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In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…

Machine Learning · Computer Science 2021-06-23 Abhinav Sagar

We consider unbiased estimation of a sparse nonrandom vector corrupted by additive white Gaussian noise. We show that while there are infinitely many unbiased estimators for this problem, none of them has uniformly minimum variance.…

Statistics Theory · Mathematics 2010-06-02 Alexander Jung , Zvika Ben-Haim , Franz Hlawatsch , Yonina C. Eldar

Bayesian solution of an inverse problem for indirect measurement $M = AU + {\mathcal{E}}$ is considered, where $U$ is a function on a domain of $R^d$. Here $A$ is a smoothing linear operator and $ {\mathcal{E}}$ is Gaussian white noise. The…

Probability · Mathematics 2009-01-28 Matti Lassas. Eero Saksman , Samuli Siltanen

This article addresses an equidistribution problem concerning the zeros of systems of random holomorphic sections of positive line bundles on compact K\"{a}hler manifolds and random polynomials on $\mathbb{C}^{m}$ in the setting of the…

Complex Variables · Mathematics 2026-04-28 Ozan Günyüz

We derive normal approximation bounds for generalized $U$-statistics of the form \begin{equation*} S_{n,k}(f):=\sum_{ 1 \leq \beta (1),\dots,\beta (k) \leq n \atop \beta (i)\ne\beta (j), \ 1\leq i\ne j \leq k} f\big(X_{\beta…

Probability · Mathematics 2025-11-12 Qingwei Liu , Nicolas Privault

In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…

Probability · Mathematics 2014-02-07 José Manuel Corcuera , David Nualart , Mark Podolskij

We propose a new Bayesian strategy for adaptation to smoothness in nonparametric models based on heavy tailed series priors. We illustrate it in a variety of settings, showing in particular that the corresponding Bayesian posterior…

Statistics Theory · Mathematics 2024-05-30 Sergios Agapiou , Ismaël Castillo

Standard random-effects meta-analysis relies heavily on the assumption that the underlying true effects are normally distributed. In the social sciences, where evidence synthesis increasingly involves large, highly heterogeneous datasets,…

Methodology · Statistics 2026-05-01 Daihe Sui , Elizabeth Tipton

We present a new theoretical perspective of data noising in recurrent neural network language models (Xie et al., 2017). We show that each variant of data noising is an instance of Bayesian recurrent neural networks with a particular…

Computation and Language · Computer Science 2019-01-29 Lingpeng Kong , Gabor Melis , Wang Ling , Lei Yu , Dani Yogatama

Robust regression has attracted a great amount of attention in the literature recently, particularly for taking asymmetricity into account simultaneously and for high-dimensional analysis. However, the majority of research on the topics…

Methodology · Statistics 2023-07-25 Sanna Soomro , Keming Yu , Yan Yu

In this paper, we characterize the average Hamming weight distribution of subsequences of maximum-length sequences ($m$-sequences). In particular, we consider all possible $m$-sequences of dimension $k$ and find the average number of…

Information Theory · Computer Science 2021-07-13 Mahyar Shirvanimoghaddam

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida

This work represents a systematic computational study of the distribution of the Fourier coefficients of cuspidal Hecke eigenforms of level $\Gamma_0(4)$ and half-integral weights. Based on substantial calculations, the question is raised…

Number Theory · Mathematics 2021-12-01 Ilker Inam , Zeynep Demirkol Özkaya , Elif Tercan , Gabor Wiese

We consider nonparametric Bayesian estimation of a probability density $p$ based on a random sample of size $n$ from this density using a hierarchical prior. The prior consists, for instance, of prior weights on the regularity of the…

Statistics Theory · Mathematics 2009-09-29 Subhashis Ghosal , Jüri Lember , Aad van der Vaart

This paper examines the distribution of order statistics taken from simple-random-sampling without replacement (SRSWOR) from a finite population with values 1,...,N. This distribution is a shifted version of the beta-binomial distribution,…

Statistics Theory · Mathematics 2023-09-01 Ben O'Neill

We provide a simple, general argument to obtain improvements of concentration-type inequalities starting from improvements of their corresponding isoperimetric-type inequalities. We apply this argument to obtain robust improvements of the…

Optimization and Control · Mathematics 2015-07-14 Eric A. Carlen , Francesco Maggi

This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…

Probability · Mathematics 2026-05-19 Jiaheng Chen , Daniel Sanz-Alonso

We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed ($i.i.d.$) misspecified models. More specifically, we study the concentration of the posterior distribution on…

Statistics Theory · Mathematics 2015-12-04 R. V. Ramamoorthi , Karthik Sriram , Ryan Martin

In this paper, we explore some links between transforms derived by Stein's method and concentration inequalities. In particular, we show that the stochastic domination of the zero bias transform of a random variable is equivalent to…

Probability · Mathematics 2022-11-24 Santiago Arenas-Velilla , Emilien Joly
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