arXiv research

The small-ball method was introduced as a way of obtaining a high probability, isomorphic lower bound on the quadratic empirical process, under weak assumptions on the indexing class. The key assumption was that class members satisfy a uniform small-ball estimate: that $Pr(|f| \geq κ\|f\|_{L_2}) \geq δ$ for given const…

Paper develops error rates for physics-informed learning, comparing it to data-driven methods.

Study spectral properties of sub-Laplacians in Carnot groups.

In a compact orbifold, for small prescribed volume, an isoperimetric region is close to a small metric ball; in a Euclidean orbifold, it is a small metric ball.

We compute the asymptotic expansion of the volume of small sub-Riemannian balls in a contact 3-dimensional manifold, and we express the first meaningful geometric coefficients in terms of geometric invariants of the sub-Riemannian structure

Identifies bilinear systems from a single trajectory with optimal sample complexity.

Formula connects curvature to volume in special geometric spaces.

This paper is a starting point towards computing the Hausdorff dimension of submanifolds and the Hausdorff volume of small balls in a sub-Riemannian manifold with singular points. We first consider the case of a strongly equiregular submanifold, i.e., a smooth submanifold N for which the growth vector of the distributi…

We solve the classical Dirichlet problem for a general complex Hessian equation on a small ball in $\bC^n$. Then, we show that there is a continuous solution, in pluripotential theory sense, to the Dirichlet problem on compact Hermitian manifolds with boundary that equipped locally conformal Kähler metrics, provided a …

We obtain sharp bounds on the performance of Empirical Risk Minimization performed in a convex class and with respect to the squared loss, without assuming that class members and the target are bounded functions or have rapidly decaying tails. Rather than resorting to a concentration-based argument, the method used her…

CR structure on S³ with non-compact solutions to CR Yamabe problem.

On Kahler manifolds with Ricci curvature lower bound, assuming the real analyticity of the metric, we establish a sharp relative volume comparison theorem for small balls. The model spaces being compared to are complex space forms, i.e, Kahler manifolds with constant holomorphic sectional curvature. Moreover, we give a…

Asymptotic factorizations for the small-ball probability (SmBP) of a Hilbert valued random element $X$ are rigorously established and discussed. In particular, given the first $d$ principal components (PCs) and as the radius $\varepsilon$ of the ball tends to zero, the SmBP is asymptotically proportional to (a) the joi…

We develop an analog of harmonic replacement in the gauge theory context. The idea behind harmonic replacement dates back to Schwarz and Perron. The technique, as introduced by Jost and further developed by Colding and Minicozzi, involves taking a map $v\colonΣ\to M$ defined on a surface $Σ$ and replacing its values on…

We prove that the ordinary least-squares (OLS) estimator attains nearly minimax optimal performance for the identification of linear dynamical systems from a single observed trajectory. Our upper bound relies on a generalization of Mendelson's small-ball method to dependent data, eschewing the use of standard mixing-ti…

Constructs metrics with Q-curvature on manifolds with singularities.

Condorcet's Jury Theorem has been invoked for ensemble classifiers to indicate that the combination of many classifiers can have better predictive performance than a single classifier. Such a theoretical underpinning is unknown for consensus clustering. This article extends Condorcet's Jury Theorem to the mean partitio…

This study improves estimation of locally stationary functional time series using NW method.

We prove a new kind of estimate that holds on any manifold with lower Ricci bounds. It relates the geometry of two small balls with the same radius, potentially far apart, but centered in the interior of a common minimizing geodesic. It reveals new, previously unknown, properties that all generalized spaces with a lowe…

New method uses robust estimators for Newton's method in empirical risk minimization.

Efficient algorithm predicts unknown linear systems with long-term memory.

New learning rates derived for Tikhonov-regularized problems without kernel assumptions.

We prove a relation between the scaling $h^β$ of the elastic energies of shrinking non-Euclidean bodies $S_h$ of thickness $h\to 0$, and the curvature along their mid-surface $S$. This extends and generalizes similar results for plates [BLS16, LRR] to any dimension and co-dimension. In particular, it proves that the na…

In this short note we show that the lower bounds of Mangoubi on the inner radius of nodal domains can be improved for quantum ergodic sequences of eigenfunctions, according to a certain power of the radius of shrinking balls on which the eigenfunctions equidistribute. We prove such improvements using a quick applicatio…

Spectrahedral regression fits convex functions via a non-convex optimization problem.

The study sharpens local Bernstein estimates for Laplace eigenfunctions on compact manifolds.

Paper revisits set membership estimation for linear systems with relaxed disturbance bounds.

New findings on Helmholtz equation solutions show exponential growth in constant for three ball inequality.

Local mass perspective on Bayesian inference

We explore ways in which the covariance ellipsoid ${\cal B}=\{v \in \mathbb{R}^d : \mathbb{E} <X,v>^2 \leq 1\}$ of a centred random vector $X$ in $\mathbb{R}^d$ can be approximated by a simple set. The data one is given for constructing the approximating set consists of $X_1,...,X_N$ that are independent and distribute…

Let (M,g) be a compact Riemannian manifold with dimension n > 2. The Yamabe problem is to find a metric with constant scalar curvature in the conformal class of g, by minimizing the total scalar curvature. The proof was completed in 1984. Suppose (M',g') and (M'',g'') are compact Riemannian n-manifolds with constant sc…

Max-affine regression refers to a model where the unknown regression function is modeled as a maximum of $k$ unknown affine functions for a fixed $k \geq 1$. This generalizes linear regression and (real) phase retrieval, and is closely related to convex regression. Working within a non-asymptotic framework, we study th…

The Hidden Markov Model (HMM) is one of the mainstays of statistical modeling of discrete time series, with applications including speech recognition, computational biology, computer vision and econometrics. Estimating an HMM from its observation process is often addressed via the Baum-Welch algorithm, which is known t…

Let (M,w) be a compact symplectic 2n-manifold, and g a Riemannian metric on M compatible with w. For instance, g could be Kahler, with Kahler form w. Consider compact Lagrangian submanifolds L of M. We call L Hamiltonian stationary, or H-minimal, if it is a critical point of the volume functional under Hamiltonian defo…

We start by a review of the chronology of mathematical results on the Dirichlet-to-Neumann map which paved the way towards the physics of transformational acoustics. We then rederive the expression for the (anisotropic) density and bulk modulus appearing in the pressure wave equation written in the transformed coordina…

Exact minimax risk derived for linear prediction with sample covariance analysis.

In this work we prove convergence results of sequences of Riemannian $4$-manifolds with almost vanishing $L^2$-norm of a curvature tensor and a non-collapsing bound on the volume of small balls. In Theorem 1.1, we consider a sequence of closed Riemannian $4$-manifolds, whose $L^2$-norm of the Riemannian curvature tenso…

In this article, we investigate large sample properties of model selection procedures in a general Bayesian framework when a closed form expression of the marginal likelihood function is not available or a local asymptotic quadratic approximation of the log-likelihood function does not exist. Under appropriate identifi…

New metrics help predict Brownian motion on surfaces and higher dimensions.

Local LMO optimizes constrained problems using local linear minimization.

Improved iterative methods for risk parity portfolio weights.

We describe a novel optimization method for finite sums (such as empirical risk minimization problems) building on the recently introduced SAGA method. Our method achieves an accelerated convergence rate on strongly convex smooth problems. Our method has only one parameter (a step size), and is radically simpler than o…

A new method combines Laplace and Variational Bayes for scalable inference.

Unified framework for model explanation methods based on feature removal.

This work reviews and evaluates methods for predicting prediction intervals in regression problems.

Derives kernel PCA with Nyström method for scalability.

In this paper, the author considers the numerical computation of CVA for large systems by Mote Carlo methods. He introduces two types of stochastic mesh methods for the computations of CVA. In the first method, stochastic mesh method is used to obtain the future value of the derivative contracts. In the second method, …

New method combines spectral and sparse methods for Gaussian processes.