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相关论文: Sharp connections between Berry-Esseen characteris…

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New nonuniform Berry--Esseen-type bounds for sums of independent random variables are obtained, motivated by recent studies concerning such bounds for nonlinear statistics. The proofs are based on the Chen--Shao concentration techniques…

概率论 · 数学 2011-09-06 Iosif Pinelis

In this paper, we derive higher order Edgeworth expansions for the finite sample distributions of the subsampling-based t-statistic and the Wald statistic in the Gaussian location model under the so-called fixed-smoothing paradigm. In…

统计理论 · 数学 2013-09-11 Xianyang Zhang , Xiaofeng Shao

The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive L\'evy drivers - understood as abrupt thermalization of the…

Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…

统计方法学 · 统计学 2024-06-11 Cheng-Han Yu , Meng Li , Colin Noe , Simon Fischer-Baum , Marina Vannucci

Diffusive dynamics in presence of deep energy minima and weak nongradient forces can be coarse-grained into a mesoscopic jump process over the various basins of attraction. Combining standard weak-noise results with a path integral…

统计力学 · 物理学 2021-04-14 Gianmaria Falasco , Massimiliano Esposito

We simulate a growth model with restricted surface relaxation process in d=1 and d=2, where d is the dimensionality of a flat substrate. In this model, each particle can relax on the surface to a local minimum, as the Edwards-Wilkinson…

统计力学 · 物理学 2009-11-07 T. J. da Silva , J. G. Moreira

We consider solutions of stochastic differential equations which diverge to infinity as the time parameter goes to infinity. If the coefficients converge as the spacial variable goes to infinity, then the solutions will get close to some…

概率论 · 数学 2024-11-14 Seiichiro Kusuoka , Yuichi Shiozawa

Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables. Indeed, much work has been done both on…

机器学习 · 统计学 2020-08-03 Pierre Alquier , Paul Doukhan , Xiequan Fan

Let $A_n= \varepsilon_n \cdots \varepsilon_1$, where $(\varepsilon_n)_{n \geq 1}$ is a sequence of independent random matrices taking values in $ GL_d(\mathbb R)$, $d \geq 2$, with common distribution $\mu$. In this paper, under standard…

概率论 · 数学 2022-11-03 C Cuny , J Dedecker , F Merlevède , M Peligrad

We develop techniques for determining the exact asymptotic speed of convergence in the multidimensional normal approximation of smooth functions of Gaussian fields. As a by-product, our findings yield exact limits and often give rise to…

概率论 · 数学 2015-10-09 Simon Campese

We study the convergence to equilibrium in high dimensions, focusing on explicit bounds on mixing times and the emergence of the cutoff phenomenon for Dyson-Laguerre processes. These are interacting particle systems with non-constant…

概率论 · 数学 2025-09-25 Samuel Chan-Ashing

A powerful robust mean estimator introduced by Catoni (2012) allows for mean estimation of heavy-tailed data while achieving the performance characteristics of classical mean estimator for sub-Gaussian data. While Catoni's framework has…

统计理论 · 数学 2026-02-16 Zhijun Cai , Xiang Li , Lihu Xu

In the framework of a basic semiclassical time-dependent nonlinear two-state problem, we study the weak coupling limit of the nonlinear Landau-Zener transition at coherent photo- and magneto-association of an atomic Bose-Einstein…

量子气体 · 物理学 2010-03-04 N. Sahakyan , H. Azizbekyan , H. Ishkhanyan , R. Sokhoyan , A. Ishkhanyan

New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are…

统计理论 · 数学 2015-03-17 Iosif Pinelis

N. Fournier and A. Guillin obtained in their 2015 PTRF paper some bounds of the L^p-mean rate of convergence in Wasserstein distance of empirical distributions for a class of stationary mixing processes. In this paper, we propose to extend…

概率论 · 数学 2026-05-08 Gilles Pagès , Fabien Panloup

We use the extended relaxation time approximation for the collision kernel, which incorporates a particle-energy dependent relaxation time, to derive second-order viscous hydrodynamics from the Boltzmann equation for a system of massless…

核理论 · 物理学 2023-12-29 Dipika Dash , Sunil Jaiswal , Samapan Bhadury , Amaresh Jaiswal

We study Poincar{\'e} inequalities and long-time behavior for diffusion processes on R^n under a variable curvature lower bound, in the sense of Bakry-Emery. We derive various estimates on the rate of convergence to equilibrium in L^1…

泛函分析 · 数学 2020-02-24 Patrick Cattiaux , Max Fathi , Arnaud Guillin

The $E$-optimality criterion for a regression model maximizes the smallest eigenvalue of the information matrix and becomes non-differentiable when this eigenvalue has multiplicity greater than one. Working in the $2$-Wasserstein space, we…

最优化与控制 · 数学 2026-04-17 Jieling Shi , Kim-Chuan Toh , Xin T. Tong , Weng Kee Wong

The existence and uniqueness of stationary distributions and the exponential convergence in $L^p$-Wasserstein distance are derived for distribution dependent SDEs from associated decoupled equations. To establish the exponential…

概率论 · 数学 2022-03-14 Shao-Qin Zhang

When describing elastic deformations of a body sometimes it is worth to take in account elastic spatial dispersion. If spatial dispersion is weak, as usually happens, then it can be reduced to dependence of thermodynamic potential on strain…

材料科学 · 物理学 2015-04-23 A. S. Yurkov