Related papers: Approximation by mixtures of multivariate Erlang d…
The aim of this paper is to establish density properties in $L^p$ spaces of the span of powers of functions $\{\psi^\lambda\,:\lambda\in\Lambda\}$, $\Lambda\subset\N$ in the spirit of the M\"untz-Sz\'asz Theorem. As density is almost never…
Predictive recursion (PR) is a fast stochastic algorithm for nonparametric estimation of mixing distributions in mixture models. It is known that the PR estimates of both the mixing and mixture densities are consistent under fairly mild…
In this article, we show that Orlicz-Lorentz spaces $\ell^n_{M,a}$, $n\in\mathbb N$ with Orlicz function $M$ and weight sequence $a$ are uniformly isomorphic to subspaces of $L_1$ if the norm $\|\cdot\|_{M,a}$ satisfies certain Hardy-type…
We formalize a generalized form of the Pareto principle - ``fraction $p$ of inputs yields fraction $1-p$ of outputs'' - as a property of non-negative gain densities $\ell \in L^1([0,1])$, working with the decreasing rearrangement to obtain…
We revisit the classical problem of deriving convergence rates for the maximum likelihood estimator (MLE) in finite mixture models. The Wasserstein distance has become a standard loss function for the analysis of parameter estimation in…
Here we provide a unifying treatment of the convergence of a general form of sampling type operators, given by the so-called Durrmeyer sampling type series. In particular we provide a pointwise and uniform convergence theorem on…
In this paper we obtained some direct and inverse theorems of approximation theory for $\psi$-differentiable functions in the metric weighted Orlicz spaces with weights, which belong to the class of Muckenhoupt.
Motivated by practical applications where stable long-term performance is critical-such as robotics, operations research, and healthcare-we study the problem of distributionally robust (DR) average-reward reinforcement learning. We propose…
We present theoretical properties of the log-concave maximum likelihood estimator of a density based on an independent and identically distributed sample in $\mathbb{R}^d$. Our study covers both the case where the true underlying density is…
The distribution of the sum of 1-dependent lattice vectors with supports on coordinate axes is approximated by a multivariate compound Poisson distribution and by signed compound Poisson measure. The local and $\ell_\alpha$-norms are used…
Motivated by the developing mathematics of deep learning, we build universal functions approximators of continuous maps between arbitrary Polish metric spaces $\mathcal{X}$ and $\mathcal{Y}$ using elementary functions between Euclidean…
In the present article, we propose the generalization of Sz\'{a}sz-Mirakyan operators, which is a class of linear positive operators of discrete type depending on a real parameters. We give theorem of degree of approximation, the…
Let $P$ be a Markov kernel on a measurable space $\X$ and let $V:\X\r[1,+\infty)$. This paper provides explicit connections between the $V$-geometric ergodicity of $P$ and that of finite-rank nonnegative sub-Markov kernels $\Pc_k$…
The likelihood function of a finite mixture model is a non-convex function with multiple local maxima and commonly used iterative algorithms such as EM will converge to different solutions depending on initial conditions. In this paper we…
Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape parameter within the maximum likelihood framework is quite complex,…
Let $\pi$ denote the intractable posterior density that results when the likelihood from a multivariate linear regression model with errors from a scale mixture of normals is combined with the standard non-informative prior. There is a…
We prove explicit finite-$N$ lower bounds for $\mathbb P(\bigcup_{k=1}^N A_k)$ when the $\sigma$-algebras generated by an event sequence satisfy quantitative $\varphi$- or $\alpha$-mixing bounds. The main $\varphi$-mixing estimate is…
We present a process-level Poisson-approximation result for the degree-k vertices in a high-density weighted random connection model with preferential-attachment kernel in the unit volume. Our main focus lies on the impact of the left tails…
In this paper, we describe a method for estimating the joint probability density from data samples by assuming that the underlying distribution can be decomposed as a mixture of product densities with few mixture components. Prior works…
Given two discrete random variables $X$ and $Y$, with probability distributions ${\bf p} =(p_1, \ldots , p_n)$ and ${\bf q}=(q_1, \ldots , q_m)$, respectively, denote by ${\cal C}({\bf p}, {\bf q})$ the set of all couplings of ${\bf p}$ and…