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We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…

Popular Physics · Physics 2007-05-23 Jan L. Cieslinski , Boguslaw Ratkiewicz

We examine the integrated squared difference, also known as the L2 distance (L2D), between two probability densities. Such a distance metric allows for comparison of differences between pairs of distributions or changes in a distribution…

Methodology · Statistics 2019-06-03 George Shan , Mark J. van der Laan

We prove formulas for the generating functions for M_2-rank differences for partitions without repeated odd parts. These formulas are in terms of modular forms and generalized Lambert series.

Number Theory · Mathematics 2021-02-03 Jeremy Lovejoy , Robert Osburn

Two popular and often applied methods to obtain two-dimensional point sets with the optimal order of $L_p$ discrepancy are digit scrambling and symmetrization. In this paper we combine these two techniques and symmetrize $b$-adic Hammersley…

Number Theory · Mathematics 2016-04-13 Ralph Kritzinger , Lisa M. Kritzinger

We address two important statistical problems: that of estimating mixtures of multivariate normal distributions and mixtures of $t$-distributions based on univariate projections, and that of quantifying a discrepancy between mixture…

Statistics Theory · Mathematics 2026-04-30 Ricardo Fraiman , Leonardo Moreno , Thomas Ransford

We propose a two-sample extended empirical likelihood for inference on the difference between two p-dimensional parameters defined by estimating equations. The standard two-sample empirical likelihood for the difference is Bartlett…

Statistics Theory · Mathematics 2014-12-24 Min Tsao , Fan Wu

We derive a divergence formula for a group of regularization methods with an L2 constraint. The formula is useful for regularization parameter selection, because it provides an unbiased estimate for the number of degrees of freedom. We…

Other Statistics · Statistics 2012-03-19 Yixin Fang , Yuanjia Wang , Xin Huang

We study the problem of mismatched binary hypothesis testing between i.i.d. distributions. We analyze the tradeoff between the pairwise error probability exponents when the actual distributions generating the observation are different from…

Information Theory · Computer Science 2022-04-28 Parham Boroumand , Albert Guillén i Fàbregas

In this paper, we study bounds of expected $L_2-$discrepancy to give mean square error of uniform integration approximation for functions in Sobolev space $\mathcal{H}^{\mathbf{1}}(K)$, where $\mathcal{H}$ is a reproducing Hilbert space…

Numerical Analysis · Mathematics 2021-10-05 Jun Xian , Xiaoda Xu

We investigate the high-probability estimation of discrete distributions from an \iid sample under $\chi^2$-divergence loss. Although the minimax risk in expectation is well understood, its high-probability counterpart remains largely…

Statistics Theory · Mathematics 2025-10-30 Sirine Louati

While conformal predictors reap the benefits of rigorous statistical guarantees on their error frequency, the size of their corresponding prediction sets is critical to their practical utility. Unfortunately, there is currently a lack of…

Machine Learning · Statistics 2024-03-12 Guneet S. Dhillon , George Deligiannidis , Tom Rainforth

We prove general fomulas for the deviations of two overpartition ranks from the average. These formulas are in terms of Appell--Lerch series and sums of quotients of theta functions and can be used, among other things, to recover any of the…

Number Theory · Mathematics 2025-07-14 Jeremy Lovejoy , Robert Osburn

We estimate the $L^{p}$ norms of the discrepancy between the volume and the number of integer points in $r\Omega-x$, a dilated by a factor $r$ and translated by a vector $x$ of a convex body $\Omega$ in $\mathbb{R}^{d}$ with smooth boundary…

Classical Analysis and ODEs · Mathematics 2019-02-25 Leonardo Colzani , Bianca Gariboldi , Giacomo Gigante

We consider a linear ill-posed equation in the Hilbert space setting. Multiple independent unbiased measurements of the right hand side are available. A natural approach is to take the average of the measurements as an approximation of the…

Numerical Analysis · Mathematics 2021-09-01 Tim Jahn

A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…

Statistics Theory · Mathematics 2023-04-03 Luca Maestrini , Aishwarya Bhaskaran , Matt P. Wand

We study one of the key tools in data approximation and optimization: low-discrepancy colorings. Formally, given a finite set system $(X,\mathcal S)$, the \emph{discrepancy} of a two-coloring $\chi:X\to\{-1,1\}$ is defined as $\max_{S \in…

Data Structures and Algorithms · Computer Science 2022-09-05 Mónika Csikós , Nabil H. Mustafa

This work is devoted to an analysis of exact penalty functions and optimality conditions for nonsmooth two-stage stochastic programming problems. To this end, we first study the co-/quasi-differentiability of the expectation of nonsmooth…

Optimization and Control · Mathematics 2024-04-23 M. V. Dolgopolik

We give a comprehensive theoretical characterization of a nonparametric estimator for the $L_2^2$ divergence between two continuous distributions. We first bound the rate of convergence of our estimator, showing that it is…

Machine Learning · Statistics 2014-10-31 Akshay Krishnamurthy , Kirthevasan Kandasamy , Barnabas Poczos , Larry Wasserman

There are many applications that benefit from computing the exact divergence between 2 discrete probability measures, including machine learning. Unfortunately, in the absence of any assumptions on the structure or independencies within…

Machine Learning · Computer Science 2023-10-16 Loong Kuan Lee , Nico Piatkowski , François Petitjean , Geoffrey I. Webb

In this paper, we consider the upper bound of the probabilistic star discrepancy based on Hilbert space filling curve sampling. This problem originates from the multivariate integral approximation, but the main result removes the strict…

Statistics Theory · Mathematics 2023-04-20 Jun Xian , Xiaoda Xu