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We derive concentration inequalities for the supremum norm of the difference between a kernel density estimator (KDE) and its point-wise expectation that hold uniformly over the selection of the bandwidth and under weaker conditions on the…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Jaehyeok Shin , Alessandro Rinaldo , Larry Wasserman

The study of finite approximations of probability measures has a long history. In (Xu and Berger, 2017), the authors focus on constrained finite approximations and, in particular, uniform ones in dimension $d=1$. The present paper gives an…

Probability · Mathematics 2018-01-10 Julien Chevallier

For a nontrivial measurable set on the real line, there are always exceptional points, where the lower and upper densities of the set are neither zero nor one. We quantify this statement, following work by V. Kolyada, and obtain the…

Classical Analysis and ODEs · Mathematics 2007-05-23 Andras Szenes

We analyze certain parametrized families of one-dimensional maps with infinitely many critical points from the measure-theoretical point of view. We prove that such families have absolutely continuous invariant probability measures for a…

Dynamical Systems · Mathematics 2010-08-30 Vitor Araujo , Maria Jose Pacifico

In statistical inference, confidence set procedures are typically evaluated based on their validity and width properties. Even when procedures achieve rate-optimal widths, confidence sets can still be excessively wide in practice due to…

Statistics Theory · Mathematics 2025-03-20 Kenta Takatsu

We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…

Metric Geometry · Mathematics 2020-12-17 Tom Leinster , Emily Roff

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

It is shown that for any ensemble, whether classical or quantum, continuous or discrete, there is only one measure of the "volume" of the ensemble that is compatible with several basic geometric postulates. This volume measure is thus a…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Michael J. W. Hall

We prove a lower estimate on the increase in entropy when two copies of a conditional random variable $X | Y$, with $X$ supported on $\mathbb{Z}_q=\{0,1,\dots,q-1\}$ for prime $q$, are summed modulo $q$. Specifically, given two i.i.d copies…

Information Theory · Computer Science 2014-11-27 Venkatesan Guruswami , Ameya Velingker

The celebrated Erd\H{o}s-Hajnal Conjecture says that in any proper hereditary class of finite graphs we are guaranteed to have a clique or anti-clique of size $n^c$, which is a much better bound than the logarithmic size that is provided by…

Combinatorics · Mathematics 2022-09-20 Leonardo N. Coregliano , Maryanthe Malliaris

Given sufficiently many components, it is often cited that finite mixture models can approximate any other probability density function (pdf) to an arbitrary degree of accuracy. Unfortunately, the nature of this approximation result is…

Statistics Theory · Mathematics 2020-08-24 T Tin Nguyen , Hien D Nguyen , Faicel Chamroukhi , Geoffrey J McLachlan

Nourdin et al. [9] established the following universality result: if a sequence of off-diagonal homogeneous polynomial forms in i.i.d. standard normal random variables converges in distribution to a normal, then the convergence also holds…

Probability · Mathematics 2015-05-15 Shuyang Bai , Murad S. Taqqu

Systems undergoing an equilibrium phase transition from a liquid state to an amorphous solid state exhibit certain universal characteristics. Chief among these are the fraction of particles that are randomly localized and the scaling…

Disordered Systems and Neural Networks · Physics 2009-10-30 Weiqun Peng , Horacio E. Castillo , Paul M. Goldbart , Annette Zippelius

A.Olevskii and A.Ulanovskii obtained a scale of density results, which correspond to how well an exponential system approximates a uniformly minimal system over a compact set. We extend their result in several directions. First, we show…

Classical Analysis and ODEs · Mathematics 2024-12-13 Shahaf Nitzan

This paper presents prefix codes which minimize various criteria constructed as a convex combination of maximum codeword length and average codeword length or maximum redundancy and average redundancy, including a convex combination of the…

Information Theory · Computer Science 2011-02-11 Charalambos D. Charalambous , Themistoklis Charalambous , Farzad Rezaei

The \emph{Filter Dichotomy} says that every uniform nonmeager filter on the integers is mapped by a finite-to-one function to an ultrafilter. The consistency of this principle was proved by Blass and Laflamme. A function between topological…

Logic · Mathematics 2010-09-02 Paul B. Larson

We study the scaling behavior of the entanglement entropy of two dimensional conformal quantum critical systems, i.e. systems with scale invariant wave functions. They include two-dimensional generalized quantum dimer models on bipartite…

Statistical Mechanics · Physics 2009-03-28 Benjamin Hsu , Michael Mulligan , Eduardo Fradkin , Eun-Ah Kim

We consider statistical tasks in high dimensions whose loss depends on the data only through its projection into a fixed-dimensional subspace spanned by the parameter vectors and certain ground truth vectors. This includes classifying…

Machine Learning · Statistics 2025-12-23 Reza Gheissari , Aukosh Jagannath

Random sequences attain the highest entropy rate. The estimation of entropy rate for an ergodic source can be done using the Lempel Ziv complexity measure yet, the exact entropy rate value is only reached in the infinite limit. We prove…

Chaotic Dynamics · Physics 2013-11-05 E. Estevez-Rams , R. Lora Serrano , B. Aragón Fernández , I. Brito Reyes

Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…