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We review the Bayesian theory of semiparametric inference following Bickel and Kleijn (2012) and Kleijn and Knapik (2013). After an overview of efficiency in parametric and semiparametric estimation problems, we consider the Bernstein-von…

Statistics Theory · Mathematics 2013-05-22 B. J. K. Kleijn

A nonuniform version of the Berry-Esseen bound has been proved. The most important feature of the new bound is a monotonically decreasing function C(|t|) instead of the universal constant C=29.1174: C(|t|)<C if |t| > 3.2, and C(|t|) tends…

Statistics Theory · Mathematics 2010-04-06 Vladimir Nikulin

We establish exponential bounds for the hypergeometric distribution which include a finite sampling correction factor, but are otherwise analogous to bounds for the binomial distribution due to Le\'on and Perron (2003) and Talagrand (1994).…

Statistics Theory · Mathematics 2016-03-08 Evan Greene , Jon A. Wellner

In this paper we obtain Berry-Esse\'en bounds on partial sums of functionals of heavy-tailed moving averages, including the linear fractional stable noise, stable fractional ARIMA processes and stable Ornstein-Uhlenbeck processes. Our rates…

Probability · Mathematics 2019-04-15 Andreas Basse-O'Connor , Mark Podolskij , Christoph Thäle

Let $\{X_n\}_{n\ge0}$ be a $V$-geometrically ergodic Markov chain. Given some real-valued functional $F$, define $M_n(\alpha):=n^{-1}\sum_{k=1}^nF(\alpha,X_{k-1},X_k)$, $\alpha\in\mathcal{A}\subset \mathbb {R}$. Consider an $M$ estimator…

Statistics Theory · Mathematics 2012-05-15 Loïc Hervé , James Ledoux , Valentin Patilea

Two different aspects of parabolic iteration in the complex upper half-plane are considered here. First, from a noncommutative probability perspective, a Berry-Esseen type estimate for the convergence speed of the monotone central limit…

Functional Analysis · Mathematics 2018-12-03 Octavio Arizmendi , Mauricio Salazar , Jiun-Chau Wang

We study how eigenvectors of random regular graphs behave when projected onto fixed directions. For a random $d$-regular graph with $N$ vertices, where the degree $d$ grows slowly with $N$, we prove that these projections follow…

Probability · Mathematics 2025-07-22 Leonhard Nagel

Let $(Z_n)$ be a supercritical branching process in a random environment $\xi = (\xi_n)$. We establish a Berry-Esseen bound and a Cram\'er's type large deviation expansion for $\log Z_n$ under the annealed law $\mathbb P$. We also improve…

Probability · Mathematics 2016-02-08 Ion Grama , Quansheng Liu , Eric Miqueu

We establish the first quantitative Berry-Esseen bounds for edge eigenvector statistics in random regular graphs. For any $d$-regular graph on $N$ vertices with fixed $d \geq 3$ and deterministic unit vector $\mathbf{q} \perp \mathbf{e}$,…

Probability · Mathematics 2025-07-18 Leonhard Nagel

Certain smoothing inequalities were proposed in the recent paper posted on arXiv at arxiv:1301.2828 in order to lessen the very large gap between the best correctly established upper and lower bounds on the constant factor in the nonuniform…

Probability · Mathematics 2013-04-30 Iosif Pinelis

This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…

Probability · Mathematics 2025-02-18 Lê Vǎn Thành , Nguyen Ngoc Tu

We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can…

Artificial Intelligence · Computer Science 2012-05-14 Daniel Andrade , Bernhard Sick

We consider a sparse linear regression model with unknown symmetric error under the high-dimensional setting. The true error distribution is assumed to belong to the locally $\beta$-H\"{o}lder class with an exponentially decreasing tail,…

Statistics Theory · Mathematics 2020-09-01 Kyoungjae Lee , Minwoo Chae , Lizhen Lin

We consider Erd\H{o}s-R\'enyi-type random hypergraphs that are non-uniform, in the sense that hyperedges of different sizes may coexist, and inhomogeneous, in that connection probabilities may depend on the hyperedge size. All parameters…

Probability · Mathematics 2026-04-03 Luca Avena , Elia Bisi , Eleonora Bordiga

We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…

Probability · Mathematics 2016-10-05 Alberto Lanconelli , Aurel Iulian Stan

This paper considers inference over distributed linear Gaussian models using factor graphs and Gaussian belief propagation (BP). The distributed inference algorithm involves only local computation of the information matrix and of the mean…

Machine Learning · Statistics 2018-01-01 Jian Du , Shaodan Ma , Yik-Chung Wu , Soummya Kar , José M. F. Moura

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

Probability · Mathematics 2019-07-24 Martin Raič

This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…

Methodology · Statistics 2024-11-21 Tomoki Matsumoto

The inductive size bias coupling technique and Stein's method yield a Berry-Esseen theorem for the number of urns having occupancy $d \ge 2$ when $n$ balls are uniformly distributed over $m$ urns. In particular, there exists a constant $C$…

Probability · Mathematics 2019-04-02 Jay Bartroff , Larry Goldstein

Applying an inductive technique for Stein and zero bias couplings yields Berry-Esseen theorems for normal approximation for two new examples. The conditions of the main results do not require that the couplings be bounded. Our two…

Probability · Mathematics 2020-05-12 Louis H. Y. Chen , Larry Goldstein , Adrian Röllin
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