相关论文: An estimate on the maximum of a nice class of stoc…

We consider a stochastic recurrence equation of the form $Z_{n+1} = A_{n+1} Z_n+B_{n+1}$, where $\mathbb{E}[\log A_1]<0$, $\mathbb{E}[\log^+ B_1]<\infty$ and $\{(A_n,B_n)\}_{n\in\mathbb{N}}$ is an i.i.d. sequence of positive random vectors.…

We consider goodness-of-fit tests with i.i.d. samples generated from a categorical distribution $(p_1,...,p_k)$. For a given $(q_1,...,q_k)$, we test the null hypothesis whether $p_j=q_{\pi(j)}$ for some label permutation $\pi$. The…

When $K$ models are evaluated on the same validation set of size $n$, the selected winner's apparent performance is biased upward. Suppose $K$ models are evaluated on a shared sequence of i.i.d. observations $X_1,\dots, X_n$, where model…

Let $\ID$ denote the open unit disk and $f:\,\ID\TO\BAR\IC$ be meromorphic and univalent in $\ID$ with the simple pole at $p\in (0,1)$ and satisfying the standard normalization $f(0)=f'(0)-1=0$. Also, let $f$ have the expansion…

We introduce a sharpness functional for probabilistic models that quantifies sharpness as an intrinsic property of the probability distribution. The measure is derived based on a rank-based concentration principle that tracks upward…

We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smooth (in some precise sense) with respect…

In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…

The paper is devoted to the integral functionals $\int_0^\infty f(X_t)\,{\mathrm{d}t}$ of Markov processes in $\X$ in the case $d\ge 3$. It is established that such functionals can be presented as the integrals $\int_{\X} f(y) \G(x,…

We consider the problem of random sampling for band-limited functions. When can a band-limited function $f$ be recovered from randomly chosen samples $f(x_j), j\in \mathbb{N}$? We estimate the probability that a sampling inequality of the…

We give improved and almost optimal testers for several classes of Boolean functions on $n$ inputs that have concise representation in the uniform and distribution-free model. Classes, such as $k$-junta, $k$-linear functions, $s$-term DNF,…

For a class of integral operators with kernels metric functions on manifold we find some necessary and sufficient conditions to have finite rank. The problem we pose has a stochastic nature and boils down to the following alternative…

Let $\mu$ be a probability measure on $\mathbb{R}$ with cumulative distribution function $F$, $(x_{i})_{1}^{n}$ a large i.i.d. sample from $\mu$, and $F_{n}$ the associated empirical distribution function. The Glivenko-Cantelli theorem…

Let $(X_1,\ldots,X_n)$ be an i.i.d. sequence of random variables in $\mathbb{R}^d$, $d\geq 1$. We show that, for any function $\varphi :\mathbb{R}^d\rightarrow\mathbb{R}$, under regularity conditions, \[n^…

Given an equilibrium state $\mu$ for a continuous function $f$ on a shift of finite type $X$, the pressure of $f$ is the integral, with respect to $\mu$, of the sum of $f$ and the information function of $\mu$. We show that under certain…

Simulation-based inference methods that feature correct conditional coverage of confidence sets based on observations that have been compressed to a scalar test statistic require accurate modeling of either the p-value function or the…

A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…

Let $r,\,f$ be multiplicative functions with $r\geqslant 0$, $f$ is complex valued, $|f|\leqslant r$, and $r$ satisfies some standard growth hypotheses. Let $x$ be large, and assume that, for some real number $\tau$, the quantities…

We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order in an arbitrary dimension. We show that the following four…

Given a probability distribution P, what is the minimum amount of bits needed to store a value x sampled according to P, such that x can later be recovered (except with some small probability)? Or, what is the maximum amount of uniform…

The method of \emph{random integral representation}, that is, the method of representing a given probability measure as the probability distribution of some random integral, was quite successful in the past few decades. In this note we will…