Related papers: Moderate deviation principles for kernel estimator…
In this article, we discuss the sharp moderate and large deviations between the quantiles of population and the quantiles of samples. Cram\'{e}r type moderate deviations and Bahadur-Rao type large deviations are established with some mild…
We investigate the behavior of the empirical neighbourhood distribution of marked graphs in the framework of local weak convergence. We establish a large deviation principle for such families of empirical measures. The proof builds on…
In this paper, a streaming transmission setup is considered where an encoder observes a new message in the beginning of each block and a decoder sequentially decodes each message after a delay of $T$ blocks. In this streaming setup, the…
The batch means estimator of the MCMC variance is a simple and effective measure of accuracy for MCMC based ergodic averages. Under various regularity conditions, the estimator has been shown to be consistent for the true variance. However,…
The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…
A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for linear MC and the idea of small nonlinear perturbations of…
We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…
The ergodic decomposition theorem is a cornerstone result of dynamical systems and ergodic theory. It states that every invariant measure on a dynamical system is a mixture of ergodic ones. Here we formulate and prove the theorem in terms…
In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…
The performance of kernel density estimators is usually studied via Taylor expansions and asymptotic approximation arguments, in which the bandwidth parameter tends to zero with increasing sample size. In contrast, this paper focusses…
The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well for all shapes. The present paper develops a class of…
Optimal decoding of bit interleaved coded modulation (BICM) MIMO-OFDM where an imperfect channel estimate is available at the receiver is investigated. First, by using a Bayesian approach involving the channel a posteriori density, we…
We consider a continuous-time stochastic volatility model. The model contains a stationary volatility process, the multivariate density of the finite dimensional distributions of which we aim to estimate. We assume that we observe the…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…
We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment…
Dyadic data is often encountered when quantities of interest are associated with the edges of a network. As such it plays an important role in statistics, econometrics and many other data science disciplines. We consider the problem of…
We introduce kernel density machines (KDM), an agnostic kernel-based framework for learning the Radon-Nikodym derivative (density) between probability measures under minimal assumptions. KDM applies to general measurable spaces and avoids…
We study the large deviations of Markov chains under the sole assumption that the state space is discrete. In particular, we do not require any of the usual irreducibility and exponential tightness assumptions. Using subadditive arguments,…
The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in Dokl. Akad. Nauk SSSR 188 (1969),…
A well-known lower bound widely used in the massive MIMO literature hinges on channel hardening, i.e., the phenomenon for which, thanks to the large number of antennas, the effective channel coefficients resulting from beamforming tend to…