相关论文: Discrepancy, chaining and subgaussian processes

Suppose $(X_t)_{t \in T}$ is a Gaussian process indexed by some arbitrary set $T:$ the random variable $\sup_{t \in T}{X_t}$ can be very intricate and bounding its expectation is a natural step towards understanding it. Sudakov-Fernique…

We prove that for an arbitrary upper semi-continuous function $\phi\colon G(1,2) \to [0,1]$ there exists a compact set $F$ in the plane such that $\dim_{\textrm{A}} \pi F = \phi(\pi)$ for all $\pi \in G(1,2)$, where $\pi F$ is the…

Let $G$ be a finite group and $f:G \to {\mathbb C}$ be a function. For a non-empty finite subset $Y\subset G$, let $I_Y(f)$ denote the average of $f$ over $Y$. Then, $I_G(f)$ is the average of $f$ over $G$. Using the decomposition of $f$…

Let F be a family of Borel measurable functions on a complete separable metric space. The gap (or fat-shattering) dimension of F is a combinatorial quantity that measures the extent to which functions f in F can separate finite sets of…

The paper deals with the expected maxima of continuous Gaussian processes $X = (X_t)_{t\ge 0}$ that are H\"older continuous in $L_2$-norm and/or satisfy the opposite inequality for the $L_2$-norms of their increments. Examples of such…

We prove a Lusin approximation of functions of bounded variation. If $f$ is a function of bounded variation on an open set $\Omega\subset X$, where $X=(X,d,\mu)$ is a given complete doubling metric measure space supporting a $1$-Poincar\'e…

In this article, we study the smallest distances between the zeros of Gaussian analytic functions over compact Riemann surfaces. Our main result is that, after appropriate rescaling, the point process of the smallest distances converge to a…

Given a finite set \sigma of the unit disc \mathbb{D}=\{z\in\mathbb{C}:,\,| z|<1\} and a holomorphic function f in \mathbb{D} which belongs to a class X, we are looking for a function g in another class Y (smaller than X) which minimizes…

We study the problem of maximizing a function that is approximately submodular under a cardinality constraint. Approximate submodularity implicitly appears in a wide range of applications as in many cases errors in evaluation of a…

This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…

This work provides formulae for the $\epsilon$-subdifferential of integral functions in the framework of complete $\sigma$-finite measure spaces and locally convex spaces. In this work we present here new formulae for this…

Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals $h$ of a c\`adl\`ag random process $X$ of interest and the expectations of the same functionals of a well…

We obtain the tail probability of generalized sub-Gaussian canonical processes. It can be viewed as a variant of the Bernstein-type inequality in the i.i.d case, and we further get a tighter bound of concentration inequality through…

We show that if $F$ is a convex class of functions that is $L$-subgaussian, the error rate of learning problems generated by independent noise is equivalent to a fixed point determined by `local' covering estimates of the class, rather than…

Let f(m,n) denote the number of relatively prime subsets of {m+1,m+2,...,n}, and let Phi(m,n) denote the number of subsets A of {m+1,m+2,...,n} such that gcd(A) is relatively prime to n. Let f_k(m,n) and Phi_k(m,n) be the analogous counting…

We present a new method for proving the norm concentration inequality of sub-Gaussian variables. Our proof is based on an averaged version of the moment generating function, termed the averaged moment generating function. Our method applies…

In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…

We derive, up to a constant factor, matching lower and upper bounds on the concentration functions of suprema of separable centered Gaussian processes and order statistics of Gaussian random fields. These bounds reveal that suprema of…

We study convergence properties of sparse averages of partial sums of Fourier series of continuous functions. By sparse averages, we are considering an increasing sequences of integers $n_0 < n_1 < n_2 < ...$ and looking at…

Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were…