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Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address this challenge in a semi-parametric context: estimating the…

Statistics Theory · Mathematics 2025-03-04 Licong Lin , Koulik Khamaru , Martin J. Wainwright

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

We present a technique for approximating generic normalization constants subject to constraints. The method is then applied to derive the exact asymptotics for the conditional normalization constant of constrained exponential random graphs.

Probability · Mathematics 2015-08-05 Mei Yin

We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…

Mathematical Physics · Physics 2021-05-11 Christophe Charlier

In this paper, we introduce a new class of optimization problems whose objective functions are weakly homogeneous relative to the constraint sets. By using the normalization argument in asymptotic analysis, we prove two criteria for the…

Optimization and Control · Mathematics 2022-04-29 Vu Trung Hieu

Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…

Methodology · Statistics 2022-09-15 Ryan Martin

Problems in exponential asymptotics are typically characterized by divergence of the associated asymptotic expansion in the form of a factorial divided by a power. In this paper, we demonstrate that in certain classes of problems that…

Classical Analysis and ODEs · Mathematics 2015-06-19 Philippe H. Trinh , S. Jonathan Chapman

We study the classical problem of recovering a multidimensional source signal from observations of nonlinear mixtures of this signal. We show that this recovery is possible (up to a permutation and monotone scaling of the source's original…

Machine Learning · Statistics 2023-01-18 Alexander Schell , Harald Oberhauser

Perturbative renormalization group theory is developed as a unified tool for global asymptotic analysis. With numerous examples, we illustrate its application to ordinary differential equation problems involving multiple scales, boundary…

High Energy Physics - Theory · Physics 2008-11-26 Lin-Yuan Chen , Nigel Goldenfeld , Y. Oono

A detailed analysis of the remainder obtained by truncating the Euler series up to the $n$th-order term is presented. In particular, by using an approach recently proposed by Weniger, asymptotic expansions of the remainder, both in inverse…

Computational Physics · Physics 2010-02-18 Riccardo Borghi

We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…

Mathematical Physics · Physics 2007-05-23 N. M. Ercolani , K. D. T-R McLaughlin

Let $LA_{n}(\tau)$ be the length of the longest alternating subsequence of a uniform random permutation $\tau\in[n]$. Classical probabilistic arguments are used to rederive the asymptotic mean, variance and limiting law of $LA_{n}(\tau)$.…

Probability · Mathematics 2012-09-11 Christian Houdré , Ricardo Restrepo

Four problems about recovery of a high-frequency source in the one-dimension heat equation with homogeneous initial-boundary conditions by some information about partial asymptotic of its solution have solved. It is shown, that the source…

Analysis of PDEs · Mathematics 2017-04-19 Pavel V. Babich , Valeriy B. Levenshtam , Sergey P. Prika

In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…

Numerical Analysis · Mathematics 2018-07-18 Selin Aslan , Eric de Sturler , Misha E. Kilmer

This paper considers the joint compression of a pair of correlated sources, where the encoder is allowed to access only one of the sources. The objective is to recover both sources under separate distortion constraints for each source while…

Information Theory · Computer Science 2024-11-07 Huiyuan Yang , Yuxuan Shi , Shuo Shao , Xiaojun Yuan

Andrews studied a function which appears in Ramanujan's identities. In Ramanujan's "Lost" Notebook, there are several formulas involving this function, but they are not as simple as the identities with other similar shape of functions.…

Number Theory · Mathematics 2017-03-07 Min-Joo Jang

Consider estimation of the regression function based on a model with equidistant design and measurement errors generated from a fractional Gaussian noise process. In previous literature, this model has been heuristically linked to an…

Statistics Theory · Mathematics 2014-12-02 Johannes Schmidt-Hieber

In the present paper, we study the asymptotic properties of the semi-exponential Post-Widder operator. It is connected with $p(x) = x^2$. The main result is a pointwise complete asymptotic expansion valid for locally smooth functions of…

Classical Analysis and ODEs · Mathematics 2025-09-17 Ulrich Abel , Octavian Agratini , Radu Paltanea

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

Representation Theory · Mathematics 2015-12-22 Vadim Gorin , Greta Panova

The self-consistent expansion (SCE) is a powerful technique for obtaining perturbative solutions to problems in statistical physics but it suffers from a subtle problem - too much freedom! The SCE can be used to generate an enormous number…

Statistical Mechanics · Physics 2024-07-12 Chanania Steinbock , Eytan Katzav
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