Related papers: A Sequential Test for Log-Concavity

This paper considers the problem of sampling from non-logconcave distribution, based on queries of its unnormalized density. It first describes a framework, Denoising Diffusion Monte Carlo (DDMC), based on the simulation of a denoising…

A Martin-L\"of test $\mathcal U$ is universal if it captures all non-Martin-L\"of random sequences, and it is optimal if for every ML-test $\mathcal V$ there is a $c \in \omega$ such that $\forall n(\mathcal{V}_{n+c} \subseteq…

Nonexistence results for positive supersolutions of the equation $$-Lu=u^p\quad\text{in $\mathbb R^N_+$}$$ are obtained, $-L$ being any symmetric and stable linear operator, positively homogeneous of degree $2s$, $s\in(0,1)$, whose spectral…

Effective versions of strong measure zero sets are developed for various levels of complexity and computability. It is shown that the sets can be equivalently defined using a generalization of supermartingales called odds supermartingales,…

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Infinite sums of i.i.d. random variables discounted by a multiplicative random walk are called perpetuities and have been studied by many authors. The present paper provides a log-type moment result for such random variables under minimal…

In this paper, a novel test for testing whether data are Missing Completely at Random is proposed. Asymptotic properties of the test are derived utilizing the theory of non-degenerate U-statistics. It is shown that the novel test statistic…

We look at a measure, $\lambda^\infty$, on the infinite-dimensional space, ${\mathbb R}^\infty$, for which we attempt to put forth an analogue of the Lebesgue density theorem. Although this measure allows us to find partial results, for…

Statistical hypothesis tests typically use prespecified sample sizes, yet data often arrive sequentially. Interim analyses invalidate classical error guarantees, while existing sequential methods require rigid testing preschedules or incur…

Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…

The aim of this note is to state a couple of general results about the properties of the penalized maximum likelihood estimators (pMLE) and of the posterior distribution for parametric models in a non-asymptotic setup and for possibly large…

We study log-concavity properties of real sequences $(a_n)_{n \ge 0}$ satisfying a $d$-th order linear recurrence whose coefficients are linear functions of $n$; the so-called P-recursive (or holonomic) sequences. Writing the recurrence in…

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Let $\pi$ and $\pi_0$ be unitary cuspidal automorphic representations. We prove log-free zero density estimates for Rankin-Selberg $L$-functions of the form $L(s,\pi\times\pi_0)$, where $\pi$ varies in a given family and $\pi_0$ is fixed.…

We propose a novel method for testing the null hypothesis of no effect of a covariate on the response in the context of functional linear concurrent regression. We establish an equivalent random effects formulation of our functional…

We prove oracle inequalities for a penalized log-likelihood criterion that hold even if the data are not independent and not stationary, based on a martingale approach. The assumptions are checked for various contexts: density estimation…

This paper focuses on a challenging class of inverse problems that is often encountered in applications. The forward model is a complex non-linear black-box, potentially non-injective, whose outputs cover multiple decades in amplitude.…

There is a growing gap between the impressive results of deep image generative models and classical algorithms that offer theoretical guarantees. The former suffer from mode collapse or memorization issues, limiting their application to…

We propose a computationally efficient random walk on a convex body which rapidly mixes and closely tracks a time-varying log-concave distribution. We develop general theoretical guarantees on the required number of steps; this number can…

Discrete time analogues of ergodic stochastic differential equations (SDEs) are one of the most popular and flexible tools for sampling high-dimensional probability measures. Non-asymptotic analysis in the $L^2$ Wasserstein distance of…