differentially private algorithms that estimate a variety of geometric features of points in the Euclidean space, such as diameter, width, volume of convex hull, min-bounding box, min-enclosing ball etc. Our work relies…

We study a variant of the median problem for a collection of point sets in high dimensions. This generalizes the geometric median as well as the (probabilistic) smallest enclosing ball (pSEB) problems. Our main objective and motivation is…

It is shown that if $C$ is an $n$-dimensional convex body then there is an affine image $\widetilde C$ of $C$ for which $${|\partial \widetilde C|\over |\widetilde C|^{n-1\over n}}$$ is no larger than the corresponding expression for a…

We give upper and lower bounds for the ratio of the volume of metric ball to the area of the metric sphere in Finsler-Hadamard manifolds with pinched S-curvature. We apply these estimates to find the limit at the infinity for this ratio.…

The problem of determining the volume of a tubular neighbourhood has a long and rich history. Bounds on the volume of neighbourhoods of algebraic sets have turned out to play an important role in the probabilistic analysis of condition…

This note establishes convergence in mean of order $p$, $0<p\le 1$ for $d$-dimensional arrays of random vectors in Hilbert spaces under the Ces\`{a}ro uniform integrability conditions. In the case where $0<p<1$, our $L_p$ convergence is…

The goal of this paper is to present a lower bound for the Mahler volume of at least 4-dimensional symmetric convex bodies. We define a computable dimension dependent constant through a 2-dimensional variational (max-min) procedure and…

We consider the problem of constructing confidence intervals for the locations of change points in a high-dimensional mean shift model. To that end, we develop a locally refitted least squares estimator and obtain component-wise and…

We consider the problem of estimating small ball probabilities $\mathbb P\{f(G) \leqslant \delta \mathbb Ef(G)\}$ for sub-additive,positively homogeneous functions $f$ with respect to the Gaussian measure. We establish estimates that depend…

The existing paradox between theory and computational experiment for weak solutions of systems of conservation laws in higher space dimensions is arguably resolved. Apparently successful computations are identified with underlying…

We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets…

Let $X_1,\ldots,X_N$, $N>n$, be independent random points in $\mathbb{R}^n$, distributed according to the so-called beta or beta-prime distribution, respectively. We establish threshold phenomena for the volume, intrinsic volumes, or more…

The problem of constructing confidence sets that are adaptive in L^2-loss over a continuous scale of Sobolev classes of probability densities is considered. Adaptation holds, where possible, with respect to both the radius of the Sobolev…

We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…