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相关论文: Moment inequalities for U-statistics

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We introduce anchored versions of the Nash inequality. They allow to control the $L^2$ norm of a function by Dirichlet forms that are not uniformly elliptic. We then use them to provide heat kernel upper bounds for diffusions in degenerate…

概率论 · 数学 2015-03-31 Jean-Christophe Mourrat , Felix Otto

We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. Namely, we use these inequalities for deriving the limiting spectral distribution of a…

概率论 · 数学 2016-03-07 Pavel Yaskov

As has long been known to computer scientists, the performance of probabilistic algorithms characterized by relatively large runtime fluctuations can be improved by applying a restart, i.e., episodic interruption of a randomized…

统计力学 · 物理学 2023-06-21 Dmitry Starkov , Sergey Belan

From concentration inequalities for the suprema of Gaussian or Rademacher processes an inequality is derived. It is applied to sharpen existing and to derive novel bounds on the empirical Rademacher complexities of unit balls in various…

机器学习 · 计算机科学 2014-06-10 Andreas Maurer , Massimiliano Pontil , Bernardino Romera-Paredes

We study the deviation inequality for the spectral norm of structured random matrices with non-gaussian entries. In particular, we establish an optimal bound for the $p$-th moment of the spectral norm by transfering the spectral norm into…

概率论 · 数学 2024-05-14 Guozheng Dai , Zhonggen Su

In this paper, using generalized metric projection, we propose a new extragradient method for finding a common element of the solutions set of a generalized equilibrium problem and a variational inequality for an $\alpha$-inverse-strongly…

泛函分析 · 数学 2016-11-01 Zeynab Jouymandi , Fridoun Moradlou

We derive a lower bound for moments of random chaoses of order two with coefficients in arbitrary Banach space F generated by independent symmetric random variables with logarithmically concave tails (which is probably two-sided). We also…

概率论 · 数学 2025-02-20 Rafał Meller

We summarize significant classical results on (in)determinacy of measures in terms of their finite positive integer order moments. Well-known is the role of the smallest eigenvalues of Hankel matrices, starting from Hamburger's results a…

泛函分析 · 数学 2023-10-09 Pier Luigi Novi Inverardi , Aldo Tagliani , Jordan M. Stoyanov

State convergence is essential in several scientific areas, e.g. multi-agent consensus/disagreement, distributed optimization, monotone game theory, multi-agent learning over time-varying networks. This paper is the first on state…

Moment restrictions and their conditional counterparts emerge in many areas of machine learning and statistics ranging from causal inference to reinforcement learning. Estimators for these tasks, generally called methods of moments, include…

机器学习 · 计算机科学 2023-06-14 Heiner Kremer , Yassine Nemmour , Bernhard Schölkopf , Jia-Jie Zhu

U-statistics are a fundamental class of estimators that generalize the sample mean and underpin much of nonparametric statistics. Although extensively studied in both statistics and probability, key challenges remain: their high…

统计理论 · 数学 2026-02-19 Cesare Miglioli , Jordan Awan

We prove a moment majorization principle for matrix-valued functions with domain $\{-1,1\}^{m}$, $m\in\mathbb{N}$. The principle is an inequality between higher-order moments of a non-commutative multilinear polynomial with different random…

泛函分析 · 数学 2021-07-12 Steven Heilman

We establish nonuniform Berry-Esseen (B-E) bounds for Studentized U-statistics of the rate $1/\sqrt{n}$ under a third-moment assumption, which covers the t-statistic that corresponds to a kernel of degree $1$ as a special case. While an…

统计理论 · 数学 2024-01-30 Dennis Leung , Qi-Man Shao

Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…

统计方法学 · 统计学 2016-01-14 Luke Bornn , Neil Shephard , Reza Solgi

This article focuses on a new concept of quadratic variation for processes taking values in a Banach space $B$ and a corresponding covariation. This is more general than the classical one of M\'etivier and Pellaumail. Those notions are…

概率论 · 数学 2013-08-02 Cristina Di Girolami , Giorgio Fabbri , Francesco Russo

In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…

概率论 · 数学 2012-08-01 Xinjia Chen

The goal of this paper is to generalize most of the moment formulae obtained in [Pri11]. More precisely, we consider a general point process \mu, and show that the relevant quantities to our problem are the so-called Papangelou intensities.…

概率论 · 数学 2018-07-30 Laurent Decreusefond , Ian Flint

In a recent paper~\cite{paper2}, we proposed the concept of optimal error bounds for an iterative process, which allows us to obtain the convergence result of the iterative sequence to the common fixed point of the nonexpansive mappings in…

Analyzing the structure of sampled features from an input data distribution is challenging when constrained by limited measurements in both the number of inputs and features. Traditional approaches often rely on the eigenvalue spectrum of…

机器学习 · 计算机科学 2025-02-11 Chanwoo Chun , SueYeon Chung , Daniel D. Lee

We study moment rearrangement invariant spaces, which contain as particular cases the generalized Grand Lebesgue Spaces, and provide norm estimates for some operators, not necessarily linear, acting between some measurable rearrangement…

泛函分析 · 数学 2022-12-26 M. R. Formica , E. Ostrovsky , L. Sirota