Related papers: Deviation inequality for Banach-valued orthomartin…
We derive the tail inequalities between two random variables starting from inequalities between its moment, or more generally between its Lebesgue-Riesz norms, which holds true on certain sets of parameters. We consider some applications…
H\"older estimates and Harnack inequalities are studied for fully nonlinear integro-differential equations under some mild assumptions. We allow the kernels of variable order and critically close to 2.
We investigate concentration inequalities for Dirichlet and Multinomial random variables.
Concentration inequalities are widely used for analyzing machine learning algorithms. However, current concentration inequalities cannot be applied to some of the most popular deep neural networks, notably in natural language processing.…
We present novel martingale concentration inequalities for martingale differences with finite Orlicz-$\psi_\alpha$ norms. Such martingale differences with weak exponential-type tails scatters in many statistical applications and can be…
We present a few techniques for proving $L^p$ estimates for martingales. Basic applications to It\^o integration and rough paths are included.
In this note we extend kernel function approximation results for neural networks with Gaussian-distributed weights to single-layer networks initialized using Haar-distributed random orthogonal matrices (with possible rescaling). This is…
In the multidimensional setting, we consider the errors-in-variables model. We aim at estimating the unknown nonparametric multivariate regression function with errors in the covariates. We devise an adaptive estimator based on projection…
Nerman's martingale plays a central role in the law of large numbers for both, single- and multi-type, supercritical general branching processes. There are further, complex-valued Nerman-type martingales in the single-type process that…
Variational interpolants are an indispensable tool for the construction of gradient-flow solutions via the Minimizing Movement Scheme. The De Giorgi lemma provides the associated discrete energy-dissipation inequality. It was originally…
The notion of margin loss has been central to the development and analysis of algorithms for binary classification. To date, however, there remains no consensus as to the analogue of the margin loss for multiclass classification. In this…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
We study best approximations in Banach spaces via Birkhoff-James orthogonality of functionals. To exhibit the usefulness of Birkhoff-James orthogonality techniques in the study of best approximation problems, some algorithms and distance…
We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…
We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…
In this paper non-asymptotic exponential estimates are derived for the tail distribution of polynomial martingale differences in terms unconditional tails distributions of summands. Applications are considered in the theory of polynomials…
We construct a Banach rearrangement invariant norm on the measurable space for which the finiteness of this norm for measurable function (random variable) is equivalent to suitable tail (heavy tail and light tail) behavior. We investigate…
We prove new inequalities for the spectral radius, essential spectral radius, operator norm, measure of noncompactness and numerical radius of Hadamard weighted geometric means of positive kernel operators on Banach function and sequence…
In this paper non-asymptotic exponential and moment estimates are derived for tail of distribution for discrete time martingale and martingale transform by means of martingale differences in the terms of moments and tails of distributions…
Inspired by Berndtsson's work on the subharmonicity property of the Bergman kernel, we give a local variation formula of the full Bergman kernels associated to deformations of complex manifolds. In compact case, it follows from the…