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Variational approaches based on neural networks are showing promise for estimating mutual information (MI) between high dimensional variables. However, they can be difficult to use in practice due to poorly understood bias/variance…

机器学习 · 计算机科学 2020-03-25 Jiaming Song , Stefano Ermon

We prove that the only admissible way of merging arbitrary e-values is to use a weighted arithmetic average. This result completes the picture of merging methods for e-values, and generalizes the result of Vovk and Wang (2021, Annals of…

统计理论 · 数学 2025-03-17 Ruodu Wang

In the context of Gaussian conditioning, greedy algorithms iteratively select the most informative measurements, given an observed Gaussian random variable. However, the convergence analysis for conditioning Gaussian random variables…

统计理论 · 数学 2025-02-18 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

In 2016 we proved that for every symmetric, repetition invariant and Jensen concave mean $\mathscr{M}$ the Kedlaya-type inequality $$ \mathscr{A}\big(x_1,\mathscr{M}(x_1,x_2),\ldots,\mathscr{M}(x_1,\ldots,x_n)\big)\le \mathscr{M} \big(x_1,…

经典分析与常微分方程 · 数学 2018-11-27 Zsolt Páles , Paweł Pasteczka

We consider n agents located on the vertices of a connected graph. Each agent v receives a signal X_v(0)~N(s, 1) where s is an unknown quantity. A natural iterative way of estimating s is to perform the following procedure. At iteration t +…

统计理论 · 数学 2010-07-13 Elchanan Mossel , Omer Tamuz

A complete characterization of the similarity between two operator-valued multishifts with invertible operator weights is obtained purely in terms of operator weights. This generalizes several existing results of the unitary equivalence of…

泛函分析 · 数学 2024-01-23 Soumitra Ghara , Surjit Kumar , Shailesh Trivedi

We describe mean value estimates for exponential sums of degree exceeding 2 that approach those conjectured to be best possible. The vehicle for this recent progress is the efficient congruencing method, which iteratively exploits the…

数论 · 数学 2023-02-28 Trevor D. Wooley

Let $M$ be a complete Riemannian manifold, $N\in \NN$ and $p\ge 1$. We prove that almost everywhere on $x=(x_1,...,x_N)\in M^N$ for Lebesgue measure in $M^N$, the measure $\di \mu(x)=\f1N\sum_{k=1}^N\d_{x_k}$ has a unique $p$-mean $e_p(x)$.…

概率论 · 数学 2012-07-16 Marc Arnaudon , Laurent Miclo

In inference problems involving a multi-dimensional parameter $\theta$, it is often natural to consider decision rules that have a risk which is invariant under some group $G$ of permutations of $\theta$. We show that this implies that the…

统计方法学 · 统计学 2014-07-01 Erik van Zwet

A time-varying cointegration model for foreign exchange rates is presented. Unlike previous studies, we allow the loading matrix in the vector error correction (VEC) model to be varying over time. Because the loading matrix in the VEC model…

统计金融 · 定量金融 2016-10-17 Mikio Ito , Akihiko Noda , Tatsuma Wada

Given a partition $\{I_1,\ldots,I_k\}$ of $\{1,\ldots,n\}$, let $(X_1,\ldots,X_n)$ be random vector with each $X_i$ taking values in an arbitrary measurable space $(S,\mathscr{S})$ such that their joint law is invariant under finite…

经典分析与常微分方程 · 数学 2017-08-15 Paolo Leonetti

A simple proof of the weighted two variable geometric-arithmetic a mean inequality based on one given earlier valid only for integer weights

经典分析与常微分方程 · 数学 2007-05-23 P. S. Bullen

In this paper, we consider the mean value of the product of two real valued multiplicative functions with shifted arguments. The functions $F$ and $G$ under consideration are close to two nicely behaved functions $A$ and $B$, such that the…

数论 · 数学 2014-09-04 R. Balasubramanian , Sumit Giri

The main result of this paper provides six necessary and sufficient conditions under various regularity assumptions for a so-called Cauchy mean to be identical to a two-variable quasiarithmetic mean. One of these conditions says that a…

经典分析与常微分方程 · 数学 2020-11-23 Rezső L. Lovas , Zsolt Páles , Amr Zakaria

We study a weighted divisor function $\mathop{{\sum}'}\limits_{mn\leq x}\cos(2\pi m\theta_1)\sin(2\pi n\theta_2)$, where $\theta_i (0<\theta_i<1)$ is a rational number. By connecting it with the divisor problem with congruence conditions,…

数论 · 数学 2016-11-24 Lirui Jia , Wenguang Zhai

A recently developed semiclassical approximation to exchange in one dimension is shown to be almost exact, with essentially no computational cost. The variational stability of this approximation is tested, and its far greater accuracy…

化学物理 · 物理学 2014-08-20 Peter Elliott , Attila Cangi , Stefano Pittalis , E. K. U. Gross , Kieron Burke

We study the weighted Myerson value for Network games extending a similar concept for communication situations. Network games, unlike communication situations, treat direct and indirect links among players differently and distinguish their…

理论经济学 · 经济学 2024-02-20 Niharika Kakoty , Surajit Borkotokey , Rajnish Kumar , Abhijit Bora

Mutual coherence is a measure of similarity between two opinions. Although the notion comes from philosophy, it is essential for a wide range of technologies, e.g., the Wahl-O-Mat system. In Germany, this system helps voters to find…

人工智能 · 计算机科学 2023-07-06 Gregor Betz , Vera Chekan , Tamara Mchedlidze

For every list of integers x_1, ..., x_m there is some j such that x_1 + ... + x_j - x_{j+1} - ... - x_m \approx 0. So the list can be nearly balanced and for this we only need one alternation between addition and subtraction. But what if…

数据结构与算法 · 计算机科学 2010-08-02 Christian Glaßer , Christian Reitwießner , Maximilian Witek

We study the rate of convergence for (variational) eigenvalues of several non-linear problems involving oscillating weights and subject to different kinds of boundary conditions in bounded domains.

偏微分方程分析 · 数学 2012-08-29 Julian Fernandez Bonder , Juan P. Pinasco , Ariel M. Salort