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Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and…

Computation · Statistics 2021-12-09 Maxime Vono , Daniel Paulin , Arnaud Doucet

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

Probability · Mathematics 2016-11-08 Christoph Reisinger

We analyze a binary hypothesis testing problem built on a wireless sensor network (WSN) for detecting a stationary random process distributed both in space and time with circularly-symmetric complex Gaussian distribution under the…

Other Statistics · Statistics 2014-10-20 Juan Augusto Maya , Leonardo Rey Vega , Cecilia G. Galarza

We prove a bound for the Wasserstein distance between vectors of smooth complex random variables and complex Gaussians in the framework of complex Markov diffusion generators. For the special case of chaotic eigenfunctions, this bound can…

Probability · Mathematics 2015-11-03 Simon Campese

The main goal of this thesis is to show the crucial role that plays the symbol in analysing the spectrum the sequence of matrices resulting from PDE approximation and in designing a fast method to solve the associated linear problem. In the…

Numerical Analysis · Mathematics 2022-06-13 Ryma Imene Rahla

While one-dimensional Markov processes are well understood, going to higher dimensions there are only a few analytically solved Ising-like models, in practice requiring to use relatively costly, uncontrollable and inaccurate Monte-Carlo…

Information Theory · Computer Science 2021-04-20 Jarek Duda

In this article, we consider the problem of approximating a finite set of data (usually huge in applications) by invariant subspaces generated through a small set of smooth functions. The invariance is either by translations under a…

Optimization and Control · Mathematics 2023-11-22 Davide Barbieri , Eugenio Hernández , Carlos Cabrelli , Ursula Molter

We study products of functions evaluated at self-adjoint polynomials in deterministic matrices and independent Wigner matrices; we compute the deterministic approximations of such products and control the fluctuations. We focus on…

Probability · Mathematics 2024-03-18 Félix Parraud , Kevin Schnelli

We give an improved theoretical analysis of score-based generative modeling. Under a score estimate with small $L^2$ error (averaged across timesteps), we provide efficient convergence guarantees for any data distribution with second-order…

Machine Learning · Computer Science 2023-02-03 Hongrui Chen , Holden Lee , Jianfeng Lu

With the rapid development of social network applications, social network has become an important medium for people to interact. For the minimum distance computation of all pairs in networks, Alon N[4] proposed an algorithm with matrix…

Data Structures and Algorithms · Computer Science 2020-06-25 Dezhou Shen

We consider the problem of approximating and learning disjunctions (or equivalently, conjunctions) on symmetric distributions over $\{0,1\}^n$. Symmetric distributions are distributions whose PDF is invariant under any permutation of the…

Machine Learning · Computer Science 2015-05-27 Vitaly Feldman , Pravesh Kothari

We study the problem of distinguishing between two symmetric probability distributions over $n$ bits by observing $k$ bits of a sample, subject to the constraint that all $k-1$-wise marginal distributions of the two distributions are…

Computational Complexity · Computer Science 2021-03-16 Christopher Williamson

The Sliced Gromov-Wasserstein (SGW) distance, aiming to relieve the computational cost of solving a non-convex quadratic program that is the Gromov-Wasserstein distance, utilizes projecting directions sampled uniformly from unit…

Machine Learning · Statistics 2025-07-18 Dhruv Sarkar , Aprameyo Chakrabartty , Anish Chakrabarty , Swagatam Das

Given a linear dynamical system, we consider the problem of constructing an approximate system using only a subset of the sensors out of the total set such that the observability Gramian of the new system is approximately equal to that of…

Systems and Control · Computer Science 2018-11-08 Shaunak D. Bopardikar

We present a new efficient analytical approximation scheme to two-point boundary value problems of ordinary differential equations (ODEs) adapted to the study of the derivative expansion of the exact renormalization group equations. It is…

High Energy Physics - Theory · Physics 2008-11-26 C. Bervillier , B. Boisseau , H. Giacomini

We consider states with large angular momentum to facilitate the study of the M-theory regime of the AdS_4/CFT_3 correspondence. We study the duality between M-theory in AdS_4xS^7/Z_k and the ABJM N=6 Chern-Simons-matter theory with gauge…

High Energy Physics - Theory · Physics 2014-09-05 Stefano Kovacs , Yuki Sato , Hidehiko Shimada

A strong direct product theorem states that, in order to solve k instances of a problem, if we provide less than k times the resource required to compute one instance, then the probability of overall success is exponentially small in k. In…

Computational Complexity · Computer Science 2013-02-20 Rahul Jain , Penghui Yao

Matrix sketching is a powerful tool for reducing the size of large data matrices. Yet there are fundamental limitations to this size reduction when we want to recover an accurate estimator for a task such as least square regression. We show…

Data Structures and Algorithms · Computer Science 2024-05-10 Sachin Garg , Kevin Tan , Michał Dereziński

We propose a novel approach to concentration for non-independent random variables. The main idea is to ``pretend'' that the random variables are independent and pay a multiplicative price measuring how far they are from actually being…

Information Theory · Computer Science 2023-10-31 Amedeo Roberto Esposito , Marco Mondelli

In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its…

Data Analysis, Statistics and Probability · Physics 2024-07-16 Taki Kirouani
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