搜索结果: 1-13 共查到“理论统计学 Concentration”相关记录13条 . 查询时间(0.125 秒)
Copula function’s concentration set and its concentrated partition
Copula function local correlation structure concentration set concentration measure
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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
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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...
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
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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...
Concentration-Based Guarantees for Low-Rank Matrix Reconstruction
Low-Rank Matrix Reconstruction
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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
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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}...
Transportation Approach to Some Concentration Inequalities in Product Spaces
Concentration Inequalities Product Spaces Transportation
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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
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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
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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
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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 ...
Measure Concentration for Compound Poisson Distributions
Compound Poissonmeasure measurec oncentration entropy method
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2009/4/22
We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified l...
Measure Concentration for Stable Laws with Index Close to 2
Measure Concentration Stable Laws Index
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2009/4/7
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 ...
Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
Spectral Measure Random Matrices Infinitely divisibility Stable Vector Concentration
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2010/4/29
We derive concentration inequalities for functions of the empirical
measure of large random matrices with infinitely divisible entries and,
in particular, stable ones. We also give concentration res...
Modeling Hourly Ozone Concentration Fields
Dynamic linear model hierarchical Bayes ozone random field space–time fields
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2010/4/29
This paper presents a dynamic linearmodel for modeling hourly ozone concentrations over
the eastern United States. That model, which is developed within an Bayesian hierarchical framework,inherits th...