Upper and lower bounds for stochastic processes. Modern methods and classical problems
Gaussian processlower boundupper boundrandom Fourier seriesstochastic processgeneric chainingmatching theoremBernoulli processinfinitely divisible processBanach space theory
Gaussian processes (60G15) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sample path properties (60G17) Stable stochastic processes (60G52) Normed linear spaces and Banach spaces; Banach lattices (46B99) General theory of stochastic processes (60G07) Foundations of stochastic processes (60G05)
- Chaining, interpolation, and convexity
- Thresholds versus fractional expectation-thresholds
- Squared-norm empirical processes
- Universality of the stochastic Bessel operator
- Properly-weighted graph Laplacian for semi-supervised learning
- Bounds on Kolmogorov widths and sampling recovery for classes with small mixed smoothness
- Long range order for random field Ising and Potts models
- On optimal matching of Gaussian samples. III
- A simple Fourier analytic proof of the AKT optimal matching theorem
- Nonparametric Bayesian inference for reversible multidimensional diffusions
- Imprecise Monte Carlo simulation and iterative importance sampling for the estimation of lower previsions
- The suprema of infinitely divisible processes
- Continuum limit of total variation on point clouds
- Estimating the conditional distribution in functional regression problems
- Sampling discretization of integral norms of the hyperbolic cross polynomials
- Hadamard products and moments of random vectors
- A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions
- Sharp Estimates on Random Hyperplane Tessellations
- Convergence rates for the generalized Fréchet mean via the quadruple inequality
- A PDE approach to a 2-dimensional matching problem
- Nonparametric shape-restricted regression
- On the suprema of Bernoulli processes
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
- Random matching in 2D with exponent 2 for Gaussian densities
- Sparse signal detection in heteroscedastic Gaussian sequence models: sharp minimax rates
- Chaining Techniques and their Application to Stochastic Flows
- Sidonicity and variants of Kaczmarz's problem
- scientific article; zbMATH DE number 7370563 (Why is no real title available?)
- Moments of Gaussian chaoses in Banach spaces
- scientific article; zbMATH DE number 7307489 (Why is no real title available?)
- Sobolev regularity of Gaussian random fields
- Learning the distribution of latent variables in paired comparison models with round-robin scheduling
- Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method
- An approach to stochastic integration in general separable Banach spaces
- On Bernstein type inequalities for stochastic integrals of multivariate point processes
- Perturbations of singular fractional SDEs
- On least squares estimation under heteroscedastic and heavy-tailed errors
- Regularity of SLE in \((t,\kappa)\) and refined GRR estimates
- Gravitational allocation for uniform points on the sphere
- Non-Gaussian hyperplane tessellations and robust one-bit compressed sensing
- Analysis of \(p\)-Laplacian regularization in semisupervised learning
- On Monte-Carlo methods in convex stochastic optimization
- Sudakov minoration for products of radial-type log-concave measures
- R-boundedness versus -boundedness
- Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
- Regularization and the small-ball method. I: Sparse recovery
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
- A remark on entropy numbers
- Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence
- Concentration of scalar ergodic diffusions and some statistical implications
- Random embeddings with an almost Gaussian distortion
- Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso
- Fourier series and Fourier-Haar series for stochastic measures
- Bounds for stochastic processes on product index spaces
- A note on concentration for polynomials in the Ising model
- Fast Metric Embedding into the Hamming Cube
- Bounds for expected maxima of Gaussian processes and their discrete approximations
- Low temperature asymptotics of spherical mean field spin glasses
- scientific article; zbMATH DE number 1975226 (Why is no real title available?)
- On a contraction property of Bernoulli canonical processes
- Nonparametric regression in nonstandard spaces
- Convergence rates of least squares regression estimators with heavy-tailed errors
- On a maximal inequality and its application to SDEs with singular drift
- Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes
- Entropic regularization of neural networks: self-similar approximations
- Some improved bounds in sampling discretization of integral norms
- Wavelet thresholding in fixed design regression for Gaussian random fields
- Persistent homology for low-complexity models
- A variational approach to the consistency of spectral clustering
- ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels
- Representations and isomorphism identities for infinitely divisible processes
- Outlaw distributions and locally decodable codes
- Random attractors for stochastic Navier-Stokes equation on a 2D rotating sphere with stable Lévy noise
- High-dimensional CLT: improvements, non-uniform extensions and large deviations
- Convergence of asymptotic costs for random Euclidean matching problems
- Exact Recovery of Multichannel Sparse Blind Deconvolution via Gradient Descent
- An isomorphic Dvoretzky-Milman theorem using general random ensembles
- Empirical optimal transport between different measures adapts to lower complexity
- Liouville first passage percolation: geodesic length exponent is strictly larger than 1 at high temperatures
- A fluctuation result for the displacement in the optimal matching problem
- On optimal matching of Gaussian samples
- Maximal inequalities and some applications
- Whittaker-Kotel'nikov-Shannon approximation of -sub-Gaussian random processes
- On the spectral norm of Gaussian random matrices
- Finer estimates on the 2-dimensional matching problem
- On subgaussian random variables
- On the quadratic random matching problem in two-dimensional domains
- Measure estimation on manifolds: an optimal transport approach
- A proof of the Kahn–Kalai conjecture
- Hanson-Wright inequality in Banach spaces
- Emergence and dynamics of short food supply chains
- Regularity of Gaussian processes on Dirichlet spaces
- BSDEs generated by fractional space-time noise and related SPDEs
- Bounds for expected supremum of fractional Brownian motion with drift
- Donsker theorems for occupation measures of multi-dimensional periodic diffusions
- On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes
- General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension
- Quantized compressed sensing for random circulant matrices
- A unified approach to uniform signal recovery from nonlinear observations
- Chaining, interpolation and convexity II: the contraction principle
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