Related papers: Refined normal approximations for the central and …
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…
In this paper, we consider the normalized least squares estimator of the parameter in a mildly-explosive first-order autoregressive model with dependent errors which are modeled as a mildly-explosive AR(1) process. We prove that the…
We consider distributional limit of the Pearson chi-square statistic when the number of classes m increases with the sample size n in such way that $n/\sqrt{m} \to {\lambda}$. Under mild moment conditions, the limit is Gaussian for…
We consider the problem of inference for projection parameters in linear regression with increasing dimensions. This problem has been studied under a variety of assumptions in the literature. The classical asymptotic normality result for…
In this paper, we introduce a new approximation of the cumulative distribution function of the standard normal distribution based on Tocher's approximation. Also, we assess the quality of the new approximation using two criteria namely the…
The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…
We obtain explicit error bounds for the $d$-dimensional normal approximation on hyperrectangles for a random vector that has a Stein kernel, or admits an exchangeable pair coupling, or is a non-linear statistic of independent random…
In this paper, the authors provide a weak decoding version of the traditional source coding theorem of Claude Shannon. The central bound that is obtained is \[ \chi>\log_{\epsilon}(2^{-n(H(X)+\epsilon)}) \] where \[…
Filtering and parameter estimation under partial information for multiscale problems is studied in this paper. After proving mean square convergence of the nonlinear filter to a filter of reduced dimension, we establish that the conditional…
A reduction theorem is proved for functionals of Gamma-correlated random fields with long-range dependence in d-dimensional space. In the particular case of a non-linear function of a chi-squared random field with Laguerre rank equal to…
Motivated by the Central Limit Theorem, in this paper, we study both universal and non-universal simulations of random variables with an arbitrary target distribution $Q_{Y}$ by general mappings, not limited to linear ones (as in the…
The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…
An estimate of the order of approximation in the central limit theorem for strictly stationary associated random variables with finite moments of order q > 2 is obtained. A moderate deviation result is also obtained. We have a refinement of…
We consider best approximation problems in a nonlinear subset $\mathcal{M}$ of a Banach space of functions $(\mathcal{V},\|\bullet\|)$. The norm is assumed to be a generalization of the $L^2$-norm for which only a weighted Monte Carlo…
We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time…
We study the problem of reconstructing an unknown point in $\mathbb{R}^d$ from approximate linear queries. This setting arises naturally in applications ranging from low-dimensional remote sensing and signal recovery to high-dimensional…
We study the approximation capacity of deep ReLU recurrent neural networks (RNNs) and explore the convergence properties of nonparametric least squares regression using RNNs. We derive upper bounds on the approximation error of RNNs for…
We explore error distributions in Epoch of Reionization 21-cm power spectrum estimators using a combination of mathematical analysis and numerical simulations. We provide closed form solutions for the error distributions of individual bins…
This work examines risk bounds for nonparametric distributional regression estimators. For convex-constrained distributional regression, general upper bounds are established for the continuous ranked probability score (CRPS) and the…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…