Related papers: Gain coefficients for scrambled Halton points

We study the size of the set of points where the $\alpha$-divided difference of a function in the H\"older class $\Lambda_\alpha$ is bounded below by a fixed positive constant. Our results are obtained from their discrete analogues which…

We prove a moderate deviations principles for the size of the largest connected component in a random $d$-uniform hypergraph. The key tool is a version of the exploration process, that is also used to investigate the giant component of an…

We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…

Let $\Gamma$ denote a distance-regular graph. The maximum size of codewords with minimum distance at least $d$ is denoted by $A(\Gamma,d)$. Let $\square_n$ denote the folded $n$-cube $H(n,2)$. We give an upper bound on $A(\square_n,d)$…

We consider SDEs of the form $dX_t = |f(X_t)|/t^{\gamma} dt+1/t^{\gamma} dB_t$, where $f(x)$ behaves comparably to $|x|^k$ in a neighborhood of the origin, for $k\in [1,\infty)$. We show that there exists a threshold value…

We consider the problem of numerical approximation of integrals of random fields over a unit hypercube. We use a stratified Monte Carlo quadrature and measure the approximation performance by the mean squared error. The quadrature is…

$ $Abert, Gelander and Nikolov [AGN17] conjectured that the number of generators $d(\Gamma)$ of a lattice $\Gamma$ in a high rank simple Lie group $H$ grows sub-linearly with $v = \mu(H / \Gamma)$, the co-volume of $\Gamma$ in $H$. We prove…

An $f(d)$-spanner of an unweighted $n$-vertex graph $G=(V,E)$ is a subgraph $H$ satisfying that $dist_H(u, v)$ is at most $f(dist_G(u, v))$ for every $u,v \in V$. We present new spanner constructions that achieve a nearly optimal stretch of…

We study the component structure of the random graph $G=G_{n,m,d}$. Here $d=O(1)$ and $G$ is sampled uniformly from ${\mathcal G}_{n,m,d}$, the set of graphs with vertex set $[n]$, $m$ edges and maximum degree at most $d$. If $m=\mu n/2$…

We study online learning of feedforward neural networks with the sign activation function that implement functions from the unit ball in $\mathbb{R}^d$ to a finite label set $\{1, \ldots, Y\}$. First, we characterize a margin condition that…

We study the approximation of expectations $\E(f(X))$ for solutions $X$ of SDEs and functionals $f \colon C([0,1],\R^r) \to \R$ by means of restricted Monte Carlo algorithms that may only use random bits instead of random numbers. We…

We prove that when $f$ is a Rademacher random multiplicative function for any $\epsilon>0$, then $\sum_{n \leqslant x}\frac{f(n)}{\sqrt{n}} \ll (\log\log(x))^{3/4+\epsilon}$ for almost all $f$. We also show that there exist arbitrarily…

The OSSS inequality [O'Donnell, Saks, Schramm and Servedio, 46th Annual IEEE Symposium on Foundations of Computer Science (FOCS'05), Pittsburgh (2005)] gives an upper bound for the variance of a function f of independent 0-1 valued random…

It is well known that generalized method of moments (GMM) estimators of dynamic panel data regressions can have significant bias when the number of time periods ($T$) is not small compared to the number of cross-sectional units ($n$). The…

Lifted samplers form a class of Markov chain Monte Carlo methods which has drawn a lot attention in recent years due to superior performance in challenging Bayesian applications. A canonical example of lifted samplers is the one that is…

Variational inference has become an increasingly attractive fast alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, a major obstacle to the widespread use of variational methods is the lack of…

Importance sampling Monte-Carlo methods are widely used for the approximation of expectations with respect to partially known probability measures. In this paper we study a deterministic version of such an estimator based on quasi-Monte…

We derive a Gaussian approximation result for the maximum of a sum of random vectors under $(2+\iota)$-th moments. Our main theorem is abstract and nonasymptotic, and can be applied to a variety of statistical learning problems. The proof…

Pre-integration is an extension of conditional Monte Carlo to quasi-Monte Carlo and randomized quasi-Monte Carlo. It can reduce but not increase the variance in Monte Carlo. For quasi-Monte Carlo it can bring about improved regularity of…

For 1D quantum harmonic oscillator perturbed by a time quasi-periodic quadratic form of $(x,-{\rm i}\partial_x)$, we show its almost reducibility. The growth of Sobolev norms of solution is described based on the scheme of almost…