Remark on rates of convergence to extreme value distributions via the Stein equations
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DOI: 10.1007/s10687-020-00380-5
Abstract: Consider the maximum of independent and identically distributed random variables. The classical result says that the renormalized sample maximum converges to an extreme value distributions, under certain conditions on the distribution function. In the present… read more here.
Keywords: remark rates; extreme value; value distributions; rates convergence ... See more keywords
On the rates of convergence for moments convergence in regression models
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DOI: 10.1007/s11749-017-0561-3
Abstract: In one-dimensional regression models, we establish a rate for the rth moment convergence (r⩾1) of the ordinary least-squares estimator involving explicitly the regressors, answering to an open question raised lately by Afendras and Markatou (Test… read more here.
Keywords: regression; regression models; rates convergence; convergence moments ... See more keywords
On the rates of convergence of parallelized averaged stochastic gradient algorithms
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DOI: 10.1080/02331888.2020.1764557
Abstract: ABSTRACT The growing interest for high-dimensional and functional data analysis led in the last decade to important research developing a consequent amount of techniques. Parallelized algorithms, which consist of distributing and treat the data into… read more here.
Keywords: averaged stochastic; rates convergence; stochastic gradient; parallelized averaged ... See more keywords
Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
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DOI: 10.3150/18-bej1065
Abstract: The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly… read more here.
Keywords: finite sample; sharp asymptotic; asymptotic finite; rates convergence ... See more keywords