Related papers: Distortion mismatch in the quantization of probabi…
We study the estimation capacity of the generalized Lasso, i.e., least squares minimization combined with a (convex) structural constraint. While Lasso-type estimators were originally designed for noisy linear regression problems, it has…
Low-distortion embeddings are critical building blocks for developing random sampling and random projection algorithms for linear algebra problems. We show that, given a matrix $A \in \R^{n \times d}$ with $n \gg d$ and a $p \in [1, 2)$,…
We study the problem of robustly estimating the mean or location parameter without moment assumptions. We show that for a large class of symmetric distributions, the same error as in the Gaussian setting can be achieved efficiently. The…
We consider the classical problem of estimating the covariance matrix of a subgaussian distribution from i.i.d. samples in the novel context of coarse quantization, i.e., instead of having full knowledge of the samples, they are quantized…
We study lossy source coding under a distortion measure defined by the negative log-likelihood induced by a prescribed conditional distribution $P_{X|U}$. This \emph{log-likelihood distortion} models compression settings in which the…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
We investigate quantization coefficients for self-similar probability measures \mu on limit sets which are generated by systems S of infinitely many contractive similarities and by probabilistic vectors. The theory of quantization…
We propose a phenomenological model for the scattering of particles on space-time defects in a treatment that maintains Lorentz-invariance on the average. The local defects considered here cause a stochastic violation of momentum…
The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong…
In this article, we study the approximation of a probability measure $\mu$ on $\mathbb{R}^{d}$ by its empirical measure $\hat{\mu}_{N}$ interpreted as a random quantization. As error criterion we consider an averaged $p$-th moment…
The purpose of this paper is to show how local energy decay estimates for certain linear wave equations involving compact perturbations of the standard Laplacian lead to optimal global existence theorems for the corresponding small…
We study quantum dichotomies and the resource theory of asymmetric distinguishability using a generalization of Strassen's theorem on preordered semirings. We find that an asymptotic variant of relative submajorization, defined on…
In this paper, we investigate the random subsampling method for tensor least squares problem with respect to the popular t-product. From the optimization perspective, we present the error bounds in the sense of probability for the residual…
We study the problem of predicting as well as the best linear predictor in a bounded Euclidean ball with respect to the squared loss. When only boundedness of the data generating distribution is assumed, we establish that the least squares…
This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…
We provide the first known algorithm that provably achieves $\varepsilon$-optimality within $\widetilde{\mathcal{O}}(1/\varepsilon)$ function evaluations for the discounted discrete-time LQR problem with unknown parameters, without relying…
Multivariate elliptically-contoured distributions are widely used for modeling correlated and non-Gaussian data. In this work, we study the kurtosis of the elliptical model, which is an important parameter in many statistical analysis.…
We study optimal control of PDEs under uncertainty with the state variable subject to joint chance constraints. The controls are deterministic, but the states are probabilistic due to random variables in the governing equation. Joint chance…
We investigate lossy compression (source coding) of data in the form of permutations. This problem has direct applications in the storage of ordinal data or rankings, and in the analysis of sorting algorithms. We analyze the rate-distortion…
This paper studies the problem of discrepancy estimates for pseudorandom vectors constructed by the elliptic curve congruential generator, particularly in the non-translational case. Two families of results are obtained. First, in a…