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Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this…

机器学习 · 统计学 2017-02-28 Olivier Bachem , Mario Lucic , S. Hamed Hassani , Andreas Krause

This paper provides new uniform rate results for kernel estimators of absolutely regular stationary processes that are uniform in the bandwidth and in infinite-dimensional classes of dependent variables and regressors. Our results are…

计量经济学 · 经济学 2020-05-21 Juan Carlos Escanciano

Consider the inhomogeneous Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices for which each pair $i,j\in\{1,\ldots,n\}$, $i\neq j$ is connected independently by an edge with probability $r_n(\frac{i-1}{n},\frac{j-1}{n})$, where…

概率论 · 数学 2022-08-23 Maarten Markering

In this paper, some global existence and uniform asymptotic stability results for fractional functional differential equations are proved. It is worthy mentioning that when $\alpha=1$ the initial value problem (1.1) reduces to a classical…

动力系统 · 数学 2013-02-11 Yajing Li , Yejuan Wang

We consider an isolated macroscopic quantum system in a pure state $\psi_t$ evolving unitarily in a separable Hilbert space $\mathcal{H}$ and take for granted that different macro states $\nu$ correspond to mutually orthogonal subspaces…

数学物理 · 物理学 2026-01-05 Cornelia Vogel

We consider the problem of estimating an arbitrary smooth functional of $k \geq 1 $ distribution functions (d.f.s.) in terms of random samples from them. The natural estimate replaces the d.f.s by their empirical d.f.s. Its bias is…

统计理论 · 数学 2010-08-03 C. S. Withers , S. Nadarajah

We give stationary estimates for the derivative of the expectation of a non-smooth function of bounded variation f of the workload in a G/G/1/$\infty$ queue, with respect to a parameter influencing the distribu- tion of the input process.…

概率论 · 数学 2012-07-16 Pierre Bremaud , Jean-Marc Lasgouttes

For the functions from sets $C_\beta^\psi C$ and $C_\beta^\psi L_s, \ 1\leq s\leq\infty$, generated by sequences $\psi(k)>0$ satisfying the condition d'Alembert $\mathop {\rm \lim}\limits_{k\rightarrow\infty}\frac{\psi(k+1)}{\psi(k)}=q, \…

经典分析与常微分方程 · 数学 2012-11-30 A. S. Serdyuk , A. P. Musienko

We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means or medians of the random variables belonging to a non-empty, bounded interval; (ii) the means or medians of the random…

统计理论 · 数学 2025-03-24 Xiongzhi Chen

While statistics focusses on hypothesis testing and on estimating (properties of) the true sampling distribution, in machine learning the performance of learning algorithms on future data is the primary issue. In this paper we bridge the…

机器学习 · 计算机科学 2009-12-30 Marcus Hutter

We establish H\"older regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: $$ {\rm d} X_t=\sigma (t, X_{t-}){\rm d} Z_t+b (t, X_t){\rm d} t,\ \ X_0=x\in{\mathbb R}^d, $$ where $( Z_t)_{t\geq…

概率论 · 数学 2020-01-14 Zhen-Qing Chen , Zimo Hao , Xicheng Zhang

We derive the large deviation principle for radial Schramm-Loewner evolution ($\operatorname{SLE}$) on the unit disk with parameter $\kappa \rightarrow \infty$. Restricting to the time interval $[0,1]$, the good rate function is finite only…

概率论 · 数学 2020-08-31 Morris Ang , Minjae Park , Yilin Wang

For a decreasing real valued function $\psi$, a pair $(A,\mathbf{b})$ of a real $m\times n$ matrix $A$ and $\mathbf{b}\in\mathbb{R}^m$ is said to be $\psi$-Dirichlet improvable if the system $$\|A\mathbf{q}+\mathbf{b}-\mathbf{p}\|^m <…

动力系统 · 数学 2022-03-08 Taehyeong Kim , Wooyeon Kim

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

概率论 · 数学 2020-09-23 Grégoire Ferré , Gabriel Stoltz

We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu$-random permutations. We also introduce and study a new general class of…

概率论 · 数学 2023-04-04 Jacopo Borga , Sayan Das , Sumit Mukherjee , Peter Winkler

Large deviation principles for hyperbolic systems are well studied and provide exponential rates for the deviations of Birkhoff averages from their limit. This short article presents a local large deviation principle for Smale spaces, in…

动力系统 · 数学 2025-10-02 David Parmenter

On the sets of $2\pi$-periodic functions $f$, which are defined with a help of $(\psi, \beta)$-integrals of the functions $\varphi$ from $L_{1}$, we establish Lebesgue-type inequalities, in which the uniform norms of deviations of Fourier…

经典分析与常微分方程 · 数学 2023-01-06 Anatoly Serdyuk , Tetiana Stepaniuk

We obtained order estimations for the best uniform approximations by trigonometric polynomials and approximations by Fourier sums of classes of $2\pi$-periodic continuous functions, which $(\psi,\beta)$-derivatives $f_{\beta}^{\psi}$ belong…

经典分析与常微分方程 · 数学 2014-03-25 A. S. Serdyuk , T. A. Stepaniuk

In this work, we establish, for a strong Feller process, the large deviation principle for the occupation measure conditioned not to exit a given subregion. The rate function vanishes only at a unique measure, which is the so-called…

概率论 · 数学 2024-11-27 Arnaud Guillin , Boris Nectoux , Liming Wu

I--MR charts commonly estimate the process standard deviation $\sigma$ via the span-2 average moving range divided by the unbiasing constant $d_2$; unlike the unbiased sample standard deviation ($S/c_4$), this estimator depends on ordering…

统计理论 · 数学 2026-03-11 Andrew T. Karl