Related papers: Lower Estimate on Square Function of an Indicator …

We study the monotone single index model where a real response variable $Y $ is linked to a $d$-dimensional covariate $X$ through the relationship $E[Y | X] = \Psi_0(\alpha^T_0 X)$ almost surely. Both the ridge function, $\Psi_0$, and the…

Let $V\in C^2(\R^d)$ such that $\mu_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $\aa\in (0,2)$. Explicit criteria are presented for the $\aa$-stable-like Dirichlet form $$\E_{\aa,V}(f,f):= \int_{\R^d\times\R^d}…

We extend an inequality of Merryfield, valid in the continuous setting, to discrete multiparameter martingales. As a consequence, we obtain the $L^p$ comparison of the maximal function with the square function: \begin{align*} E[(Sf)^p]…

Let $S$ be the dyadic bi-parameter square function $$Sf(x)^{2} = \sum_{R \in \mathcal{D}} |\langle f, h_{R} \rangle|^{2} \frac{1_{R}(x)}{|R|}.$$ We prove that if $T$ is a bi-parameter martingale transform and $f,g$ are suitable test…

We investigate the zeros of Epstein zeta functions associated with a positive definite quadratic form with rational coefficients in the vertical strip $ \sigma_1 < \Re s < \sigma_2 $, where $ 1/2 < \sigma_1 < \sigma_2 < 1 $. When the class…

The Shapley value (SV) is adopted in various scenarios in machine learning (ML), including data valuation, agent valuation, and feature attribution, as it satisfies their fairness requirements. However, as exact SVs are infeasible to…

Take a random variable X with some finite exponential moments. Define an exponentially weighted expectation by E^t(f) = E(e^{tX}f)/E(e^{tX}) for admissible values of the parameter t. Denote the weighted expectation of X itself by r(t) =…

It is well known that the sum of negative (positive) eigenvalues of some finite Hermitian matrix $V$ is concave (convex) with respect to $V$. Using the theory of the spectral shift function we generalize this property to self-adjoint…

Study of the level curve for the real part of $\eta(s)=0$ with $\eta(s)=\pi^{-s/2}\Gamma(s/2)\zeta^\prime(s)$ gives a new classification of the zeros of $\zeta(s)$ and of $\zeta^\prime(s)$. We conjecture that for type 2 zeros, $\liminf…

Let $L$ be a convex cone of real random variables on the probability space $(\Omega,\mathcal{A},P_0)$. The existence of a probability $P$ on $\mathcal{A}$ such that $$ P \sim P_0,\quad E_P \abs{X}< \infty\, \text{ and } \, E_P(X) \leq 0\,…

Given an element in a finite-dimensional real vector space, $V$, that is a nonnegative linear combination of basis vectors for some basis $B$, we compute the probability that it is furthermore a nonnegative linear combination of basis…

We extend the $L^4$-square function estimates for the parabola and the half-cone to quadratic manifolds in higher dimensions and their conical extensions. To this end, we require transversality for the tangent spaces of the quadratic…

We consider a multidimensional Ito semimartingale regularly sampled on [0,t] at high frequency 1/\Delta_n, with \Delta_n going to zero. The goal of this paper is to provide an estimator for the integral over [0,t] of a given function of the…

We consider the problem of estimating an unknown function f* and its partial derivatives from a noisy data set of n observations, where we make no assumptions about f* except that it is smooth in the sense that it has square integrable…

Talagrand observed that finiteness of $\mathbb{E}\, e^{\frac{1}{2}|\nabla f(X)|^{2}}$ implies finiteness of $\mathbb{E}\, e^{\, f(X)}$ where $X$ is the standard Gaussian vector in $\mathbb{R}^{n}$ and $f$ is a smooth function with zero…

In this paper, we focus on regression estimation in both the inductive and the transductive case. We assume that we are given a set of features (which can be a base of functions, but not necessarily). We begin by giving a deviation…

We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functionals f. Based on tools from functional It\^o calculus, such…

Let $X\subset\mathbb{R}^n$ be a convex closed and semialgebraic set and let $f$ be a polynomial positive on $X$. We prove that there exists an exponent $N\geq 1$, such that for any $\xi\in\mathbb{R}^n$ the function…

We prove that if the system of integer translates of a square integrable function is $\ell^2$-linear independent then its periodization function is strictly positive almost everywhere. Indeed we show that the above inference is true for any…

This paper studies loss functions for finite sets. For a given finite set $S$, we give sum-of-square type loss functions of minimum degree. When $S$ is the vertex set of a standard simplex, we show such loss functions have no spurious…