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pro vyhledávání: '"Sanov, A"'
We consider growth-optimal e-variables with maximal e-power, both in an absolute and relative sense, for simple null hypotheses for a $d$-dimensional random vector, and multivariate composite alternatives represented as a set of $d$-dimensional means
Externí odkaz:
http://arxiv.org/abs/2412.17554
Autor:
Hayashi, Masahito
We study how to extend Sanov theorem to the quantum setting. Although a quantum version of the Sanov theorem was proposed in Bjelakovic et al (Commun. Math. Phys., 260, p.659 (2005)), the classical case of their statement is not the same as Sanov the
Externí odkaz:
http://arxiv.org/abs/2407.18566
Akademický článek
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Autor:
Frühwirth, Lorenz, Prochno, Joscha
Publikováno v:
In Journal of Mathematical Analysis and Applications 1 August 2024 536(1)
Autor:
Macci, Claudio, Piccioni, Mauro
We prove the large deviation principle (LDP) for posterior distributions arising from subfamilies of full exponential families, allowing misspecification of the model. Moreover, motivated by the so-called inverse Sanov Theorem (see e.g. Ganesh and O'
Externí odkaz:
http://arxiv.org/abs/2111.14152
Autor:
Fruehwirth, Lorenz, Prochno, Joscha
In this paper, we prove a Sanov-type large deviation principle for the sequence of empirical measures of vectors chosen uniformly at random from an Orlicz ball. From this level-$2$ large deviation result, in a combination with Gibbs conditioning, ent
Externí odkaz:
http://arxiv.org/abs/2111.04691
NONEXPONENTIAL SANOV AND SCHILDER THEOREMS ON WIENER SPACE : BSDES, SCHRÖDINGER PROBLEMS AND CONTROL
Publikováno v:
The Annals of Applied Probability, 2020 Jun 01. 30(3), 1321-1367.
Externí odkaz:
https://www.jstor.org/stable/26965976
Akademický článek
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We derive new limit theorems for Brownian motion, which can be seen as non-exponential analogues of the large deviation theorems of Sanov and Schilder in their Laplace principle forms. As a first application, we obtain novel scaling limits of backwar
Externí odkaz:
http://arxiv.org/abs/1810.01980
Denote by $\lambda_1(A), \ldots, \lambda_n(A)$ the eigenvalues of an $(n\times n)$-matrix $A$. Let $Z_n$ be an $(n\times n)$-matrix chosen uniformly at random from the matrix analogue to the classical $\ell_ p^n$-ball, defined as the set of all self-
Externí odkaz:
http://arxiv.org/abs/1808.04862