相关论文: On the differentiability of $\phi$-projections in …
Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…
Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…
In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…
Estimators derived from a divergence criterion such as $\varphi-$divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called MD$\varphi$DE, an estimator built using a dual…
We consider the method of alternating projections for finding a point in the intersection of two closed sets, possibly nonconvex. Assuming only the standard transversality condition (or a weaker version thereof), we prove local linear…
Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical techniques based on maximum likelihood and related methods. Recently Ghosh et al. (2013) proposed a general class…
In this article, the projectivity of finitely generated flat modules of a commutative ring are studied from a topological point of view. Then various interesting results are obtained. For instance, it is shown that if a ring has either a…
Information projections are the key building block of variational inference algorithms and are used to approximate a target probabilistic model by projecting it onto a family of tractable distributions. In general, there is no guarantee on…
We establish several optimal estimates for exceptional parameters in the projection of fractal measures: (1) For a parametric family of self-similar measures satisfying a transversality condition, the set of parameters leading to a…
Projection methods are popular algorithms for iteratively solving feasibility problems in Euclidean or even Hilbert spaces. They employ (selections of) nearest point mappings to generate sequences that are designed to approximate a point in…
We develop a family of infinite-dimensional (non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class $C_b^k$ with respect to appropriate reference measures. The case…
This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…
We introduce new estimates and tests of independence in copula models with unknown margins using $\phi$-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the…
In this paper we study the right differentiability of a parametric infimum function over a parametric set defined by equality constraints. We present a new theorem with sufficient conditions for the right differentiability with respect to…
We consider a Wright-Fisher diffusion (x(t)) whose current state cannot be observed directly. Instead, at times t1 < t2 < . . ., the observations y(ti) are such that, given the process (x(t)), the random variables (y(ti)) are independent…
The Fr\'echet distance is a popular distance measure for curves which naturally lends itself to fundamental computational tasks, such as clustering, nearest-neighbor searching, and spherical range searching in the corresponding metric…
We develop a general framework (multidimensional asymptotic classes, or m.a.c.s) for handling classes of finite first order structures with a strong uniformity condition on cardinalities of definable sets: The condition asserts that…
The Petty projection inequality for sets of finite perimeter is proved. Our approach is based on Steiner symmetrization. Neither the affine Sobolev inequality nor the functional Minkowski problem is used in our proof. Moreover, for sets of…
An important result in real algebraic geometry is the projection theorem: every projection of a semialgebraic set is again semialgebraic. This theorem and some of its conclusions lie at the basis of many other results, for example the…
We show that for ultracontractive irreducible Dirichlet metric measure spaces, the Dirichlet spectrum is discrete for a restriction to any connected open set without any assumption on regularity of the boundary. The main applications…