High Dimensional Probability: Proceedings of the Fourth International Conference
Editor: Evarist Giné
Editor: Vladimir Koltchinskii
Editor: Wenbo Li
Editor: Joel Zinn
Lecture Notes--Monograph Series, Number 51
Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2006.
275 pp.
Abstract:
The volume includes papers presented at the IVth International Conference on High Dimensional Probability. This area of probability deals with a variety of techniques (randomization, decoupling, generic chaining, measure concentration, exponential inequalities and series representations) that originated in Probability in Banach Spaces and are now expanding in several areas of Mathematics, Statistics and Machine Learning.
Subjects:
60-06 (primary)00B25 (secondary)
ISBN:978-0-940600-67-6
Zentralblatt Math Identifier: 1113.60009
Copyright © 2006, Institute of Mathematical Statistics.
Dependence, Martingales
Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations
Igor S. Borisov, and Alexander A. Bystrov; 1-17
Invariance principle for stochastic processes with short memory
Magda Peligrad, and Sergey Utev; 18-32
Binomial upper bounds on generalized moments and tail probabilities of (super)martingales with differences bounded from above
Iosif Pinelis; 33-52
Oscillations of empirical distribution functions under dependence
Wei Biao Wu; 53-61
Stochastic Processes
Karhunen-Loève expansions of mean-centered Wiener processes
Paul Deheuvels; 62-76
Fractional Brownian fields, duality, and martingales
Vladimir Dobrić, and Francisco M. Ojeda; 77-95
Risk bounds for the non-parametric estimation of Lévy processes
José E. Figueroa-López, and Christian Houdré; 96-116
Random walk models associated with distributed fractional order differential equations
Sabir Umarov, and Stanly Steinberg; 117-127
Fractal properties of the random string processes
Dongsheng Wu, and Yimin Xiao; 128-147
Operators in Hilbert Space
Random sets of isomorphism of linear operators on Hilbert space
Roman Vershynin; 148-154
Empirical Processes
Revisiting two strong approximation results of Dudley and Philipp
Philippe Berthet, and David M. Mason; 155-172
Modified empirical CLT’s under only pre-Gaussian conditions
Shahar Mendelson, and Joel Zinn; 173-184
On the Bahadur slope of the Lilliefors and the Cramér–von Mises tests of normality
Miguel A. Arcones; 196-206
Applications of Empirical Processes
Uniform error bounds for smoothing splines
P. P. B. Eggermont, and V. N. LaRiccia; 220-237
Empirical graph Laplacian approximation of Laplace–Beltrami operators: Large sample results
Evarist Giné, and Vladimir Koltchinskii; 238-259
A new concentration result for regularized risk minimizers
Don Hush, Clint Scovel, and Ingo Steinwart; 260-275
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