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The mean of an unknown variance-$\sigma^2$ distribution $f$ can be estimated from $n$ samples with variance $\frac{\sigma^2}{n}$ and nearly corresponding subgaussian rate. When $f$ is known up to translation, this can be improved…

Statistics Theory · Mathematics 2023-06-30 Shivam Gupta , Jasper C. H. Lee , Eric Price

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with…

Statistics Theory · Mathematics 2013-05-06 Victor Chernozhukov , Sokbae Lee , Adam M. Rosen

In the study of geometric surface evolutions, stochastic reaction-diffusion equation provides a powerful tool for capturing and simulating complex dynamics. A critical challenge in this area is developing numerical approximations that…

Numerical Analysis · Mathematics 2025-01-16 Jianbo Cui , Feng-Yu Wang

Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge to. To resolve this, we introduce relative weak convergence,…

Statistics Theory · Mathematics 2025-10-28 Nicolai Palm , Thomas Nagler

We provide a numerical scheme to approximate as closely as desired the Gaussian or exponential measure $\mu(\om)$ of (not necessarily compact) basic semi-algebraic sets$\om\subset\R^n$. We obtain two monotone (non increasing and non…

Optimization and Control · Mathematics 2017-07-11 Jean-Bernard Lasserre

Noise is an unavoidable part of most measurements which can hinder a correct interpretation of the data. Uncertainties propagate in the data analysis and can lead to biased results even in basic descriptive statistics such as the central…

Instrumentation and Methods for Astrophysics · Physics 2023-11-27 Lorenzo Rimoldini

A sharp Poincar\'e-type inequality is derived for the restriction of the Gaussian measure on the boundary of a convex set. In particular, it implies a Gaussian mean-curvature inequality and a Gaussian iso second-variation inequality. The…

Functional Analysis · Mathematics 2016-07-15 Alexander V. Kolesnikov , Emanuel Milman

We improve using elementary means an explicit bound on the divisor function due to Friedlander and Iwaniec. Consequently we modestly improve a result regarding a sieving inequality for Gaussian sequences.

Number Theory · Mathematics 2018-01-15 Jeffrey P. S. Lay

We provide a sphere-packing lower bound for the optimal error probability in finite blocklengths when coding over a symmetric classical-quantum channel. Our result shows that the pre-factor can be significantly improved from the order of…

Quantum Physics · Physics 2017-01-17 Hao-Chung Cheng , Min-Hsiu Hsieh , Marco Tomamichel

We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…

Probability · Mathematics 2020-05-15 Holger Sambale , Arthur Sinulis

We consider the variational inequality problem over the intersection of fixed point sets of firmly nonexpansive operators. In order to solve the problem, we present an algorithm and subsequently show the strong convergence of the generated…

Optimization and Control · Mathematics 2020-01-30 Mootta Prangprakhon , Nimit Nimana , Narin Petrot

Prediction via deterministic continuous-time models will always be subject to model error, for example due to unexplainable phenomena, uncertainties in any data driving the model, or discretisation/resolution issues. In this paper, we build…

Dynamical Systems · Mathematics 2025-06-30 Liam Blake , John Maclean , Sanjeeva Balasuriya

An error bound for Gaussian Interpolation which is better than the current exponential-type error bound is presented.

Numerical Analysis · Mathematics 2007-12-07 Lin-Tian Luh

We examine the concentration of uniform generalization errors around their expectation in binary linear classification problems via an isoperimetric argument. In particular, we establish Poincar\'{e} and log-Sobolev inequalities for the…

Machine Learning · Statistics 2025-06-27 Shogo Nakakita

We show an extension of Sanov's theorem on large deviations, controlling the tail probabilities of i.i.d. random variables with matching concentration and anti-concentration bounds. This result has a general scope, applies to samples of any…

Machine Learning · Computer Science 2021-10-12 Akshay Balsubramani

The Koml\'os$\unicode{x2013}$Major$\unicode{x2013}$Tusn\'ady (KMT) inequality for partial sums is one of the most celebrated results in probability theory. Yet its practical application has been hindered by a lack of practical constants.…

Statistics Theory · Mathematics 2026-05-19 Haoyu Ye , Morgane Austern

Common proofs of the Gagliardo-Nirenberg-Sobolev (GNS) do not provide explicit bounds on the involved constants, unless a sharp constant is being determined. GNS inequalities naturally occur in error estimates for numerical approximations.…

Functional Analysis · Mathematics 2024-08-06 Michael Hott

It is common to model a deterministic response function, such as the output of a computer experiment, as a Gaussian process with a Mat\'ern covariance kernel. The smoothness parameter of a Mat\'ern kernel determines many important…

Statistics Theory · Mathematics 2023-11-28 Toni Karvonen

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

Probability · Mathematics 2024-11-20 Rita Giuliano , Claudio Macci , Barbara Pacchiarotti

We study the sharp constant in the Morrey inequality for fractional Sobolev-Slobodecki\u{\i} spaces on the whole $\mathbb{R}^N$. By generalizing a recent work by Hynd and Seuffert, we prove existence of extremals, together with some…

Analysis of PDEs · Mathematics 2023-09-13 Lorenzo Brasco , Francesca Prinari , Firoj Sk