Related papers: Empirical Bernstein in smooth Banach spaces
We leverage proof techniques Fourier analysis and an existing result in coding theory to derive new bounds for the problem of non-interactive simulation of binary random variables. Previous bounds in the literature were derived by applying…
We study confidence intervals based on hard-thresholding, soft-thresholding, and adaptive soft-thresholding in a linear regression model where the number of regressors $k$ may depend on and diverge with sample size $n$. In addition to the…
In this paper we study set convergence aspects for Banach spaces of vector-valued measures with divergences (represented by measures or by functions) and applications. We consider a form of normal trace characterization to establish…
In this paper, we establish Berry--Esseen bounds for both self-normalized and non-self-normalized sums of locally dependent random variables. The proofs are based on Stein's method together with a concentration inequality approach. We…
We revisit Markowitz's mean-variance portfolio selection model by considering a distributionally robust version, where the region of distributional uncertainty is around the empirical measure and the discrepancy between probability measures…
Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…
We derive Berry-Esseen approximation bounds for general functionals of independent random variables, based on chaos expansions methods. Our results apply to $U$-statistics satisfying the weak assumption of decomposability in the Hoeffding…
Let us consider a Gaussian probability on a Banach space. We prove the existence of an intermediate Banach space between the space where the Gaussian measure lives and its RKHS. Such a space has full probability and a compact embedding.…
A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…
We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of…
In this paper we investigate four concepts of exponential stability for difference equations in Banach spaces. Characterizations of these concepts are given. They can be considered as variants for the discrete-time case of the classical…
One-sided confidence intervals are presented for the average of non-identical Bernoulli parameters. These confidence intervals are expressed as analytical functions of the total number of Bernoulli games won, the number of rounds and the…
We obtain results on the existence and approximation of fixed points of enriched contractions in quasi-Banach spaces and thus extend the results obtained in the case of contractions defined on Banach spaces [Berinde, V.; P\u{a}curar, M.…
In this work, we provide a $(n/m)^{-1/2}$-rate finite sample Berry-Esseen bound for $m$-dependent high-dimensional random vectors over the class of hyper-rectangles. This bound imposes minimal assumptions on the random vectors such as…
We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…
Using the KKM technique, we establish some existence results for variational-hemivariational inequalities involving monotone set valued mappings on bounded, closed and convex subsets in reflexive Banach spaces. We also derive several…
We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…
The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
We study the Banach space $D([0,1]^m)$ of functions of several variables that are (in a certain sense) right-continuous with left limits, and extend several results previously known for the standard case $m=1$. We give, for example, a…