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We show how to compute lower bounds for the supremum Bayes error if the class-conditional distributions must satisfy moment constraints, where the supremum is with respect to the unknown class-conditional distributions. Our approach makes…

Machine Learning · Statistics 2012-01-31 Bela A. Frigyik , Maya R. Gupta

We apply the Bennett-Carbery-Tao multilinear restriction estimate in order to bound restriction operators and more general oscillatory integral operators. We get improved L^p estimates in the Stein restriction problem for dimension at least…

Classical Analysis and ODEs · Mathematics 2011-03-28 Jean Bourgain , Larry Guth

A fairly general class of Bayesian "large-error" lower bounds of the Weiss-Weinstein family, essentially free from regularity conditions on the probability density functions support, and for which a limiting form yields a generalized…

Information Theory · Computer Science 2016-10-25 Eric Chaumette , Alexandre Renaux , Mohammed Nabil El Korso

Finding Bertram's optimal trading strategy for a pair of cointegrated assets following the Ornstein--Uhlenbeck price difference process can be formulated as an unconstrained convex optimization problem for maximization of expected profit…

Mathematical Finance · Quantitative Finance 2022-11-23 Vladimír Holý , Michal Černý

We study the contraction in Wasserstein distance of the coordinate ascent variational inference algorithm. This is shown to hold under a transport-information inequality at the fixed points and a functional smoothness condition. The results…

Machine Learning · Statistics 2026-05-29 Rocco Caprio , Adrien Corenflos , Sam Power

Simple bounds are obtained for the integral $\int_0^x\mathrm{e}^{-\gamma t}t^\nu I_\nu(t)\,\mathrm{d}t$, $x>0$, $\nu>-1/2$, $0\leq\gamma<1$, together with a natural generalisation of this integral. In particular, we obtain an upper bound…

Classical Analysis and ODEs · Mathematics 2025-01-22 Robert E. Gaunt

The Berry phase for a variety of systems comprising of two angular momenta is discussed. These include the electron and proton in the ground state of the hydrogen atom (taking into account the hyperfine interaction), the positronium atom,…

Quantum Physics · Physics 2011-04-29 K. J. B. Ghosh , D. De Munshi , B. Dutta-Roy

We derive quantitative bounds in the Wasserstein distance for the approximation of stochastic integrals with respect to Hawkes processes by a normally distributed random variable. In the case of deterministic and non-negative integrands,…

Probability · Mathematics 2022-09-09 Mahmoud Khabou , Nicolas Privault , Anthony Reveillac

The celebrated results of Koml\'os, Major and Tusn\'ady [Z. Wahrsch. Verw. Gebiete 32 (1975) 111-131; Z. Wahrsch. Verw. Gebiete 34 (1976) 33-58] give optimal Wiener approximation for the partial sums of i.i.d. random variables and provide a…

Probability · Mathematics 2014-04-25 István Berkes , Weidong Liu , Wei Biao Wu

We give a nonuniform Berry-Esseen bound for self-normalized martingales, which bridges the gap between the result of Haeusler (1988) and Fan and Shao (2018). The bound coincides with the nonuniform Berry-Esseen bound of Haeusler and Joos…

Probability · Mathematics 2021-04-30 Songqi Wu , Lingjie Kong

We develop a new quantitative approach to a multidimensional version of the well-known {\it de Jong's central limit theorem} under optimal conditions, stating that a sequence of Hoeffding degenerate $U$-statistics whose fourth cumulants…

Probability · Mathematics 2016-12-22 Christian Döbler , Giovanni Peccati

In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…

Statistics Theory · Mathematics 2025-01-14 Adrian Fischer , Robert E. Gaunt , Gesine Reinert , Yvik Swan

The behavior of solutions to the biharmonic equation is well-understood in smooth domains. In the past two decades substantial progress has also been made for the polyhedral domains and domains with Lipschitz boundaries. However, very…

Analysis of PDEs · Mathematics 2015-08-20 Svitlana Mayboroda , Vladimir Maz'ya

The Weierstrass function is a classic example of a continuous nowhere differentiable function, defined as a sum of high-frequency complex exponentials. In this paper, we follow a suggestion of M.V. Berry and study the convergence properties…

Classical Analysis and ODEs · Mathematics 2026-03-09 Fabrizio Colombo , Irene Sabadini , Daniele C. Struppa

This article presents a new and more elementary proof of the main Seiberg-Witten-based obstruction to the existence of Einstein metrics on smooth compact 4-manifolds. It also introduces a new smooth manifold invariant which conveniently…

Differential Geometry · Mathematics 2007-05-23 Claude LeBrun

We prove the appearance of an explicit lower bound on the solution to the full Boltzmann equation in the torus for a broad family of collision kernels including in particular long-range interaction models, under the assumption of some…

Analysis of PDEs · Mathematics 2016-08-16 Clément Mouhot

We obtain the uniform convergence rate for the Gaussian fluctuation of the radial part of the Brownian motion on a hyperbolic space. We also show that this result is sharp if the dimension of the hyperbolic space is two or general odd. Our…

Probability · Mathematics 2023-09-11 Yuichi Shiozawa

The Berry connection and curvature are key components of electronic structure calculations for atoms and molecules in magnetic fields. They ensure the correct translational behavior of the effective nuclear Hamiltonian and the correct…

Chemical Physics · Physics 2022-10-19 Laurens D. M. Peters , Tanner Culpitt , Erik I. Tellgren , Trygve Helgaker

This paper deals with the quantitative normal approximation of non-linear functionals of Poisson random measures, where the quality is measured by the Kolmogorov distance. Combining Stein's method with the Malliavin calculus of variations…

Probability · Mathematics 2014-10-30 Peter Eichelsbacher , Christoph Thaele

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

Probability · Mathematics 2019-07-24 Martin Raič