Functional quantization and metric entropy for Riemann-Liouville processes

We derive a high-resolution formula for the $L^2$-quantization errors of Riemann-Liouville processes and the sharp Kolmogorov entropy asymptotics for related Sobolev balls. We describe a quantization procedure which leads to asymptotically optimal functional quantizers. Regular variation of the eigenvalues of the covariance operator plays a crucial role

Semiparametric posterior limits

We review the Bayesian theory of semiparametric inference following Bickel and Kleijn (2012) and Kleijn and Knapik (2013). After an overview of efficiency in parametric and semiparametric estimation problems, we consider the Bernstein-von Mises theorem (see, e.g., Le Cam and Yang (1990)) and generalize it to (LAN) regular and (LAE) irregular semiparametric estimation problems. We formulate a version of the semiparametric Bernstein-von Mises theorem that does not depend on least-favourable submodels, thus bypassing the most restrictive condition in the presentation of Bickel and Kleijn (2012). The results are applied to the (regular) estimation of the linear coefficient in partial linear regression (with a Gaussian nuisance prior) and of the kernel bandwidth in a model of normal location mixtures (with a Dirichlet nuisance prior), as well as the (irregular) estimation of the boundary of the support of a monotone family of densities (with a Gaussian nuisance prior).Comment: 47 pp., 1 figure, submitted for publication. arXiv admin note: substantial text overlap with arXiv:1007.017

Geometric Group Theory, Hyperbolic Dynamics and Symplectic Geometry

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Data depth and floating body

Little known relations of the renown concept of the halfspace depth for multivariate data with notions from convex and affine geometry are discussed. Halfspace depth may be regarded as a measure of symmetry for random vectors. As such, the depth stands as a generalization of a measure of symmetry for convex sets, well studied in geometry. Under a mild assumption, the upper level sets of the halfspace depth coincide with the convex floating bodies used in the definition of the affine surface area for convex bodies in Euclidean spaces. These connections enable us to partially resolve some persistent open problems regarding theoretical properties of the depth

Geometric Group Theory, Hyperbolic Dynamics and Symplectic Geometry

The main theme of the workshop is the interaction between the speedily developing fields of mathematics mentioned in the title. One of the purposes of the workshop is to highlight new exciting developments which are happening right now on the borderline between hyperbolic dynamics, geometric group theory and symplectic geometry

Dynamische Systeme (hybrid meeting)

This workshop continued a biannual series of workshops at Oberwolfach on dynamical systems that started with a meeting organized by Moser and Zehnder in 1981. Workshops in this series focus on new results and developments in dynamical systems and related areas of mathematics, with symplectic geometry playing an important role in recent years in connection with Hamiltonian dynamics. In this year special emphasis was placed on various kinds of spectra (in contact geometry, in Riemannian geometry, in dynamical systems and in symplectic topology) and their applications to dynamics

Dynamische Systeme

This workshop continued the biannual series at Oberwolfach on Dynamical Systems that started as the “Moser–Zehnder meeting” in 1981. The main themes of the workshop are the new results and developments in the area of dynamical systems, in particular in Hamiltonian systems and symplectic geometry. This year special emphasis where laid on symplectic methods with applications to dynamics. The workshop was dedicated to the memory of John Mather, Jean-Christophe Yoccoz and Krzysztof Wysocki