Drifting objectives compare a target and model distribution through a vector field observed noisily at finitely many locations. We ask what distributional conclusion such a frozen measurement system warrants. For integrable antisymmetric interactions and absolutely continuous laws in a declared finite density basis, the unnormalized sampled numerator satisfies $\operatorname{vec}(V_X)=Mc$, where $c$ is an antisymmetric mismatch and $M$ is probe-dependent. This identity yields an a posteriori total-variation (TV) upper confidence bound accounting for held-out field noise, estimated-operator error, and externally validated $L^1$ residual radii around normalized density approximants in the span; a nonpositive observability margin returns the trivial TV bound and abstains. The audit recomputes this numerator from held-out samples; a normalized drift statistic requires a separate joint numerator--denominator analysis. For Gaussian-RBF interactions, a global envelope supports distribution-free and empirical-Bernstein radii without truncation, with companion bounds for the Laplace similarity in the original drifting objective. We characterize random-probe observability by a population Gram matrix, identify rank and symmetry degeneracies, and prove large-bandwidth collapse toward mean matching. Synthetic studies exercise Gaussian and Laplace numerators, separately prespecified bounded-vector and variance-adaptive radii, Monte Carlo-calibrated operators, nonzero residual radii around normalized finite-basis approximants, outward-rounded observability bounds, and designed abstention. A joint basis-size/dimension stress path extends evaluation through $m=8$. The result is a conditional diagnostic for a finite density class, or for normalized finite-basis density approximants with external residual radii, not a universal guarantee from small training drift.
This work constructs a proposal that dominates the target by a known constant, generally unavailable for non-Gaussian state space models, yielding independent exact smoothing draws and an unbiased likelihood estimator whose relative variance is at most $1/p-1$ per draw at acceptance probability $p$.
The distribution of a normal mean-variance mixture depends on the law of its positive mixing variable. We compare six parametric mixing laws with a grid nonparametric maximum likelihood estimator under the same determinant identification constraint. The mixing mean $m=\E(Z)$ is estimated and is not fixed at one. A pair...
Martingale posteriors quantify uncertainty by forward-imputing observations from one-step-ahead predictive distributions, but implementations stop after finitely many imputations. For the empirical P\'olya-urn posterior of a quantile the law of the stopped state is derived. The quantile of the stopped urn measure keeps...
Exhaustive moment fitting in this constant-dimensional space produces a proper mixture and, together with the dimension-free moment characterization of Gaussian mixtures, achieves the optimal Hellinger rate in polynomial arithmetic time for every fixed $k$.
This work proposes a Gaussian refit for kernel ridge regression by Anderson's inequality, which requires no moment assumptions and is calibrated at any confidence level via order statistics, and extends empirically to nonlinear constrained estimators and real spatial data.
We study robust estimation of simple random tensors of arbitrary order $q\in\mathbb{N}$ under finite-moment assumptions and adversarial contamination. We propose the first robust estimator achieving near-optimal dimension-free statistical rates in this setting. The estimator attains the near-optimal corruption rate whe...
R. Oliveira, Zoraida F. Rico, Philip Thompson· 0 citations
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