Related papers: On the expected L2-discrepancy of jittered samplin…
In $M$-estimation under standard asymptotics, the weak convergence combined with the polynomial type large deviation estimate of the associated statistical random field Yoshida (2011) provides us with not only the asymptotic distribution of…
The approximative calculation of iterated nested expectations is a recurring challenging problem in applications. Nested expectations appear, for example, in the numerical approximation of solutions of backward stochastic differential…
The task of the binary classification problem is to determine which of two distributions has generated a length-$n$ test sequence. The two distributions are unknown; two training sequences of length $N$, one from each distribution, are…
We consider random discrepancy under weighted importance sampling of a class of stratified input. We give the expected $L_p-$discrepancy($2\leq p<\infty$) upper bound in weighted form under a class of stratified sampling. This result…
We address the problem of estimating the edge of a bounded set in R^d given a random set of points drawn from the interior. Our method is based on a transformation of estimators dedicated to uniform point processes and obtained by smoothing…
We study the method of cyclic projections when applied to closed and linear subspaces $M_i$, $i=1,\ldots,m$, of a real Hilbert space $\mathcal H$. We show that the average distance to individual sets enjoys a polynomial behaviour…
A discrete frame for $L^2({\mathbb R}^d)$ is a countable sequence $\{e_j\}_{j\in J}$ in $L^2({\mathbb R}^d)$ together with real constants $0<A\leq B< \infty$ such that $$ A\|f\|_2^2 \leq \sum_{j\in J}|\langle f,e_j \rangle |^2 \leq…
Multidimensional record patterns are random sets of lattice points defined by means of a recursive stochastic construction. The patterns thus generated owe their richness to the fact that the construction is not based on a total order,…
In this paper, we develop a class of samplers for the diffusion model using the operator-splitting technique. The linear drift term and the nonlinear score-driven drift of the probability flow ordinary differential equation are split and…
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…
Score-based diffusion models, while achieving minimax optimality for sampling, are often hampered by slow sampling speeds due to the high computational burden of score function evaluations. Despite the recent remarkable empirical advances…
Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that…
The truncation of a pair potential at a distance r_cut is well-known to imply in general an impulsive correction to the pressure and other moments of the first derivatives of the potential. That depending on r_cut the truncation may also be…
We develop an asymptotic theory for $L^2$ norms of sample mean vectors of high-dimensional data. An invariance principle for the $L^2$ norms is derived under conditions that involve a delicate interplay between the dimension $p$, the sample…
The paper introduces the concept of a cluster structure to define a joint distribution of the sample size and its exchangeable random partitions. The cluster structure allows the probability distribution of the random partitions of a subset…
We study the problem of mismatched likelihood ratio test. We analyze the type-\RNum{1} and \RNum{2} error exponents when the actual distributions generating the observation are different from the distributions used in the test. We derive…
The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong…
Let $(\{1,2,\ldots,n\},d)$ be a metric space. We analyze the expected value and the variance of $\sum_{i=1}^{\lfloor n/2\rfloor}\,d({\boldsymbol{\pi}}(2i-1),{\boldsymbol{\pi}}(2i))$ for a uniformly random permutation ${\boldsymbol{\pi}}$ of…
Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…
In limited data computerized tomography, the 2D or 3D problem can be reduced to a family of 1D problems using the differentiated backprojection (DBP) method. Each 1D problem consists of recovering a compactly supported function $f \in…