V. D. L. Peña

collaborators

2 papers

math.ST2026

A Selection Premium Decomposition for the Expected Maximum of Random Walks

Victor H. de la Pena, Fangyuan Lin, Victor K. de la Pena

When $K$ models are evaluated on the same validation set of size $n$ , the selected winner's apparent performance is biased upward. Suppose $K$ models are evaluated on a shared sequ…

math.PR2025

Decoupling for Markov Chains

Nawaf Bou-Rabee, Victor H. de la Peña

Consider a Markov chain $(X_{i})_{i \geq 0}$ with invariant measure $μ$ that admits the representation $X_{i + 1} = Φ (X_{i}, U_{i})$ , where $(U_{i})_{i \geq 0}$ are i.i.d. random variables and $Φ$ is…