Upper and lower bounds for stochastic processes. Modern methods and classical problems
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Publication:5396113
DOI10.1007/978-3-642-54075-2zbMATH Open1293.60001OpenAlexW2488793974MaRDI QIDQ5396113FDOQ5396113
Authors: Michel Talagrand 
Publication date: 5 February 2014
Published in: Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-54075-2
Recommendations
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)
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- On optimal matching of Gaussian samples. III
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- A simple Fourier analytic proof of the AKT optimal matching theorem
- Estimating the conditional distribution in functional regression problems
- Sharp Estimates on Random Hyperplane Tessellations
- A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions
- Convergence rates for the generalized Fréchet mean via the quadruple inequality
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
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- 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
- On least squares estimation under heteroscedastic and heavy-tailed errors
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
- Random embeddings with an almost Gaussian distortion
- A note on concentration for polynomials in the Ising model
- Persistent homology for low-complexity models
- On a maximal inequality and its application to SDEs with singular drift
- ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels
- Random attractors for stochastic Navier-Stokes equation on a 2D rotating sphere with stable Lévy noise
- Liouville first passage percolation: geodesic length exponent is strictly larger than 1 at high temperatures
- An isomorphic Dvoretzky-Milman theorem using general random ensembles
- A fluctuation result for the displacement in the optimal matching problem
- On the quadratic random matching problem in two-dimensional domains
- Measure estimation on manifolds: an optimal transport approach
- Hanson-Wright inequality in Banach spaces
- Emergence and dynamics of short food supply chains
- Bounds for expected supremum of fractional Brownian motion with drift
- Quantized compressed sensing for random circulant matrices
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- The \(\ell^p\)-Gaussian-Grothendieck problem with vector spins
- Sparse recovery in bounded Riesz systems with applications to numerical methods for PDEs
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- Minimax estimation of smooth optimal transport maps
- Finite impulse response models: a non-asymptotic analysis of the least squares estimator
- Nearly optimal robust mean estimation via empirical characteristic function
- Concentration inequalities for bounded functionals via log-Sobolev-type inequalities
- Marcinkiewicz-type discretization of \(L^p\)-norms under the Nikolskii-type inequality assumption
- Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays
- Robust statistical learning with Lipschitz and convex loss functions
- A Lévy-ottaviani type inequality for the Bernoulli process on an interval
- A variational approach to regularity theory in optimal transportation
- Upper and lower bounds for stochastic processes. Decomposition theorems
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- The Slicing Problem by Bourgain
- Robust sensing of low-rank matrices with non-orthogonal sparse decomposition
- Stochastic heat equation with general rough noise
- Consistency of invariance-based randomization tests
- 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
- Sampling discretization of integral norms of the hyperbolic cross polynomials
- A PDE approach to a 2-dimensional matching problem
- Nonparametric shape-restricted regression
- On the suprema of Bernoulli processes
- Chaining Techniques and their Application to Stochastic Flows
- Sidonicity and variants of Kaczmarz's problem
- Moments of Gaussian chaoses in Banach spaces
- Analysis of \(p\)-Laplacian regularization in semisupervised learning
- Regularity of SLE in \((t,\kappa)\) and refined GRR estimates
- Non-Gaussian hyperplane tessellations and robust one-bit compressed sensing
- On Monte-Carlo methods in convex stochastic optimization
- A remark on entropy numbers
- \(R\)-boundedness versus \(\gamma\)-boundedness
- Regularization and the small-ball method. I: Sparse recovery
- Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence
- Fourier series and Fourier-Haar series for stochastic measures
- Concentration of scalar ergodic diffusions and some statistical implications
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- Bounds for expected maxima of Gaussian processes and their discrete approximations
- Nonparametric regression in nonstandard spaces
- Convergence rates of least squares regression estimators with heavy-tailed errors
- Low temperature asymptotics of spherical mean field spin glasses
- Wavelet thresholding in fixed design regression for Gaussian random fields
- Exact Recovery of Multichannel Sparse Blind Deconvolution via Gradient Descent
- Representations and isomorphism identities for infinitely divisible processes
- A variational approach to the consistency of spectral clustering
- High-dimensional CLT: improvements, non-uniform extensions and large deviations
- Convergence of asymptotic costs for random Euclidean matching problems
- Maximal inequalities and some applications
- On optimal matching of Gaussian samples
- On the spectral norm of Gaussian random matrices
- On subgaussian random variables
- Finer estimates on the \(2\)-dimensional matching problem
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- A unified approach to uniform signal recovery from nonlinear observations
- Regularity of Gaussian processes on Dirichlet spaces
- Kolmogorov width and approximate rank
- Chaining, interpolation and convexity II: the contraction principle
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- The structure of subspaces in Orlicz spaces lying between \(L^1\) and \(L^2\)
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- Low rank tensor recovery via iterative hard thresholding
- On tails of symmetric and totally asymmetric \(\alpha\)-stable distributions
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