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Given data from a Poisson point process with intensity $(x,y) \mapsto n \mathbf{1}(f(x)\leq y),$ frequentist properties for the Bayesian reconstruction of the support boundary function $f$ are derived. We mainly study compound Poisson…

Statistics Theory · Mathematics 2018-09-13 Markus Reiss , Johannes Schmidt-Hieber

In this paper we study the concentration properties for the eigenvalues of kernel matrices, which are central objects in a wide range of kernel methods and, more recently, in network analysis. We present a set of concentration inequalities…

Machine Learning · Statistics 2020-10-27 Ernesto Araya Valdivia

New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The…

Statistics Theory · Mathematics 2022-04-26 Stéphane Lhaut , Anne Sabourin , Johan Segers

This paper studies beta ensembles on the real line in a high temperature regime, that is, the regime where $\beta N \to const \in (0, \infty)$, with $N$ the system size and $\beta$ the inverse temperature. In this regime, the convergence to…

Probability · Mathematics 2020-04-17 Fumihiko Nakano , Khanh Duy Trinh

Second moment beam widths are commonly used in paraxial optics to define the focal extent of beams. However, second moments of arbitrary beams are not guaranteed to be finite. I propose the focal concentration area as a measure of beam…

Optics · Physics 2018-08-01 Petar Andrejić

In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…

Machine Learning · Computer Science 2025-02-11 Yijin Ni , Xiaoming Huo

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

Probability · Mathematics 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

In this paper we study the Poisson problem, \[ \begin{cases} -{\rm div}(d^\beta\nabla u)=f&{\rm in}\ \Omega\\ u=0&{\rm on}\ \partial\Omega, \end{cases} \] where $\Omega\subset\mathbb R^N$, $N\ge2$ is a smooth bounded domain, $f$ is a…

Analysis of PDEs · Mathematics 2025-11-25 Marta Calanchi , Massimo Grossi

We establish the mean-field bounds $\gamma \ge 1$, $\delta \ge 2$ and $\triangle \ge 2$ on the critical exponents of the Poisson-Boolean continuum percolation model under a moment condition on the radii; these were previously known only in…

Probability · Mathematics 2023-02-16 Vivek Dewan , Stephen Muirhead

We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

Probability · Mathematics 2022-09-20 Chinmoy Bhattacharjee , Ilya Molchanov

For any nonnegative Borel-measurable function f such that f(x)=0 if and only if x=0, the best constant c_f in the inequality E f(X-E X) \leq c_f E f(X) for all random variables X with a finite mean is obtained. Properties of the constant…

Probability · Mathematics 2017-01-17 Iosif Pinelis

This paper is mainly concerned with the existence of extremals for the Adams inequality. We first establish an upper bound for the classical Adams functional along of all concentrated sequences in $W^{m,\frac{n}{m}}_{\mathcal{N}}(\Omega)$,…

Analysis of PDEs · Mathematics 2022-07-26 José Francisco Alves de Oliveira , Abiel Costa Macedo

Let Pi and Gamma be homogeneous Poisson point processes on a fixed set of finite volume. We prove a necessary and sufficient condition on the two intensities for the existence of a coupling of Pi and Gamma such that Gamma is a deterministic…

Probability · Mathematics 2009-12-02 Omer Angel , Alexander E. Holroyd , Terry Soo

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

We consider sequences of $U$-processes based on symmetric kernels of a fixed order, that possibly depend on the sample size. Our main contribution is the derivation of a set of analytic sufficient conditions, under which the aforementioned…

Probability · Mathematics 2022-03-16 Christian Döbler , Mikołaj Kasprzak , Giovanni Peccati

Let $X,X_1,\dots, X_n,\dots$ be i.i.d. centered Gaussian random variables in a separable Banach space $E$ with covariance operator $\Sigma:$ $$ \Sigma:E^{\ast}\mapsto E,\ \ \Sigma u = {\mathbb E}\langle X,u\rangle, u\in E^{\ast}. $$ The…

Probability · Mathematics 2014-07-02 Vladimir Koltchinskii , Karim Lounici

Given a sample of a Poisson point process with intensity $\lambda_f(x,y) = n \mathbf{1}(f(x) \leq y),$ we study recovery of the boundary function $f$ from a nonparametric Bayes perspective. Because of the irregularity of this model, the…

Statistics Theory · Mathematics 2020-06-15 Markus Reiss , Johannes Schmidt-Hieber

We consider a problem of estimation for the telegrapher's process on the line, say X(t), driven by a Poisson process with non constant rate. It turns out that the finite-dimensional law of the process X(t) is a solution to the telegraph…

Probability · Mathematics 2007-06-13 Stefano M. Iacus

Consider the set of all sequences of $n$ outcomes, each taking one of $m$ values, that satisfy a number of linear constraints. If $m$ is fixed while $n$ increases, most sequences that satisfy the constraints result in frequency vectors…

Information Theory · Computer Science 2016-11-18 Kostas N. Oikonomou , Peter D. Grunwald

This survey will appear as a chapter of the forthcoming book [19]. A U-statistic of order $k$ with kernel $f:\X^k \to \R^d$ over a Poisson process is defined in \cite{ReiSch11} as$$ \sum\_{x\_1, \dots , x\_k \in \eta^k\_{\neq}} f(x\_1,…

Probability · Mathematics 2015-03-27 Raphaël Lachèze-Rey , Matthias Reitzner