Related papers: Sharp barrier estimates for Bessel bridges
Assume that we observe a sample of size n composed of p-dimensional signals, each signal having independent entries drawn from a scaled Poisson distribution with an unknown intensity. We are interested in estimating the sum of the n unknown…
We study non-stationary averaging processes, where each term of a sequence is a weighted average of previous terms, namely $a_{n+1} = \sum_{j=1}^n p_n(j) a_j$. Our results extend classical theory in two distinct regimes. First, we prove a…
Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…
We give an alternative proof of a result by N. Gantert, Y. Hu and Z. Shi on the asymptotic behavior of the survival probability of the branching random walk killed below a linear boundary, in the special case of deterministic binary…
In this paper we analyze a L\'evy process reflected at a general (possibly random) barrier. For this process we prove Central Limit Theorem for the first passage time. We also give the finite-time first passage probability asymptotics.
This article deals with the asymptotic behaviour as $t\to +\infty$ of the survival function $P[T > t],$ where $T$ is the first passage time above a non negative level of a random process starting from zero. In many cases of physical…
A Bessel field $\mathcal{B}=\{\mathcal{B}(\alpha,t), \alpha\in\mathbb{N}_0, t\in\mathbb{R}\}$ is a two-variable random field such that for every $(\alpha,t)$, $\mathcal{B}(\alpha,t)$ has the law of a Bessel point process with index…
The Bradley-Terry-Luce (BTL) model is a popular statistical approach for estimating the global ranking of a collection of items using pairwise comparisons. To ensure accurate ranking, it is essential to obtain precise estimates of the model…
We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…
We adapt work of Kirby-Thompson and Zupan to define an integer invariant $\mathcal{L}(\mathcal{T})$ of a bridge trisection $\mathcal{T}$ of a smooth surface $\mathcal{K}$ in $S^4$ or $B^4$. We show that when $\mathcal{L}(\mathcal{T})=0$,…
This paper studies an approximation method for the log-likelihood function of a nonlinear diffusion process using the bridge of the diffusion. The main result (Theorem \refthm:approx) shows that this approximation converges uniformly to the…
Smoothness and asymptotic behaviors are studied for the densities of the law of the occupation time on the positive line for Bessel bridges and the normalized excursion of strictly stable processes. The key role is played by these…
In this paper, we study the lower iteration complexity bounds for finding the saddle point of a strongly convex and strongly concave saddle point problem: $\min_x\max_yF(x,y)$. We restrict the classes of algorithms in our investigation to…
We estimate the error of the Deep Ritz Method for linear elliptic equations. For Dirichlet boundary conditions, we estimate the error when the boundary values are imposed through the boundary penalty method. Our results apply to arbitrary…
Let $L f(x):=-\frac{d^2}{dx^2}f(x)-\frac{ r}{x}\frac{d}{dx}f(x),\quad x>0, r>0$ be the Bessel operator on $((0,\infty), |\cdot|, x^rdx)$. In this paper, we prove the sharp weak type $(1,1)$ estimate for the imaginary power $L^{i\alpha},…
Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…
Tensor network contraction is a powerful computational tool in quantum many-body physics, quantum information and quantum chemistry. The complexity of contracting a tensor network is thought to mainly depend on its entanglement properties,…
We investigate the joint asymptotic behavior of so-called blocks estimator of the extremal index, that determines the mean length of clusters of extremes, based on the exceedances over different thresholds. Due to the large bias of these…
In multi-parameter persistence, the matching distance is defined as the supremum of weighted bottleneck distances on the barcodes given by the restriction of persistence modules to lines with a positive slope. In the case of finitely…
We consider a deep structured linear network under sparsity constraints. We study sharp conditions guaranteeing the stability of the optimal parameters defining the network. More precisely, we provide sharp conditions on the network…