Upper and lower bounds for stochastic processes. Modern methods and classical problems
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Banach space theoryBernoulli processGaussian processgeneric chaininginfinitely divisible processlower boundmatching theoremrandom Fourier seriesstochastic processupper bound
Normed linear spaces and Banach spaces; Banach lattices (46B99) Applications of functional analysis in probability theory and statistics (46N30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probability theory on linear topological spaces (60B11) Foundations of stochastic processes (60G05) General theory of stochastic processes (60G07) Gaussian processes (60G15) Sample path properties (60G17) Stable stochastic processes (60G52)
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(only showing first 100 items - show all)- Representations and isomorphism identities for infinitely divisible processes
- Improved bounds for sparse recovery from subsampled random convolutions
- Chaining, interpolation and convexity II: the contraction principle
- Sidonicity and variants of Kaczmarz's problem
- Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds
- Imprecise Monte Carlo simulation and iterative importance sampling for the estimation of lower previsions
- A PDE approach to a 2-dimensional matching problem
- Nonparametric shape-restricted regression
- An approach to stochastic integration in general separable Banach spaces
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
- Regularity of Gaussian processes on Dirichlet spaces
- Regularization and the small-ball method. I: Sparse recovery
- An introduction to the Ribe program
- Thresholds versus fractional expectation-thresholds
- Chaining, interpolation, and convexity
- On Bernstein type inequalities for stochastic integrals of multivariate point processes
- Convergence rates for the generalized Fréchet mean via the quadruple inequality
- Properly-weighted graph Laplacian for semi-supervised learning
- Hanson-Wright inequality in Banach spaces
- Emergence and dynamics of short food supply chains
- Regularity of SLE in \((t,\kappa)\) and refined GRR estimates
- Random attractors for stochastic Navier-Stokes equation on a 2D rotating sphere with stable Lévy noise
- Sparse recovery in bounded Riesz systems with applications to numerical methods for PDEs
- High dimensional decision making, upper and lower bounds
- Some results on the optimal matching problem for the Jacobi model
- Non-Gaussian hyperplane tessellations and robust one-bit compressed sensing
- 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
- Moments of Gaussian chaoses in Banach spaces
- Marcinkiewicz-type discretization of L^p-norms under the Nikolskii-type inequality assumption
- A variational approach to regularity theory in optimal transportation
- Robust \(k\)-means clustering for distributions with two moments
- A simple Fourier analytic proof of the AKT optimal matching theorem
- Concentration of scalar ergodic diffusions and some statistical implications
- Stochastic heat equation with general rough noise
- On Monte-Carlo methods in convex stochastic optimization
- Nonparametric regression in nonstandard spaces
- Consistency of invariance-based randomization tests
- A variant of the \(\Lambda (p)\)-set problem in Orlicz spaces
- Nonparametric Bayesian inference for reversible multidimensional diffusions
- Compressive sensing and neural networks from a statistical learning perspective
- Estimating the conditional distribution in functional regression problems
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
- The suprema of infinitely divisible processes
- On least squares estimation under heteroscedastic and heavy-tailed errors
- Random embeddings with an almost Gaussian distortion
- An isomorphic Dvoretzky-Milman theorem using general random ensembles
- On the quadratic random matching problem in two-dimensional domains
- A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions
- Sampling discretization and related problems
- A fluctuation result for the displacement in the optimal matching problem
- Convergence of asymptotic costs for random Euclidean matching problems
- Measure estimation on manifolds: an optimal transport approach
- The \(\ell^p\)-Gaussian-Grothendieck problem with vector spins
- Asymptotics of running maxima for -subgaussian random double arrays
- Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms
- A Lévy-ottaviani type inequality for the Bernoulli process on an interval
- Robust statistical learning with Lipschitz and convex loss functions
- On a maximal inequality and its application to SDEs with singular drift
- Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method
- Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence
- From Gauss to Kolmogorov: localized measures of complexity for ellipses
- Learning the distribution of latent variables in paired comparison models with round-robin scheduling
- ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels
- Hadamard products and moments of random vectors
- High-dimensional CLT: improvements, non-uniform extensions and large deviations
- Gravitational allocation for uniform points on the sphere
- Bounds on Kolmogorov widths and sampling recovery for classes with small mixed smoothness
- Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes
- Universality of the stochastic Bessel operator
- Convergence rates of least squares regression estimators with heavy-tailed errors
- On optimal matching of Gaussian samples
- A sharp rate of convergence for the empirical spectral measure of a random unitary matrix
- Squared-norm empirical processes
- Finer estimates on the 2-dimensional matching problem
- Quantized compressed sensing for random circulant matrices
- Wavelet thresholding in fixed design regression for Gaussian random fields
- Refined analysis of sparse MIMO radar
- On the suprema of Bernoulli processes
- Low rank tensor recovery via iterative hard thresholding
- \(L_{p}\)-norm Sauer-Shelah lemma for margin multi-category classifiers
- Liouville first passage percolation: geodesic length exponent is strictly larger than 1 at high temperatures
- Kolmogorov width and approximate rank
- Majorizing measures: The generic chaining
- Continuum limit of total variation on point clouds
- A Hoeffding inequality for Markov chains
- A note on concentration for polynomials in the Ising model
- Generic error bounds for the generalized Lasso with sub-exponential data
- Gibbsian dynamics and the generalized Langevin equation
- Remarks on sampling discretization of integral norms of functions
- The structure of subspaces in Orlicz spaces lying between \(L^1\) and \(L^2\)
- Learning without concentration
- R-boundedness versus -boundedness
- Bounds for stochastic processes on product index spaces
- Bounds for expected maxima of Gaussian processes and their discrete approximations
- Metric and classical fidelity uncertainty relations for random unitary matrices
- Chaining and the geometry of stochastic processes
- Whittaker-Kotel'nikov-Shannon approximation of -sub-Gaussian random processes
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