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相关论文: Convergence of the empirical two-sample $U$-statis…

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We find the precise rate at which the empirical measure associated to a $\beta$-ensemble converges to its limiting measure. In our setting the $\beta$-ensemble is a random point process on a compact complex manifolds distributed according…

复变函数 · 数学 2018-10-24 T. Carroll , J. Marzo , X. Massaneda , J. Ortega-Cerdà

We study the behavior of the empirical distribution function of iterates of intermittent maps in the Hilbert space of square inegrable functions with respect to Lebesgue measure. In the long-range dependent case, we prove that the empirical…

概率论 · 数学 2013-11-25 Jérôme Dedecker , Herold G. Dehling , Murad Taqqu

We establish normal approximation in the Wasserstein metric for both non-degenerate and degenerate second-order U-statistics under cross-sectional dependence using Stein's method. For the non-degenerate case, our results extend recent…

计量经济学 · 经济学 2026-04-28 Weiguang Liu

Inverse statistical physics aims at inferring models compatible with a set of empirical averages estimated from a high-dimensional dataset of independently distributed equilibrium configurations of a given system. However, in several…

无序系统与神经网络 · 物理学 2021-02-12 Edwin Rodriguez Horta , Alejandro Lage , Martin Weigt , Pierre Barrat-Charlaix

Statistical hypothesis testing is the central method to demarcate scientific theories in both exploratory and inferential analyses. However, whether this method befits such purpose remains a matter of debate. Established approaches to…

数据分析、统计与概率 · 物理学 2024-10-29 Orestis Loukas , Ho-Ryun Chung

Physically motivated stochastic dynamics are often used to sample from high-dimensional distributions. However such dynamics often get stuck in specific regions of their state space and mix very slowly to the desired stationary state. This…

机器学习 · 统计学 2025-05-13 Abhijith Jayakumar , Andrey Y. Lokhov , Sidhant Misra , Marc Vuffray

Let $\eta=(\eta(t))_{t\in T}$ be a sample continuous max-infinitely random field on a locally compact metric space $T$. For a closed subset $S\in T$, we note $\eta_{S}$ the restriction of $\eta$ to $S$. We consider $\beta(S_1,S_2)$ the…

概率论 · 数学 2012-01-24 Clément Dombry , Frédéric Eyi-Minko

In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…

概率论 · 数学 2024-08-27 Herold G. Dehling , Davide Giraudo , Sara K. Schmidt

Uniform convergence of empirical norms - empirical measures of squared functions - is a topic which has received considerable attention in the literature on empirical processes. The results are relevant as empirical norms occur due to…

统计理论 · 数学 2013-10-22 Sara van de Geer

In Bayesian meta-analysis, the specification of prior probabilities for the between-study heterogeneity is commonly required, and is of particular benefit in situations where only few studies are included. Among the considerations in the…

统计方法学 · 统计学 2023-06-02 Christian Röver , Sibylle Sturtz , Jona Lilienthal , Ralf Bender , Tim Friede

Two-sample $U$-statistics are widely used in a broad range of applications, including those in the fields of biostatistics and econometrics. In this paper, we establish sharp Cram\'{e}r-type moderate deviation theorems for Studentized…

统计理论 · 数学 2016-09-29 Jinyuan Chang , Qi-Man Shao , Wen-Xin Zhou

Recently, Sturma, Drton, and Leung proposed a general-purpose stochastic method for hypothesis testing in models defined by polynomial equality and inequality constraints. Notably, the method remains theoretically valid even near irregular…

种群与进化 · 定量生物学 2025-07-21 David Barnhill , Marina Garrote-López , Elizabeth Gross , Max Hill , Bryson Kagy , John A. Rhodes , Joy Z. Zhang

We consider the time dependent probability distribution of a coarse grained observable Y whose evolution is governed by a discrete time map. If the map is mixing, the time dependent one-step transition probabilities converge in the long…

统计力学 · 物理学 2009-10-31 Brian R. La Cour , William C. Schieve

We propose methods to estimate the individual $\beta$-mixing coefficients of a real-valued geometrically ergodic Markov process from a single sample-path $X_0,X_1, \dots,X_n$. Under standard smoothness conditions on the densities, namely,…

统计理论 · 数学 2025-12-05 Steffen Grünewälder , Azadeh Khaleghi

This work investigates the stability of (discrete) empirical interpolation for nonlinear model reduction and state field approximation from measurements. Empirical interpolation derives approximations from a few samples (measurements) via…

数值分析 · 数学 2020-05-20 Benjamin Peherstorfer , Zlatko Drmač , Serkan Gugercin

We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit and depend on computable bounds on the mixing rate of the…

统计理论 · 数学 2013-03-05 Gersende Fort , Eric Moulines , Pierre Priouret , Pierre Vandekerkhove

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

Understanding the limiting behavior of eigenvalues of random matrices is the central problem of random matrix theory. Classical limit results are known for many models, and there has been significant recent progress in obtaining more…

概率论 · 数学 2017-09-05 Elizabeth S. Meckes , Mark W. Meckes

We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic \chi^2-goodness-of-fit test.…

统计理论 · 数学 2012-05-24 Lothar Heinrich , Sebastian Lück , Volker Schmidt

The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

统计理论 · 数学 2011-02-11 Łukasz Lenart