Rich model classes for data may be too complex to admit uniformly consistent estimators. In such cases, it is conventional to settle for pointwise consistent estimators.

Several recent papers by authors including Matilla, Orponen, Liu, Shmerikin, and Wang give upper bounds on the Hausdorff dimension of the set of points for which the radial projection of a Borel set in a real vector space is much smaller than expe

Suppose we have access to $n$ empirical observations of two random variables X,Y and we want to know - are X,Y independent?

Since its invention by Robbins and Monro in 1951, the stochastic approximation (SA) algorithm has been a widely used tool for finding solutions of equations, or minimizing functions, with noisy measurements.