Related papers: Extension of Stein's lemma derived by using an int…
Shrinkage estimation has become a basic tool in the analysis of high-dimensional data. Historically and conceptually a key development toward this was the discovery of the inadmissibility of the usual estimator of a multivariate normal…
Available in the literature are properties which characterize the gamma distribution via independence of two appropriately chosen statistics. Well-known is the classical result when one of the statistics is the sample mean and the other one…
Let x be a quadratic irrational and let P be the set of prime numbers. We show the existence of an infinite subset S of P such that the statistics of the period of the continued fraction expansions along the sequence {px: p\in S} approach…
The area of fractional calculus has made its way into various pure and applied scientific fields, as evidenced by its integration into numerous disciplines. An increasing number of researchers are exploring various approaches to…
Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…
We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied by examples and discussions,…
We consider the distribution of the binomial probability mass function (pmf) among arithmetic progressions and obtain an average-type theorem. As applications, we consider the possible visits to a kind of sieved sets of integers or lattice…
We present, in a unified way, a Stein methodology for infinitely divisible laws (without Gaussian component) having finite first moment. Based on a correlation representation, we obtain a characterizing non-local Stein operator which boils…
Gotzmann's Persistence states that the growth of an arbitrary ideal can be controlled by comparing it to the growth of the lexicographic ideal. This is used, for instance, in finding equations which cut out the Hilbert scheme (of subschemes…
A 1976 result from Norton may be used to give an asymptotic (but not explicit) description of the constant in Mertens' second theorem for primes in arithmetic progressions. Assuming the Generalized Riemann Hypothesis, we give an effective…
Practical Bayesian learning often requires (1) online inference, (2) dynamic models, and (3) ensembling over multiple different models. Recent advances have shown how to use random feature approximations to achieve scalable, online…
Stein unbiased risk estimation is generalized twice, from the Gaussian shift model to nonparametric families of smooth densities, and from the quadratic risk to more general divergence type distances. The development relies on a connection…
In this manuscript we define the notion of "$\delta$-typicality" for both entropy and relative entropy, as well as a notion of $\epsilon$-goodness and provide an extension to Stein's lemma for continuous quantities as well as correlated…
This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…
Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…
Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…
In this paper, we give another proof of quantum Stein's lemma by calculating the information spectrum, and study an asymptotic optimal measurement in the sense of Stein's lemma. We propose a projection measurement characterized by the…
Stein's method has been widely used for probability approximations. However, in the multi-dimensional setting, most of the results are for multivariate normal approximation or for test functions with bounded second- or higher-order…
We explore the interplay between random and deterministic phenomena using a representation of uncertainty based on the measure-theoretic concept of outer measure. The meaning of the analogues of different probabilistic concepts is…
Szemer\'edi's regularity lemma is a basic tool in graph theory, and also plays an important role in additive combinatorics, most notably in proving Szemer\'edi's theorem on arithmetic progressions . In this note we revisit this lemma from…