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We prove matching direct and inverse theorems for uniform polynomial approximation with $A^*$ weights (a subclass of doubling weights suitable for approximation in the $L_\infty$ norm) having finitely many zeros and not too "rapidly…

Classical Analysis and ODEs · Mathematics 2015-10-27 Kirill A. Kopotun

In this paper, we introduce the nonlinear exponential Kantorovich sampling series. We establish pointwise and uniform convergence properties and a nonlinear asymptotic formula of the Voronovskaja-type given in terms of the limsup.…

Functional Analysis · Mathematics 2025-08-12 Danilo Costarelli , Mariarosaria Natale

An approach is suggested defining effective sums of divergent series in the form of self-similar exponential approximants. The procedure of constructing these approximants from divergent series with arbitrary noninteger powers is developed.…

Statistical Mechanics · Physics 2009-10-31 V. I. Yukalov , S. Gluzman

A more general notion of weight called admissible is introduced and then an investigation is carried out on the a.e. convergence of weighted strong laws of large numbers and their applications to weighted one-sided ergodic Hilbert…

Functional Analysis · Mathematics 2020-01-20 Farrukh Mukhamedov

In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…

Probability · Mathematics 2020-04-08 Rita Giuliano , Milto Hadjikyriakou

The objects of our interest are the so-called $A$-permutations, which are permutations whose cycle length lie in a fixed set $A$. They have been extensively studied with respect to the uniform or the Ewens measure. In this paper, we extend…

Probability · Mathematics 2013-02-26 Ashkan Nikeghbali , Julia Storm , Dirk Zeindler

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

Statistics Theory · Mathematics 2025-08-28 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang

We propose using a discounted version of a convex combination of the log-likelihood with the corresponding expected log-likelihood such that when they are maximized they yield a filter, predictor and smoother for time series. This paper…

Methodology · Statistics 2026-04-29 Simon Donker van Heel , Neil Shephard

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

Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…

We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…

Portfolio Management · Quantitative Finance 2015-05-30 Francisco Rubio , Xavier Mestre , Daniel P. Palomar

High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…

Methodology · Statistics 2022-02-16 Sebastian M Schmon , Philippe Gagnon

In this paper we show that the weighted Bernstein-Walsh inequality in logarithmic potential theory is sharp up to some new universal constant, provided that the external field is given by a logarithmic potential. Our main tool for such…

Numerical Analysis · Mathematics 2017-07-26 Bernhard Beckermann , Thomas Helart

In this paper, asymptotic expansions of the distributions and densities of powered extremes for Maxwell samples are considered. The results show that the convergence speeds of normalized partial maxima relies on the powered index.…

Probability · Mathematics 2020-03-10 Jianwen Huang , Xinling Liu , Jianjun Wang , Zhongquan Tan , Jingyao Hou , Hao Pu

We exploit the idea to use the maximal-entropy method, successfully tested in information theory and statistical thermodynamics, to determine approximating function's coefficients and squared errors' weights simultaneously as output of one…

Numerical Analysis · Mathematics 2021-03-04 Domenico Giordano , Felice Iavernaro

We consider a generalization of the Bauer maximum principle. We work with tensorial products of convex measures sets, that are non necessarily compact but generated by their extreme points. We show that the maximum of a quasi-convex lower…

Probability · Mathematics 2020-10-09 Jerome Stenger , Fabrice Gamboa , Merlin Keller

The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.

Probability · Mathematics 2013-08-08 Andriy Olenko , Yuriy Kozachenko , Olga Polosmak

In science and engineering, we often work with models designed for accurate prediction of variables of interest. Recognizing that these models are approximations of reality, it becomes desirable to apply multiple models to the same data and…

Machine Learning · Computer Science 2024-04-03 Marzieh Ajirak , Daniel Waxman , Fernando Llorente , Petar M. Djuric

In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…

Statistics Theory · Mathematics 2011-12-05 Jingchen Liu , Gongjun Xu