惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

G
Google Developers Blog
酷 壳 – CoolShell
酷 壳 – CoolShell
量子位
C
Check Point Blog
B
Blog RSS Feed
Y
Y Combinator Blog
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
A
About on SuperTechFans
Microsoft Azure Blog
Microsoft Azure Blog
博客园 - 聂微东
阮一峰的网络日志
阮一峰的网络日志
人人都是产品经理
人人都是产品经理
小众软件
小众软件
Last Week in AI
Last Week in AI
博客园 - 【当耐特】
GbyAI
GbyAI
The Cloudflare Blog
博客园 - 叶小钗
S
SegmentFault 最新的问题
博客园 - Franky
Engineering at Meta
Engineering at Meta
F
Fortinet All Blogs
B
Blog
Jina AI
Jina AI

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Kernel entropy estimation for long memory linear processe...
Hui Liu, Fangjun Xu · 2022-10-07 · via math.ST updates on arXiv.org

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process with innovations in the domain of attraction of an $α$-stable law $(0<α<2)$. Assume that the linear process $X$ has a bounded probability density function $f(x)$. Then, under certain conditions, we consider the estimation of the quadratic functional $\int_{\mathbb{R}} f^2(x) \,dx$ by using the kernel estimator \[ T_n(h_n)=\frac{2}{n(n-1)h_n}\sum_{1\leq j<i\leq n}K\left(\frac{X_i-X_j}{h_n}\right). \] The simulation study for long memory linear processes with symmetric $α$-stable innovations is also given.