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The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and…
We study the complexity of Non-Gaussian Component Analysis (NGCA) in the Statistical Query (SQ) model. Prior work developed a general methodology to prove SQ lower bounds for this task that have been applicable to a wide range of contexts.…
Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…
We consider the statistical inverse problem of recovering a parameter $\theta\in H^\alpha$ from data arising from the Gaussian regression problem \begin{equation*} Y = \mathscr{G}(\theta)(Z)+\varepsilon \end{equation*} with nonlinear…
We study the Hardy inequality when the singularity is placed on the boundary of a bounded domain in $\mathbb{R}^n$ that satisfies both an interior and exterior ball condition at the singularity. We obtain the sharp Hardy constant $n^2/4$ in…
We show that the law of the $\gamma$-LQG metric (appropriately renormalized) is continuous in $\gamma \in (0,2)$ with respect to the local uniform topology of metrics on $\mathbf{C} \times \mathbf{C}$ whenever $\gamma$ lies on compact…
We present the current status of our computation of quark bilinear renormalization constants for Wilson fermions and Symanzik improved gauge action. Computations are performed in Numerical Stochastic Perturbation Theory. Volumes range from…
The aim of this paper is to characterize the so-called Hardy means, i.e., those means $M\colon\bigcup_{n=1}^\infty \mathbb{R}_+^n\to\mathbb{R}_+$ that satisfy the inequality $$ \sum_{n=1}^\infty M(x_1,\dots,x_n) \le C\sum_{n=1}^\infty x_n…
We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully…
The large-matrix limit laws of the rescaled largest eigenvalue of the orthogonal, unitary, and symplectic $n$-dimensional Gaussian ensembles -- and of the corresponding Laguerre ensembles (Wishart distributions) for various regimes of the…
This article study the fractional Hamiltonian systems \begin{eqnarray}\label{00} {_{t}}D_{\infty}^{\alpha}({_{-\infty}}D_{t}^{\alpha}u) + \lambda L(t)u = \nabla W(t, u), \;\;t\in \mathbb{R}, \end{eqnarray} where $\alpha \in (1/2, 1)$,…
We study high-dimensional Laplace-type integrals $I(\lambda):=(\lambda/2\pi)^{d/2}\int_{\mathbb R^d} g(x)e^{-\lambda f(x)}dx$ in the regime where both $d$ and $\lambda$ are large. Existing rigorous Laplace-expansion results in growing…
In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…
We prove an exponential decay concentration inequality to bound the tail probability of the difference between the log-likelihood of discrete random variables on a finite alphabet and the negative entropy. The concentration bound we derive…
We present several new phenomena about almost sure convergence on homogeneous chaoses that include Gaussian Wiener chaos and homogeneous sums in independent random variables. Concretely, we establish the fact that almost sure convergence on…
Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…
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…
In this paper, we develop a stochastic algorithm based on the Euler--Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of $G/Ph/n+GI$ queues in the Halfin-Whitt regime. Specifically, we prove a…
In a recent paper, Gaunt 2020 extended Stein's method to limit distributions that can be represented as a function $g:\mathbb{R}^d\rightarrow\mathbb{R}$ of a centered multivariate normal random vector $\Sigma^{1/2}\mathbf{Z}$ with…
We study a class of robust mean estimators $\widehat{\mu}$ obtained by adaptively shrinking the weights of sample points far from a base estimator $\widehat{\kappa}$. Given a data-dependent scaling factor $\widehat{\alpha}$ and a weighting…