Related papers: The optimal Malliavin-type remainder for Beurling …
This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE) is consistent and asymptotically normally distributed. We…
Previously, we developed the technique of balayage of measures or charges and ($\delta$-)subharmonic functions of finite order onto an closed system of rays $S$ with a vertex at zero on the complex plane $\mathbb C$. In this article, we use…
On any denumerable product of probability spaces, we extend the discrete Malliavin structure for conditionally independent random variables. As a consequence, we obtain the chaos decomposition for functionals of conditionally independent…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
Generalized likelihoods are commonly used to obtain consistent estimators with attractive computational and robustness properties. Formally, any generalized likelihood can be used to define a generalized posterior distribution, but an…
Asymptotic efficiency of targeted maximum likelihood estimators (TMLE) of target features of the data distribution relies on a a second order remainder being asymptotically negligible. In previous work we proposed a nonparametric MLE termed…
Parametric density estimation, for example as Gaussian distribution, is the base of the field of statistics. Machine learning requires inexpensive estimation of much more complex densities, and the basic approach is relatively costly…
We count abelian number fields ordered by arbitrary height function whose generator of tame inertia is restricted to lie in a given subset of the Galois group, and find an explicit formula for the leading constant. We interpret our results…
The convex hull of the subgraph of the prime counting function $x\rightarrow \pi(x)$ is a convex set, bounded from above by a graph of some piecewise affine function $x\rightarrow \epsilon(x)$. The vertices of this function form an infinite…
We study the rates of convergence of the posterior distribution for Bayesian density estimation with Dirichlet mixtures of normal distributions as the prior. The true density is assumed to be twice continuously differentiable. The bandwidth…
The Universal Coding of Integers~(UCI) is suitable for discrete memoryless sources with unknown probability distributions and infinitely countable alphabet sizes. A UCI is a class of prefix codes for which the ratio of the average codeword…
We study the asymptotics at zero of continuous functions on (0, 1] by means of their asymptotic ideals, i.e., ideals in the ring of continuous functions on (0, 1] satisfying a polynomial growth condition at 0 modulo rapidly decreasing…
Let $X_{1},X_{2},...$ be a sequence of independent copies (s.i.c) of a real random variable (r.v.) $X\geq 1$, with distribution function $df$ $F(x)=\mathbb{P}% (X\leq x)$ and let $X_{1,n}\leq X_{2,n} \leq ... \leq X_{n,n}$ be the order…
Nonparametric kernel density estimation is a very natural procedure which simply makes use of the smoothing power of the convolution operation. Yet, it performs poorly when the density of a positive variable is to be estimated (boundary…
We prove an asymptotic formula as $x\to +\infty$ for the number of algebraic integers $\alpha$ belonging to a fixed CM number field and satisfying $\alpha\overline{\alpha}\leq x$. This problem is related to the height zeta function…
We design an energy-stable and asymptotic-preserving finite volume scheme for the compressible Euler system. Using the relative energy framework, we establish rigorous error estimates that yield convergence of the numerical solutions in two…
Uniform asymptotic expansions are derived for the zeros of the reverse generalized Bessel polynomials of large degree $n$ and real parameter $a$. It is assumed that $-\Delta_{1} n+\frac{3}{2} \leq a \leq \Delta_{2} n$ for fixed arbitrary…
We obtain the rigorous uniform asymptotics of a particular integral where a stationary point is close to an endpoint. There exists a general method introduced by Bleistein for obtaining uniform asymptotics in this situation. However, this…
We provide a new upper bound for sampling numbers $(g_n)_{n\in \mathbb{N}}$ associated to the compact embedding of a separable reproducing kernel Hilbert space into the space of square integrable functions. There are universal constants…
We provide an effective upper bound for positive integers with bounded Hamming weights with respect to both a linear recurrence numeration system and an Ostrowski-$\alpha$ numeration system, where $\alpha$ is a quadratic irrational. We…