搜索结果: 1-15 共查到“统计学 Concentration”相关记录20条 . 查询时间(0.238 秒)
Copula function’s concentration set and its concentrated partition
Copula function local correlation structure concentration set concentration measure
2016/1/25
The research on the local correlation structure of copula function is an attractive topic.This paper investigates bivariate copula function’s local correlation structure by defining its concentration ...
On adaptive posterior concentration rates
Bayesian nonparametrics minimax adaptive estimation poste-rior concentration rates sup-norm rates of convergence
2013/6/14
We investigate the problem of deriving posterior concentration rates under different loss functions in nonparametric Bayes. We first provide a lower bound on posterior coverages of shrinking neighbour...
Anti-Concentration and Honest Adaptive Confidence Bands
Anti-Concentration Honest Adaptive Confidence Bands
2013/4/28
Modern construction of uniform confidence bands for nonparametric densities (and other functions) often relies on the Smirnov-Bickel-Rosenblatt (SBR) condition; see e.g. Gine and Nickl (2010). This co...
Local powers of optimal one- and multi-sample tests for the concentration of Fisher-von Mises-Langevin distributions
concentration parameter directional statistics Fisher-von Mises-Langevin dis-tributions Le Cam’s third Lemma uniform local asymptotic normality
2013/4/27
One-sample and multi-sample tests on the concentration parameter of Fisher-von Mises-Langevin (FvML) distributions have been well studied in the literature. However, only very little is known about th...
Exploring wind direction and SO2 concentration by circular-linear density estimation
Circular distributions Circular kernel estimation Circular{linear data Copula.
2012/9/17
The study of environmental problems usually requires the description of variables with di er-ent nature and the assessment of relations between them. In this work, an algorithm for exible estimation o...
Finite sample posterior concentration in high-dimensional regression
asymptotics Bayesian compressible prior high-dimensional posterior contraction regression shrinkage prior.
2012/9/19
We study the behavior of the posterior distribution in ultra high-dimensional Bayesian Gaussian linear regression models havingp佲n,withpthe number of predictors and nthe sample size. In particular, ou...
Concentration-Based Guarantees for Low-Rank Matrix Reconstruction
Low-Rank Matrix Reconstruction
2011/3/25
We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate...
Concentration Inequalities and Confidence Bands for Needlet Density Estimators on Compact Homogeneous Manifolds
Concentration Inequalities Confidence Bands Density Estimators
2011/3/21
Let $X_1,...,X_n$ be a random sample from some unknown probability density $f$ defined on a compact homogeneous manifold $\mathbf M$ of dimension $d \ge 1$. Consider a 'needlet frame' $\{\phi_{j \eta}...
Simultaneous concentration of order statistics
Glivenko-Cantelli theorem order statistics log-concave Lipschitz
2011/3/25
Let $\mu$ be a probability measure on $\mathbb{R}$ with cumulative distribution function $F$, $(x_{i})_{1}^{n}$ a large i.i.d. sample from $\mu$, and $F_{n}$ the associated empirical distribution func...
Concentration inequalities of the cross-validation estimator for Empirical Risk Minimiser
Cross-validation generalization error concentration inequality optimal splitting resampling
2010/11/8
In this article, we derive concentration inequalities for the cross-validation estimate of the
generalization error for empirical risk minimizers. In the general setting, we prove sanity-check bounds...
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
Linear model Lasso Dantzig Sparsity Model selection Sign consistency
2009/9/16
We derive the l∞ convergence rate simultaneously for Lasso and Dantzig estimators in a high-dimensional linear regression model under a mutual coherence assumption on the Gram matrix of the design and...
Transportation Approach to Some Concentration Inequalities in Product Spaces
Concentration Inequalities Product Spaces Transportation
2009/5/12
Let P be any product (Borel) probability measure on product (Polish) space E and for vectors x,y,z in E let f(x,y,z) be the number of coordinates k for which x_k neither equals y_k nor z_k. Using a tr...
Concentration of the Spectral Measure for Large Matrices
Random Matrices concentration inequalities non-commutative functionals
2009/5/4
We derive concentration inequalities for functions of the empirical measure of eigenvalues for large, random, self adjoint matrices, with not necessarily Gaussian entries. The results presented apply ...
A Note on Talagrand's Concentration Inequality
Concentration of measure empirical processes
2009/5/4
In this paper we revisit Talagrand's proof of concentration inequality for empirical processes. We give a different proof of the main technical lemma that guarantees the existence of a certain kernel....
Measure Concentration for Stable Laws with Index Close to 2
Concentration of measure stable distribution
2009/4/24
We give upper bounds for the probability $P(|f(X)-Ef(X)|>x)$, where $X$ is a stable random variable with index close to 2 and $f$ is a Lipschitz function. While the optimal upper bound is known to be ...