zbMath0748.60004MaRDI QIDQ3997990
Michel Talagrand, Michel Ledoux
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Learning models with uniform performance via distributionally robust optimization,
Geometric and probabilistic limit theorems in topological data analysis,
Almost sure central limit theorem for self-normalized products of the some partial sums of \(\rho^-\)-mixing sequences,
Apportioned margin approach for cost sensitive large margin classifiers,
High-dimensional analysis of semidefinite relaxations for sparse principal components,
Properties and refinements of the fused Lasso,
Sparsity in penalized empirical risk minimization,
Aggregation via empirical risk minimization,
On almost randomizing channels with a short Kraus decomposition,
Large deviations for random upper semicontinuous functions,
Construction of a Gibbs measure associated to the periodic Benjamin-Ono equation,
Weak-closure and polarization constant by Gaussian measure,
A Berry-Esseen theorem and a law of the iterated logarithm for asymptotically negatively associated sequences,
A theorem on majorizing measures,
The ARHD model,
Local alignment of Markov chains,
Certain free products of operator spaces,
Quantitative concentration inequalities for empirical measures on non-compact spaces,
Optimal quantizers for Radon random vectors in a Banach space,
Risk bounds for statistical learning,
Estimates of moments and tails of Gaussian chaoses,
CLT in functional linear regression models,
Extremal behavior of the heat random field,
Dimension free and infinite variance tail estimates on Poisson space,
Globally adaptive quantile regression with ultra-high dimensional data,
Half-region depth for stochastic processes,
Partial stochastic dominance for the multivariate Gaussian distribution,
Iterative Bayesian inversion with Gaussian mixtures: finite sample implementation and large sample asymptotics,
On two multistable extensions of stable Lévy motion and their semi-martingale representations,
A note on distribution-free symmetrization inequalities,
Suprema of canonical Weibull processes,
Maximum likelihood ratio test for the stability of sequence of Gaussian random processes,
Tail index estimation, concentration and adaptivity,
Adaptive multinomial matrix completion,
An extension of the Baum-Katz theorem to i.i.d. random variables with general moment conditions,
Analysis \(\ell_1\)-recovery with frames and Gaussian measurements,
Interpolation via weighted \(\ell_{1}\) minimization,
Inverse scattering problem for a two dimensional random potential,
Sparse second moment analysis for elliptic problems in stochastic domains,
Uniform central limit theorems for kernel density estimators,
Rates of contraction of posterior distributions based on Gaussian process priors,
On the conditioning of random subdictionaries,
A LIL for independent non-identically distributed random variables in Banach space and its applications,
Stochastic integration of operator-valued functions with respect to Banach space-valued Brownian motion,
On an extension of the Hilbertian central limit theorem to Dirichlet forms,
Nondeterminism of linear operators and lower entropy estimates,
A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail,
Extensions of Black-Scholes processes and Benford's law,
A subgaussian embedding theorem,
A central limit theorem for the overlap in the Hopfield model,
New Donsker classes,
The Wills functional and Gaussian processes,
Universality of the REM for dynamics of mean-field spin glasses,
The Glivenko-Cantelli problem, ten years later,
On integrability in the LIL for degenerate \(U\)-statistics,
Upper and lower bounds of large deviations for some dependent sequences,
Conjugate processes: theory and application to risk forecasting,
Moderate deviations for stationary sequences of Hilbert-valued bounded random variables,
Sparse finite element methods for operator equations with stochastic data.,
Another view of the CLT in Banach spaces,
An extension of chaotic probability models to real-valued variables,
Expected supremum of a random linear combination of shifted kernels,
Non parametric estimation of the structural expectation of a stochastic increasing function,
Gaussian multiplicative chaos revisited,
Large deviations for intersection local times in critical dimension,
User-friendly tail bounds for sums of random matrices,
A few remarks on the operator norm of random Toeplitz matrices,
Some new thin sets of integers in harmonic analysis,
Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series,
Noise stability of functions with low influences: invariance and optimality,
Non-central limit theorems for random selections,
The Marcinkiewicz-Zygmund LLN in Banach spaces: a generalized martingale approach,
Probabilistic and average widths of multivariate Sobolev spaces with mixed derivative equipped with the Gaussian measure,
Construction of pure states in mean field models for spin glasses,
Robust adaptive importance sampling for normal random vectors,
A comparison principle for functions of a uniformly random subspace,
Partial estimation of covariance matrices,
How close is the sample covariance matrix to the actual covariance matrix?,
Differential equations driven by Gaussian signals,
Large violation of Bell inequalities with low entanglement,
Stable limits for sums of dependent infinite variance random variables,
A high-dimensional Wilks phenomenon,
Spectral norm of products of random and deterministic matrices,
A Poincaré inequality on loop spaces,
Quantization and clustering with Bregman divergences,
Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods,
Fast rates for support vector machines using Gaussian kernels,
Checking a semiparametric additive risk model,
Estimating a changed segment in a sample,
Weak convergence in the functional autoregressive model,
Sharp estimation in sup norm with random design,
Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion,
Atoms of all channels, unite! Average case analysis of multi-channel sparse recovery using greedy algorithms,
A Banach function space \(X\) for which all operators from \(\ell^p\) to \(X\) are compact,
On the identifiability of overcomplete dictionaries via the minimisation principle underlying K-SVD,
Continuous Gaussian multifractional processes with random pointwise Hölder regularity,
Beyond the Bakushinkii veto: regularising linear inverse problems without knowing the noise distribution,
Preserving injectivity under subgaussian mappings and its application to compressed sensing,
Probability inequalities and tail estimates for metric semigroups,
Two observations regarding embedding subsets of Euclidean spaces in normed spaces,
Lower bounds for the distribution of suprema of Brownian increments and Brownian motion normalized by the corresponding modulus functions,
\(L^r\) convergence for \(B\)-valued random elements,
Limit theorems for weighted Bernoulli random fields under Hannan's condition,
Consistency and generalization bounds for maximum entropy density estimation,
\(R\)-boundedness versus \(\gamma\)-boundedness,
Supremum norm posterior contraction and credible sets for nonparametric multivariate regression,
Whittaker-Kotel'nikov-Shannon approximation of \(\phi\)-sub-Gaussian random processes,
Hyperbolic measures on infinite dimensional spaces,
Matrix completion via max-norm constrained optimization,
Geometric inference for general high-dimensional linear inverse problems,
A rank-corrected procedure for matrix completion with fixed basis coefficients,
Sharp nonasymptotic bounds on the norm of random matrices with independent entries,
Sharp MSE bounds for proximal denoising,
Strong completeness and semi-flows for stochastic differential equations with monotone drift,
Improved recovery guarantees for phase retrieval from coded diffraction patterns,
A nonclassical LIL for geometrically weighted series in Banach space,
Fourier analysis of stationary time series in function space,
Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes,
The restricted isometry property for time-frequency structured random matrices,
Towards Nikishin's theorem on the almost sure convergence of rearrangements of functional series,
Empirical processes with a bounded \(\psi_1\) diameter,
Sparsity and non-Euclidean embeddings,
Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs,
The Dantzig selector and sparsity oracle inequalities,
Exponential and double exponential tails for maximum of two-dimensional discrete Gaussian free field,
On combinatorial testing problems,
Strong approximation results for the empirical process of stationary sequences,
The Poincaré map of randomly perturbed periodic motion,
Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions,
Transference principles for log-Sobolev and spectral-gap with applications to conservative spin systems,
Unbounded violations of bipartite Bell inequalities via operator space theory,
A constructive sharp approach to functional quantization of stochastic processes,
An iterative construction of solutions of the TAP equations for the Sherrington-Kirkpatrick model,
Pruitt's estimates in Banach space,
Parameter choice methods using minimization schemes,
Extreme values for two-dimensional discrete Gaussian free field,
Limit theorems for sequences of random trees,
Operator self-similar processes and functional central limit theorems,
On limit theorems for Banach-space-valued linear processes,
On the largest Bell violation attainable by a quantum state,
Stochastic fictitious play with continuous action sets,
Sparsity in multiple kernel learning,
Almost sure well-posedness of the cubic nonlinear Schrödinger equation below \(L^{2}(\mathbb{T})\),
Parameter estimation for stochastic equations with additive fractional Brownian sheet,
Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes,
Restricted isometries for partial random circulant matrices,
Extreme values statistics for Markov chains via the (pseudo-) regenerative method,
Weak convergence of the function-indexed integrated periodogram for infinite variance processes,
The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution,
On generic chaining and the smallest singular value of random matrices with heavy tails,
Dense fast random projections and Lean Walsh transforms,
Tail approximations of integrals of Gaussian random fields,
Null space conditions and thresholds for rank minimization,
Cover times, blanket times, and majorizing measures,
Invariance principles for linear processes with application to isotonic regression,
Multifractal analysis of Lévy fields,
Average best \(m\)-term approximation,
On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix,
General nonexact oracle inequalities for classes with a subexponential envelope,
Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality,
Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\),
Von Neumann entropy penalization and low-rank matrix estimation,
Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes,
Modulation spaces, Wiener amalgam spaces, and Brownian motions,
Local linear regression for functional data,
Approximation of stationary solutions of Gaussian driven stochastic differential equations,
Complexity of parametric integration in various smoothness classes,
Large deviations for dependent heavy tailed random variables,
Gaussian approximation of suprema of empirical processes,
Uniform bounds for norms of sums of independent random functions,
The restricted isometry property for random block diagonal matrices,
A Baum-Katz theorem for i.i.d. random variables with higher order moments,
Support vector machines with a reject option,
On the estimation of the potential of Sinai's RWRE,
Asymptotic analysis of the optimal cost in some transportation problems with random locations,
Strong approximation of partial sums under dependence conditions with application to dynamical systems,
Gaussian multiplicative chaos and applications: a review,
Analysis of error propagation in particle filters with approximation,
System identification in the presence of outliers and random noises: a compressed sensing approach,
The isotropic position and the reverse Santaló inequality,
A refinement of the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers,
On the boundedness of Bernoulli processes,
Complete moment convergence for weighted sums of sequences of independent random elements in Banach spaces,
Maximal surface area of a convex set in \(\mathbb R^n\) with respect to exponential rotation invariant measures,
On higher order isotropy conditions and lower bounds for sparse quadratic forms,
Kolmogorov's law of the iterated logarithm for noncommutative martingales,
Dvoretzky type theorems for subgaussian coordinate projections,
Difference norms for vector-valued Bessel potential spaces with an application to pointwise multipliers,
Local Hölder regularity for set-indexed processes,
Decomposable norm minimization with proximal-gradient homotopy algorithm,
The billard theorem for multiple random Fourier series,
Sparse recovery under weak moment assumptions,
Kahane-Salem-Zygmund polynomial inequalities via Rademacher processes,
Discrepancy, chaining and subgaussian processes,
Rademacher functions in symmetric spaces,
A positive recurrent reflecting Brownian motion with divergent fluid path,
A Kernel Multiple Change-point Algorithm via Model Selection,
Sure independence screening in generalized linear models with NP-dimensionality,
Generalization bounds for metric and similarity learning,
Oracle-type posterior contraction rates in Bayesian inverse problems,
About the constants in Talagrand's concentration inequalities for empirical processes.,
Linear bounds for stochastic dispersion.,
Majorizing measures without measures,
Measuring the magnitude of sums of independent random variables,
Cluster sets for a generalized law of the iterated logarithm in Banach spaces,
Lévy area of Wiener processes in Banach spaces,
Fluctuations of the free energy in the REM and the \(p\)-spin SK models,
Chasing balls through martingale fields,
Strong approximation of the empirical process of GARCH sequences,
The maximum of the periodogram for a heavy-tailed sequence.,
Moderate deviations for degenerate \(U\)-processes.,
Empirical law of the iterated logarithm for Markov chains with a countable state space.,
Boundary crossings and the distribution function of the maximum of Brownian sheet.,
The CLT for Markov chains with a countable state space embedded in the space \(l_p\).,
Moderate deviation probabilities for open convex sets: nonlogarithmic behavior.,
Lower tail probabilities for Gaussian processes.,
The asymptotic distributions of the largest entries of sample correlation matrices.,
Concentration of norms and eigenvalues of random matrices,
On the Bayes-risk consistency of regularized boosting methods.,
Kernel density estimators: convergence in distribution for weighted sup-norms,
Annealed large deviations for diffusions in a random Gaussian shear flow drift.,
Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.,
Infinite divisibility of sub-stable processes. I: Geometry of sub-spaces of \(L_ \alpha\)-space,
Laws of the iterated logarithm for iterated Wiener processes,
Small ball probabilities for Gaussian processes with stationary increments under Hölder norms,
The law of the iterated logarithm for empirical processes under absolute regularity,
Kolmogorov widths in finite-dimensional spaces with mixed norms,
The distribution of non-commutative Rademacher series,
Large deviations for Langevin spin glass dynamics,
On the law of the iterated logarithm for canonical \(U\)-statistics and processes,
On the law of the iterated logarithm for Gaussian processes,
Lower bound for the maximum of a stochastic process,
Self attracting diffusions: Two case studies,
Lower classes for fractional Brownian motion,
Concentration of measure and isoperimetric inequalities in product spaces,
On the central limit theorem in product spaces,
Local Rademacher complexity: sharper risk bounds with and without unlabeled samples,
Barycentric maps for compactly supported measures,
Norms of random matrices: local and global problems,
An extension of Feller's strong law of large numbers,
Stationary increments harmonizable stable fields: upper estimates on path behaviour,
Weak law of large numbers for linear processes,
Generalization bounds for learning weighted automata,
Estimating a network from multiple noisy realizations,
Optimal rates of statistical seriation,
Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions,
Complete moment convergence for Sung's type weighted sums of \(B\)-valued random elements,
Sub-Gaussian estimators of the mean of a random vector,
A versatile technique for the optimal approximation of random processes by functional quantization,
Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood,
Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping. II: Mean-square and linear convergence,
An approach to stochastic integration in general separable Banach spaces,
The smallest singular value of a shifted $d$-regular random square matrix,
Correction to: ``Multilevel Monte Carlo front-tracking for random scalar conservation laws, Second-order matrix concentration inequalities, Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients, Regularity of Gaussian processes on Dirichlet spaces, Ridge regression for the functional concurrent model, Limit theorems for Hilbert space-valued linear processes under long range dependence, Convergence radius and sample complexity of ITKM algorithms for dictionary learning, Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications, Sharp oracle inequalities for least squares estimators in shape restricted regression, Random Laplacian matrices and convex relaxations, Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors, The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator, Linear widths of a multivariate function space equipped with a Gaussian measure, Moderate deviations for the overlap parameter in the Hopfield model, Maxima of entries of Haar distributed matrices, Rates of convergence for the Nummelin conditional weak law of large numbers., Probabilistic and fractal aspects of Lévy trees, Moderate deviations for particle filtering, A probabilistic approach to the geometry of the \(\ell^n_p\)-ball, Moment inequalities for functions of independent random variables, Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion, Frame expansions with erasures: an approach through the non-commutative operator theory, Continuity and boundedness of infinitely divisible processes: A Poisson point process approach, Saturating constructions for normed spaces. II, New dependence coefficients. Examples and applications to statistics, The divergence of Banach space valued random variables on Wiener space, Large deviations for renormalized self-intersection local times of stable processes, Concentration around the mean for maxima of empirical processes, A semigroup approach to harmonic maps, Some lower bounds on sparse outer approximations of polytopes, Asymptotic estimates on the von Neumann inequality for homogeneous polynomials, New efficient algorithms for multiple change-point detection with reproducing kernels, A law of the iterated logarithm for directed last passage percolation, Sudakov-type minoration for Gaussian chaos processes, Large deviation principles for the Hopfield model and the Kac-Hopfield model, Moderate and large deviations for \(U\)-processes, Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes, Almost orthogonal submatrices of an orthogonal matrix, Asymptotic behavior of Bayes estimates under possibly incorrect models, Sub-Bernoulli functions, moment inequalities and strong laws for nonnegative and symmetrized \(U\)-statistics, On the spatial asymptotic behavior of stochastic flows in Euclidean space, Central limit theorems for the Wasserstein distance between the empirical and the true distributions, A characterization of random Bloch functions, Empirical geometry of multivariate data: a deconvolution approach., Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection, Stable summation of orthogonal series with noisy coefficients., Consistent specification tests for semiparametric/nonparametric models based on series estimation methods, Summability of the coefficients of a multilinear form, Spatial Cox processes in an infinite-dimensional framework, Hypercontractivity and lower deviation estimates in normed spaces, Sharp Khinchin-type inequalities for symmetric discrete uniform random variables, Natural boundary of the random power series, An isomorphic Dvoretzky-Milman theorem using general random ensembles, A robust bootstrap change point test for high-dimensional location parameter, Regularized high dimension low tubal-rank tensor regression, Minoration via mixed volumes and Cover's problem for general channels, A necessary and sufficient condition for probabilistic continuity on a boundaryless compact Riemannian manifold, Norms of randomized circulant matrices, Uniform approximation rates and metric entropy of shallow neural networks, Edgeworth approximations for distributions of symmetric statistics, Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory, A generative model for fBm with deep ReLU neural networks, Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications, Gaussian measures on linear spaces, Central limit theorem for stochastically continuous processes. Convergence to stable limit, The law of the iterated logarithm and Marcinkiewicz law of large numbers for \(B\)-valued \(U\)-statistics, Parabolic Anderson model with a fractional Gaussian noise that is rough in time, The convex geometry of linear inverse problems, Marked Gibbs point processes with unbounded interaction: an existence result, Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails, A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes, Discrepancy-based theory and algorithms for forecasting non-stationary time series, Iteration of the lent particle method for existence of smooth densities of Poisson functionals, An introduction to the Ribe program, Nonlinear large deviations: beyond the hypercube, Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences, Functional data analysis in the Banach space of continuous functions, On the optimality of the empirical risk minimization procedure for the convex aggregation problem, Complete convergence for weighted sums of arrays of Banach-space-valued random elements, From Gauss to Kolmogorov: localized measures of complexity for ellipses, Marcinkiewicz laws with infinite moments, Central limit theorems on compact metric spaces, Integral transform methods in goodness-of-fit testing. I: The gamma distributions, Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression, Convergence of nonparametric functional regression estimates with functional responses, Lower bound in regression for functional data by representation of small ball probabilities, Oracle inequalities for cross-validation type procedures, Non-asymptotic approach to varying coefficient model, A CLT for empirical processes involving time-dependent data, On the asymptotic properties of the group lasso estimator for linear models, Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses, A local maximal inequality under uniform entropy, On the optimality of the aggregate with exponential weights for low temperatures, Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data, Scaling limits in divisible sandpiles: a Fourier multiplier approach, Nonparametric adaptive estimation for pure jump Lévy processes, Some limit results for probabilities estimates of Brownian motion with polynomial drift, Transfer bounds for linear feature learning, Monte Carlo complexity of parametric integration, Remarks on summability of series formed of deviation probabilities of sums of independent identically distributed random variables, On the fractal nature of increments of \(l_p\)-valued Gaussian processes, Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions, Multiple Rademacher series in symmetric spaces, Spin systems from loop soups, Slope meets Lasso: improved oracle bounds and optimality, Optimal adaptive estimation of linear functionals under sparsity, On Bernstein type inequalities for stochastic integrals of multivariate point processes, Convergence of random bounded linear operators in the Skorokhod space, Burkholder-Davis-Gundy inequalities in UMD Banach spaces, Learning from MOM's principles: Le Cam's approach, Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors, Large deviations for heavy-tailed random elements in convex cones, Two new probability inequalities with limit theorem applications, Integral transform methods in goodness-of-fit testing. II: The Wishart distributions, Hanson-Wright inequality in Banach spaces, Sparse recovery in bounded Riesz systems with applications to numerical methods for PDEs, Random Fourier series with dependent random variables, Non-Gaussian hyperplane tessellations and robust one-bit compressed sensing, On the monofractality of many stationary continuous Gaussian fields, On decoupling in Banach spaces, On almost sure convergence of random variables with finite chaos decomposition, Talagrand's inequality in planar Gaussian field percolation, Moments of Gaussian chaoses in Banach spaces, Nonparametric adaptive inference of birth and death models in a large population limit, Iteratively reweighted \(\ell_1\)-penalized robust regression, Matrix optimization based Euclidean embedding with outliers, Large deviations in discrete-time renewal theory, Intermediate spaces, Gaussian probabilities and exponential tightness, Gelfand numbers of embeddings of Schatten classes, Estimates of entropy numbers in probabilistic setting, Fast generalization error bound of deep learning without scale invariance of activation functions, \(L_2\)-norm sampling discretization and recovery of functions from RKHS with finite trace, Gel'fand-\(N\)-width in probabilistic setting, The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism, Frequency domain bootstrap methods for random fields, Modified log-Sobolev inequalities, Beckner inequalities and moment estimates, Exponential concentration in terms of Gromov-Ledoux's expansion coefficients on a metric measure space and its upper diameter bound satisfying volume doubling, A statistical learning perspective on switched linear system identification, Infinite-dimensional divergence information analysis, Convergence analysis of the stochastic reflected forward-backward splitting algorithm, Inequalities for noncommutative weakly dominated martingales and applications, Rare event simulation for electronic circuit design, The Poincaré maps of a slow-fast stochastic system, Infinite-color randomly reinforced urns with dominant colors, Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields, New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems, On rates of convergence for sample average approximations in the almost sure sense and in mean, Strassen-type functional laws for strong topologies, Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos, On smoothness conditions and convergence rates in the CLT in Banach spaces, Moderate deviation for random elliptic PDE with small noise, On almost sure limit inferior for \(B\)-valued stochastic processes and applications, Ergodicity and first passage probability of regime-switching geometric Brownian motions, Scaling limit of the odometer in divisible sandpiles, Signal propagation in small-world biological networks with weak noise, Some strong limit theorems for M-estimators, Gibbs states of the Hopfield model in the regime of perfect memory, Improved bounds for sparse recovery from subsampled random convolutions, Asymptotics for transportation cost in high dimensions, Dichotomies, structure, and concentration in normed spaces, Mean residual life processes, Consistency for the least squares estimator in nonparametric regression, Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors, Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times, Zero-one laws for polynomials in Gaussian random variables: A simple proof, Rates of convex approximation in non-Hilbert spaces, A Gaussian small deviation inequality for convex functions, Learning without concentration for general loss functions, Locating the maximum of an empirical process, Some remarks on the Menshov-Rademacher functional, Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes, Convergence of the reach for a sequence of Gaussian-embedded manifolds, Rates of convergence in the asymptotic normality for some local maximum estimators, Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization, Fast learning rate of non-sparse multiple kernel learning and optimal regularization strategies, Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics, Estimation of moments of sums of independent real random variables, Disorder chaos in some diluted spin Glass models, Existence of continuous and càdlàg versions for cylindrical processes in the dual of a nuclear space, Sections of smooth convex bodies via majorizing measures, Sample path properties of permanental processes, On Hoffmann-Jørgensen-type inequalities for outer expectations with applications, Contact points of convex bodies, Strong approximation theorems for geometrically weighted random series and their applications, On the asymptotic normality of estimates in the nearly non-stationary AR(1) models, A rate of convergence in the Poissonian representation of stable distributions, Bounds for the accuracy of Poissonian approximations of stable laws, Central limit theorem for linear processes with values in Hilbert space, Central limit theorem for random processes with sample paths in exponential Orlicz spaces, Uniform large and moderate deviations for functional empirical processes, The \(L_1\)-norm density estimator process, The first exit time of a Brownian motion from an unbounded convex domain, Wavelet thresholding for non-necessarily Gaussian noise: idealism, Probabilistic and average linear widths of Sobolev space with Gaussian measure, Concentration inequalities for functions of Gibbs fields with application to diffraction and random Gibbs measures, The periodogram at the Fourier frequencies, The Ehrhard inequality, On the self-normalized bounded laws of iterated logarithm in Banach space., Necessary and sufficient conditions for weak convergence of smoothed empirical processes., On the sample paths of Brownian motions on compact infinite dimensional groups, Concentration inequalities using the entropy method, Symmetrization approach to concentration inequalities for empirical processes., Self-normalized Cramér-type large deviations for independent random variables., Cotype of operators from \(C(K)\), On vector-valued random Fourier series, A simple proof of the majorizing measure theorem, Non commutative Khintchine and Paley inequalities, A new ideal metric with applications to multivariate stable limit theorems, On decoupling, series expansions, and tail behavior of chaos processes, On the Hardy-Littlewood majorant problem for random sets, A frequentist understanding of sets of measures, Limiting distribution of the continuity modulus for Gaussian processes with stationary increments, On convergence and convolutions of random signed measures, Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion, An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation, Fluctuation bounds for sock-sorting and other stochastic processes, Rosenthal type inequalities for \(B\)-valued strong mixing random fields and their applications, Measures on topological spaces, Uniform convergence of the empirical spectral distribution function, Estimation and prediction of a Banach valued autoregressive process., Typical configurations for one-dimensional random field Kac model, Approximation, metric entropy and small ball estimates for Gaussian measures, Selecting a proportion of characters, \(B\)-convexity, the analytic Radon-Nikodým property, and individual stability of \(C_0\)-semigroups, Exponential and Gaussian concentration of 1-Lipschitz maps, On parameters of increasing dimensions, Stationary max-stable fields associated to negative definite functions, Metastates in disordered mean-field models: Random field and Hopfield models, Rate of convergence of stochastic approximation procedures in a Banach space, Uniform uncertainty principle for Bernoulli and subgaussian ensembles, Extremes of space-time Gaussian processes, Limit theorem for large deviations probabilities of certain forms, Fast dimension reduction using Rademacher series on dual BCH codes, Average approximations and moments of measures, On excursion sets, tube formulas and maxima of random fields., High-dimensional additive modeling, Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes, Nonparametric estimation for pure jump Lévy processes based on high frequency data, Comparison inequalities for one sided normal probabilities, On prediction of individual sequences, Gibbs states of the Hopfield model with extensively many patterns., Small random perturbation of a classical mean field model, New Gaussian estimates for enlarged balls, Domination inequality for martingale transforms of a Rademacher sequence, On the perturbation problem for occupation densities, Complex interpolation and regular operators between Banach lattices, Statistics of seasonality perturbed by time continuous processes with autoregressive representation, Online regularized learning with pairwise loss functions, On aggregation for heavy-tailed classes, Convex optimization learning of faithful Euclidean distance representations in nonlinear dimensionality reduction, On the continuity of local times of Borel right Markov processes, Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks, Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms, A Hölderian functional central limit theorem for a multi-indexed summation process, Stochastic integration in UMD Banach spaces, Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder), On the suprema of Bernoulli processes, Gelfand numbers and metric entropy of convex hulls in Hilbert spaces, Norms of random submatrices and sparse approximation, Complexity of pattern classes and the Lipschitz property, Laws of the iterated logarithm for the local U-statistic process, Kernel dimension reduction in regression, Stochastic 2-microlocal analysis, Nonnegative elastic net and application in index tracking, On some extensions of Bernstein's inequality for self-adjoint operators, Sample paths of generalized random linear mappings, Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions, Beyond Haar and Cameron-Martin: the Steinhaus support, On visual distances for spectrum-type functional data, High-dimensional generalized linear models and the lasso, Hitting probability of a distant point for the voter model started with a single 1, The LIL for canonical \(U\)-statistics, Support union recovery in high-dimensional multivariate regression, \(\ell_1\)-penalized quantile regression in high-dimensional sparse models, Monotone spectral density estimation, Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes, Cugliandolo-Kurchan equations for dynamics of spin-glasses, A nonclassical LIL for sums of \(B\)-valued random variables when extreme terms are excluded, On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes, Empirical risk minimization is optimal for the convex aggregation problem, RIPless compressed sensing from anisotropic measurements, One-bit compressed sensing with non-Gaussian measurements, Asymptotic properties for M-estimators in linear models with dependent random errors, A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces, Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs, Functional ARCH and GARCH models: a Yule-Walker approach, Linear dimension reduction approximately preserving a function of the $1$-norm, Universal Gaussian fluctuations on the discrete Poisson chaos, Optimal learning with \textit{Q}-aggregation, Maximal inequalities and their applications to orthogonal and Hadamard matrices, Entropy numbers of finite-dimensional embeddings, On the complete convergence of randomly weighted sums of random fields, Phase retrieval: stability and recovery guarantees, On the mean speed of convergence of empirical and occupation measures in Wasserstein distance, Signal separation under coherent dictionaries and \(\ell_p\)-bounded noise, On the uniform convergence of empirical norms and inner products, with application to causal inference, Sensitivity analysis for multidimensional and functional outputs, The Weizsäcker phenomenon and a canonical definition of Gaussian Lebesgue-Rokhlin measures, Bayesian linear inverse problems in regularity scales, Neural network regression for Bermudan option pricing, Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes, On the weak laws of large numbers for weighted sums of dependent identically distributed random vectors in Hilbert spaces, On the asymptotic form of convex hulls of Gaussian random fields, Tools for Malliavin calculus in UMD Banach spaces, Dimension reduction by random hyperplane tessellations, Complexity of parametric initial value problems in Banach spaces, Complete convergence for moving average processes associated to heavy-tailed distributions and applications, Convex hulls of regularly varying processes, Unconditional convergence of functional series in problems of probability theory, On the distance of polytopes with few vertices to the Euclidean ball, A Darling-Erdős-type CUSUM-procedure for functional data, A random integral calculus on generalized \(s\)-selfdecomposable probability measures, Sequential complexities and uniform martingale laws of large numbers, Cover times for sequences of reversible Markov chains on random graphs, Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators, General regularization schemes for signal detection in inverse problems, Screening and selection for quantile regression using an alternative measure of variable importance, A local Vapnik-Chervonenkis complexity, Distributed statistical estimation and rates of convergence in normal approximation, On the tightness of Gaussian concentration for convex functions, Spectral representations of quasi-infinitely divisible processes, An operator ideal generated by Orlicz spaces, On an exponential functional for Gaussian processes and its geometric foundations, On \(\mathcal{Z}_p\)-norms of random vectors, Sparse reconstruction with multiple Walsh matrices, High-dimensional generalized linear models incorporating graphical structure among predictors, A central-limit-theorem version of the periodic Little's law, Doubly penalized estimation in additive regression with high-dimensional data, The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model, Multidimensional Paley-Zygmund theorems and sharp \(L^p\) estimates for some elliptic operators, Near-optimal mean estimators with respect to general norms, A polynomial time approximation scheme for computing the supremum of Gaussian processes, Strong law for linear processes, On convex compact sets of positive measure in linear spaces, Nonasymptotic bounds for vector quantization in Hilbert spaces, A compact LIL for martingales in \(2\)-smooth Banach spaces with applications, Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes, Strong invariance principles with rate for ``reverse martingale differences and applications,
Empirical quantile central limit theorems for some self-similar processes,
Distribution's template estimate with Wasserstein metrics,
Comparison and anti-concentration bounds for maxima of Gaussian random vectors,
Signal recovery and frames that are robust to erasure,
Robust computation of linear models by convex relaxation,
Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems,
On a functional contraction method,
On the \(R\)-boundedness of stochastic convolution operators,
Feynman-Kac representation for the parabolic Anderson model driven by fractional noise,
On the interval of fluctuation of the singular values of random matrices,
On infinitely divisible semimartingales,
Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion,
On the relationship between the Baum-Katz-Spitzer complete convergence theorem and the law of the iterated logarithm,
On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables,
Classifiers of support vector machine type with \(\ell_1\) complexity regularization,
Self-normalized Wittmann's laws of iterated logarithm in Banach space,
Complexity of Banach Space Valued and Parametric Integration,
Sudakov-type minoration for log-concave vectors,
Suprema of Chaos Processes and the Restricted Isometry Property,
Robust multivariate mean estimation: the optimality of trimmed mean,
Three-representation problem in Banach spaces,
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences,
Logarithmic sample bounds for sample average approximation with capacity- or budget-constraints,
A note on norms of signed sums of vectors,
A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables,
Asymptotics of Suprema of Weighted Gaussian Fields with Applications to Kernel Density Estimators,
Higher moments of Banach space valued random variables,
Divergence criterion for a class of random series related to the partial sums of I.I.D. random variables,
Maximal Inequalities for Dependent Random Variables,
On the Product of Random Variables and Moments of Sums Under Dependence,
The Expected Norm of a Sum of Independent Random Matrices: An Elementary Approach,
Bounds for Stochastic Processes on Product Index Spaces,
Large deviation principles for renewal-reward processes,
The Hsu-Robbins-Erdös theorem for the maximum partial sums of quadruplewise independent random variables,
Evolution of a passive particle in a one-dimensional diffusive environment,
Beyond traditional Curvature-Dimension I: New model spaces for isoperimetric and concentration inequalities in negative dimension,
Empirical Processes in Survey Sampling with (Conditional) Poisson Designs,
A goodness-of-fit test for the compound Poisson exponential model,
Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence,
Compressive Sensing,
The cylindrical width of transitive sets,
Hilbert space analysis of Latin Hypercube Sampling,
Some new normal comparison inequalities related to Gordon's inequality,
Random real trees,
Gaussian chaos laws on Banach function spaces,
Estimation of change points of infinite dimensional parameters in short epidemics,
High-resolution product quantization for Gaussian processes under sup-norm distortion,
Extensions of stochastic optimization results to problems with system failure probability functions,
A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns,
On weakly bounded empirical processes,
Functional partial linear model,
Extreme value theory for space-time processes with heavy-tailed distributions,
A functional limit theorem for the profile of search trees,
Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators,
Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion,
The Littlewood-Offord problem and invertibility of random matrices,
An embedding theorem for convex fuzzy sets,
On the concentration phenomenon for \(\varphi\)-subgaussian random elements,
A random multivalued uniform boundedness principle,
On random almost periodic trigonometric polynomials and applications to ergodic theory,
On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models,
Concentration inequalities and asymptotic results for ratio type empirical processes,
Exponential concentration inequalities for additive functionals of Markov chains,
On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles,
Strengthening classical results on convergence rates in strong limit theorems,
Asymptotic Expansions for the Distributions of Canonical $V$-Statistics of Third Order,
Packing-type measures of the sample paths of fractional Brownian motion,
Chung-type law of the iterated logarithm on \(l^p\)-valued Gaussian processes,
Learning without Concentration,
Entropy numbers of convex hulls in Banach spaces and applications,
Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field,
On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields,
Convex Recovery of a Structured Signal from Independent Random Linear Measurements,
High-dimensional principal projections,
Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields,
Two-sample tests based on empirical Hankel transforms,
Upper tail probabilities of integrated Brownian motions,
Measuring the Capacity of Sets of Functions in the Analysis of ERM,
Lower Bounds for Sparse Coding,
Unbounded violation of tripartite Bell inequalities,
Some convergence properties of the sum of Gaussian functionals,
A note on symmetrization procedures for the laws of large numbers,
Generalization analysis of multi-modal metric learning,
Analysis and approximation of stochastic nerve axon equations,
Kloosterman paths and the shape of exponential sums,
Simulation of a Local Time Fractional Stable Motion,
Almost Optimal Explicit Johnson-Lindenstrauss Families,
𝑞-Chaos,
Low-Rank Approximation and Completion of Positive Tensors,
A Vector-Contraction Inequality for Rademacher Complexities,
Learning with Rejection,
Permutational Rademacher Complexity,
Slepian’s Inequality, Modularity and Integral Orderings,
Optimal Re-centering Bounds, with Applications to Rosenthal-type Concentration of Measure Inequalities,
On the Operator Norm of Random Rectangular Toeplitz Matrices,
The complete convergence of subsequence for sums of independent B-valued random variables,
Rate of convergence for sieve estimator of the operator in ARB(1) process.,
Donsker theorems for diffusions: necessary and sufficient conditions,
Uniform in bandwidth consistency of kernel-type function estimators,
Large deviations and support theorem for diffusion processes via rough paths.,
Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields.,
Quenched large deviations for diffusions in a random Gaussian shear flow drift.,
Approximating some Volterra type stochastic integrals with applications to parameter estimation.,
On almost sure convergence of the quadratic variation of Brownian motion.,
On Talagrand's deviation inequalities for product measures,
Universal consistency of delta estimators,
A K-S Type Test for Exponentiality Based on Empirical Hankel Transforms,
Local Rademacher complexities,
Boosting with early stopping: convergence and consistency,
Characterization of typep Banach spaces by the weak law of large numbers,
The central limit theorem for ANA sequences and its application to nonparametric regression models,
Exponential inequalities and functional central limit theorems for random fields,
The Brunn-Minkowski inequality,
A characterization of a new type of strong law of large numbers,
A law of the iterated logarithm for moving average processes,
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications,
Generalized Optimal Matching Methods for Causal Inference,
Moderate deviation principles for trajectories of sums of independent Banach space valued random variables,
A Survey of Compressed Sensing,
Recovering Structured Signals in Noise: Least-Squares Meets Compressed Sensing,
Cosparsity in Compressed Sensing,
Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces,
Fooling Polytopes,
Law of large numbers for weakly dependent random variables with values in $D[0,1$],
Invariance principles for self-similar set-indexed random fields,
A Measure Concentration Effect for Matrices of High, Higher, and Even Higher Dimension,
Some mean convergence theorems for weighted sums of Banach space valued random elements,
On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions,
Almost sure convergence for self-normalized products of sums of partial sums of ρ¯-mixing sequences,
TESTING FOR HOMOGENEITY IN MIXTURE MODELS,
On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions,
A probability inequality for sums of independent Banach space valued random variables,
A supplement to the laws of large numbers and the large deviations,
Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields,
Validation of positive expectation dependence,
Extreme value theory for stochastic processes,
Optimal and algorithmic norm regularization of random matrices,
A Gaussian version of Littlewood’s theorem for random power series,
Regularized learning schemes in feature Banach spaces,
Unnamed Item,
On sparse reconstruction from Fourier and Gaussian measurements,
Tensor sparsification via a bound on the spectral norm of random tensors: Algorithm 1.,
High-dimensional estimation with geometric constraints: Table 1.,
Super-resolution radar,
On comparing systems of random variables with the Rademacher sequence,
Metamodel construction for sensitivity analysis,
Multilevel Monte Carlo Approximation of Functions,
On the Complexity of Parametric ODEs and Related Problems,
Spectral Gap Properties of the Unitary Groups: Around Rider’s Results on Non-commutative Sidon Sets,
Invariant measure construction at a fixed mass,
Rates of convergence for the maximum likelihood estimator in mixture models,
Weak vorticity formulation of 2D Euler equations with white noise initial condition,
Characterization of LIL behavior in Banach space,
Oracle Inequalities for Local and Global Empirical Risk Minimizers,
Fourier multipliers in Banach function spaces with UMD concavifications,
Unnamed Item,
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs,
Unnamed Item,
Unnamed Item,
Unnamed Item,
Characterization of LIL Behavior for Non-DegenerateB-ValuedU-Statistics,
Discrete-Time Semi-Markov Random Evolutions and their Applications,
New Versions of Some Classical Stochastic Inequalities,
A Note on Complete Convergence for Arrays of Rowwise Independent Banach Space Valued Random Elements,
A Random Banach-Steinhaus Theorem,
A REMARK ON THE STRONG LAW FOR B-VALUED ARRAYS OF RANDOM ELEMENTS,
Matching Theorems and Empirical Discrepancy Computations using Majorizing Measures,
Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles,
The large deviation principle for certain series,
On the bounded laws of iterated logarithm in Banach space,
Moderate Deviations for I.I.D. Random Variables,
Unnamed Item,
Bohrs power series theorem and local Banach space theory,
Continuity versus nonexistence for a class of linear stochastic Cauchy problems driven by a Brownian motion,
Continuity of Random Derivations,
Uniformly efficient simulation for extremes of Gaussian random fields,
The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions,
Average-Case Optimality of a Hybrid Secant-Bisection Method,
Risk bounds for mixture density estimation,
Theory of Classification: a Survey of Some Recent Advances,
Concentration Inequalities for Statistical Inference,
Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate,
Series representation and simulation of multifractional Lévy motions,
Moderate Deviations for Word Counts in Biological Sequences,
Complexity versus Agreement for Many Views,
Adaptive estimation with soft thresholding penalties,
Regularization and the small-ball method II: complexity dependent error rates,
Unnamed Item,
Unnamed Item,
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case,
Unnamed Item,
One-bit compressed sensing via ℓ p (0 < p < 1)-minimization method,
Weakly null sequences in 𝐿₁,
Regularization of some linear ill-posed problems with discretized random noisy data,
Generalized Law of the Iterated Logarithm and Its Convergence Rate,
Complete Moment Convergence for Sequences of Independent Random Elements in Banach Spaces,
Invariant Gaussian measures for operators on Banach spaces and linear dynamics,
Lipschitz representations of subsets of the cube,
Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals,
Low-Rank Matrix Estimation from Rank-One Projections by Unlifted Convex Optimization,
Tight Bounds for the Subspace Sketch Problem with Applications,
A counterexample concerning the relation between decoupling constants and UMD-constants,
Some comparisons for Gaussian processes,
A local method for estimating change points: the “Hat-function”,
“An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007,
Robust Width: A Characterization of Uniformly Stable and Robust Compressed Sensing,
On the equivalence of the measures induced by banach valued gaussian autoregressive processes,
Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs,
Rademacher–Gaussian tail comparison for complex coefficients and related problems,
High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms,
Almost sure summability of the maximal normed partial sums of \(m\)-dependent random elements in Banach spaces,
Mixing of linear operators under infinitely divisible measures on Banach spaces,
Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem,
Discrete logarithmic Sobolev inequalities in Banach spaces,
High-dimensional local linear regression under sparsity and convex losses,
On Azadkia-Chatterjee's conditional dependence coefficient,
Hardness of Random Optimization Problems for Boolean Circuits, Low-Degree Polynomials, and Langevin Dynamics,
Super-Gaussian Directions of Random Vectors,
On Multiplier Processes Under Weak Moment Assumptions,
Stochastic integration in quasi-Banach spaces,
Randomized numerical linear algebra: Foundations and algorithms,
Deep learning: a statistical viewpoint,
Convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings,
Large and Moderate Deviations of Random Upper Semicontinuous Functions,
First order $k$-th moment finite element analysis of nonlinear operator equations with stochastic data,
Wasserstein Sensitivity of Risk and Uncertainty Propagation,
Approximation bounds for norm constrained neural networks with applications to regression and GANs,
Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices,
Asymptotic normality in Banach spaces via Lindeberg method,
On the (p,q)$(p,q)$‐type strong law of large numbers for sequences of independent random variables,
Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates,
Pricing Bermudan Options Using Regression Trees/Random Forests,
Matrix concentration inequalities and free probability,
Statistical guarantees for regularized neural networks,
A strong law of large numbers for random monotone operators,
Nonlinear approximation of functions by sets of finite pseudo-dimension in the probabilistic and average case settings,
Quantile forward regression for high-dimensional survival data,
The well-posedness of fractional integro-differential equations in complex Banach spaces,
Optimal moment conditions for complete convergence for maximal normed weighted sums from arrays of rowwise independent random elements in Banach spaces,
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs,
Robust one-bit compressed sensing with partial circulant matrices,
Variations and extensions of the Gaussian concentration inequality, Part I,
A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes,
Convergence of series of conditional expectations,
Approximate real symmetric tensor rank,
Norms of structured random matrices,
The Khinchin-Kahane and Lévy inequalities for abelian metric groups, and transfer from normed (abelian semi)groups to Banach spaces,
The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors,
Efficient density estimation in an AR(1) model,
\( \varepsilon \)-isometric dimension reduction for incompressible subsets of \(\ell_p\),
Some notes on concentration for \(\alpha\)-subexponential random variables,
Sudakov minoration for products of radial-type log-concave measures,
Fast Metric Embedding into the Hamming Cube,
Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case,
Convergence and error analysis of compressible fluid flows with random data: Monte Carlo method,
Moderate Deviations and Invariance Principles for Sample Average Approximations,
Maximal inequalities and some applications,
Two problems on random analytic functions in Fock spaces,
Dual gradient method for ill-posed problems using multiple repeated measurement data,
Near-optimal bounds for generalized orthogonal Procrustes problem via generalized power method,
Robust supervised learning with coordinate gradient descent,
Optimal estimation and computational limit of low-rank Gaussian mixtures,
Fast convergence of empirical barycenters in Alexandrov spaces and the Wasserstein space,
A Corrected Tensor Nuclear Norm Minimization Method for Noisy Low-Rank Tensor Completion,
A priori error estimate of deep mixed residual method for elliptic PDEs,
Randomized matrix approximation to enhance regularized projection schemes in inverse problems,
A limit theorem for sums of independent random elements in a Banach space,
Approximating the covariance ellipsoid,
Guaranteed Classification via Regularized Similarity Learning,
Short-Term Memory Capacity in Networks via the Restricted Isometry Property,
U-Processes and Preference Learning,
Exponential Rosenthal and Marcinkiewicz - Zygmund inequalities,
Extending the scope of the small-ball method,
Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems,
Rates of convergence in invariance principles for random walks on linear groups via martingale methods,
FREE ENERGY IN THE GENERALIZED SHERRINGTON–KIRKPATRICK MEAN FIELD MODEL,
Invertibility of random matrices: Unitary and orthogonal perturbations,
Logarithmic level comparison for small deviation probabilities,
Logarithmic level comparison for small deviation probabilities,
A Gradient-Enhanced L1 Approach for the Recovery of Sparse Trigonometric Polynomials,
Persistent homology for low-complexity models,
Some applications of concentration inequalities to statistics,
Convergence rates in the law of logarithm of random elements,
Intersection Local Times, Loop Soups and Permanental Wick Powers,
John's decompositions: Selecting a large part,
Efficient simulations for the exponential integrals of Hölder continuous gaussian random fields,
Asymptotics for local maximal stack scores with general loop penalty function,
On some random thin sets of integers,
The fractional mixed fractional brownian motion and fractional brownian sheet,
A note on a scale-sensitive dimension of linear bounded functionals in Banach spaces,
Normal approximation for linear stochastic processes and random fields in Hilbert space,
Uniform laws of large numbers for triangular arrays of function-indexed processes under random entropy conditions,
On various modes of scalar convergence in \(L_0({\mathfrak X})\),
Extension of the Cameron-Martin theorem to random translations,
On diffusion semigroups preserving the log-concavity,
Variance-based regularization with convex objectives,
Expectations and martingales in metric spaces,
Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix,
Adaptive metric dimensionality reduction,
Quasi-likelihood and/or robust estimation in high dimensions,
Comments on: Support vector machines maximizing geometric margins for multi-class classification,
On a contraction property of Bernoulli canonical processes,
An empirical process approach to the uniform consistency of kernel-type function estimators,
Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering,
Space-Time Regularity of Solutions of the Parabolic Stochastic Cauchy Problem,
Unnamed Item,
Unnamed Item,
Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping,
Plug-in estimators for higher-order transition densities in autoregression,
Hölderian invariance principle for Hilbertian linear processes,
The Partial Linear Model in High Dimensions,
Sequential block bootstrap in a Hilbert space with application to change point analysis,
Dimers and families of Cauchy-Riemann operators I,
Nonuniform recovery of fusion frame structured sparse signals,
Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets, An Extension of Theorems of Hechner and Heinkel, Statistical fluctuations under resetting: rigorous results