Related papers: Nonstandard limit theorems and large deviation for…
We give a damped inexact Newton method for entropy-regularized least-squares on the nonnegative orthant that converges globally at a linear rate with $O(\log\epsilon^{-1})$ iteration complexity, locally at a superlinear-to-quadratic rate,…
For a two-parameter family of Jacobi matrices exhibiting first-order spectral phase transitions, we prove discreteness of the spectrum in the positive real axis when the parameters are in one of the transition boundaries. To this end we…
It is proved that the eigenvalues of the Jacobi Tau method for the second derivative operator with Dirichlet boundary conditions are real, negative and distinct for a range of the Jacobi parameters. Special emphasis is placed on the…
A Jacobi matrix with matrix entries is a self-adjoint block tridiagonal matrix with invertible blocks on the off-diagonals. Averaging over boundary conditions leads to explicit formulas for the averaged spectral measure which can…
We derive an integral representation for the Jacobi-Poisson kernel valid for all admissible type parameters $\alpha,\beta$ in the context of Jacobi expansions. This enables us to develop a technique for proving standard estimates in the…
The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of…
We will show under very weak conditions on differentiability and dependence that the central limit theorem for quantiles holds and that the block bootstrap is weakly consistent. Under slightly stronger conditions, the bootstrap is strongly…
Given a matrix $\mathbf{A} \in \mathbb{R}^{k \times n}$, a partitioning of $[k]$ into groups $S_1,\dots,S_m$, an outer norm $p$, and a collection of inner norms such that either $p \ge 1$ and $p_1,\dots,p_m \ge 2$ or $p_1=\dots=p_m=p \ge…
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…
Perturbative renormalization group theory is developed as a unified tool for global asymptotic analysis. With numerous examples, we illustrate its application to ordinary differential equation problems involving multiple scales, boundary…
In this paper we prove weighted $\ell^p$-inequalities for variation and oscillation operators defined by semigroups of operators associated with discrete Jacobi operators. Also, we establish that certain maximal operators involving sums of…
Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…
We prove a large deviations principle for the empirical measures of a class of biorthogonal and multiple orthogonal polynomial ensembles that includes biorthogonal Laguerre, Jacobi and Hermite ensembles, the matrix model of Lueck, Sommers…
Linear regression studies the problem of estimating a model parameter $\beta^* \in \mathbb{R}^p$, from $n$ observations $\{(y_i,\mathbf{x}_i)\}_{i=1}^n$ from linear model $y_i = \langle \mathbf{x}_i,\beta^* \rangle + \epsilon_i$. We…
We use a weak Gibbs property and a weak form of specification to derive level-2 large deviations principles for symbolic systems equipped with a large class of reference measures. This has applications to a broad class of symbolic systems,…
Weak measurement is a novel technique for parameter estimation with higher precision. In this paper we develop a general theory for the parameter estimation based on weak measurement technique with arbitrary postselection. The previous weak…
The role of $\beta$ decay as a low-energy probe of physics beyond the Standard Model is reviewed. Traditional searches for deviations from the Standard Model structure of the weak interaction in $\beta$ decay are discussed in the light of…
In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…
We study multivariate generalizations of the $q$-central limit theorem, a generalization of the classical central limit theorem consistent with nonextensive statistical mechanics. Two types of generalizations are addressed, more precisely…
Reparameterization from the standard set of orbital elements to Cartesian position-velocity vectors can be computationally advantageous for orbit inference problems, particularly when orbital elements are weakly constrained. Here we present…