相关论文: Two non-regular extensions of large deviation boun…

The routine definitions of both entropy, and differential entropy show inconsistencies that make them not reciprocally coherent. We propose a few possible modifications of these quantities so that 1) they no longer show incongruities, 2)…

We consider a standard binary classification problem. The performance of any binary classifier based on the training data is characterized by the excess risk. We study Bahadur's type exponential bounds on the minimax accuracy confidence…

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

Convergence and normal continuity analysis of a bivariate non-stationary (level-dependent) subdivision scheme for 2-manifold meshes with arbitrary topology is still an open issue. Exploiting ideas from the theory of asymptotically…

In the standard formulation of the occupancy problem one considers the distribution of r balls in n cells, with each ball assigned independently to a given cell with probability 1/n. Although closed form expressions can be given for the…

We consider nonparametric estimation of a mixed discrete-continuous distribution under anisotropic smoothness conditions and possibly increasing number of support points for the discrete part of the distribution. For these settings, we…

The Holder setting of the metric subregularity property of set-valued mappings between general metric or Banach/Asplund spaces is investigated in the framework of the theory of error bounds for extended real-valued functions of two…

In this article we prove three fundamental types of limit theorems for the $q$-norm of random vectors chosen at random in an $\ell_p^n$-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large…

We present non-asymptotic two-sided bounds to the log-marginal likelihood in Bayesian inference. The classical Laplace approximation is recovered as the leading term. Our derivation permits model misspecification and allows the parameter…

Our aim in the current article is to extend the developments in Kruger, Ngai & Th\'era, SIAM J. Optim. 20(6), 3280-3296 (2010) and, more precisely, to characterize, in the Banach space setting, the stability of the local and global error…

Lindsay and Basak (2000) posed the question of how far from normality could a distribution be if it matches $k$ normal moments. They provided a bound on the maximal difference in c.d.f.'s, and implied that these bounds were attained. It…

We present two examples of a large deviations principle where the rate function is not strictly convex. This is motivated by a model used in mathematical finance (the Heston model), and adds a new item to the zoology of non strictly convex…

Novel sequences of approximants to solutions of Painlev\'e II on finite intervals of the real line, with Neumann boundary conditions, are constructed. Numerical experiments strongly suggest convergence of these sequences in a surprisingly…

We present existence and nonexistence results on the solution of an overdetermined problem for the normalized p-Laplacian in a bounded open set, with p ranging from 1 to infinity. More precisely we consider a non-constant Neumann condition…

We use bias-reduced estimators of high quantiles, of heavy-tailed distributions, to introduce a new estimator of the mean in the case of infinite second moment. The asymptotic normality of the proposed estimator is established and checked,…

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…

We study a class of nonlinear nonparametric inverse problems. Specifically, we propose a nonparametric estimator of the dynamics of a monotonically increasing trajectory defined on a finite time interval. Under suitable regularity…

We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…

In this paper, we introduce a new method for applying the implicit function theorem to find nontrivial solutions to overdetermined problems with a fixed boundary (given) and a free boundary (to be determined). The novelty of this method…