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Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…

Probability · Mathematics 2025-12-23 Morgane Austern , Lester Mackey

The one-inclusion graph algorithm of Haussler, Littlestone, and Warmuth achieves an optimal in-expectation risk bound in the standard PAC classification setup. In one of the first COLT open problems, Warmuth conjectured that this prediction…

Machine Learning · Computer Science 2022-12-20 Ishaq Aden-Ali , Yeshwanth Cherapanamjeri , Abhishek Shetty , Nikita Zhivotovskiy

The logic MMSNP is a well-studied fragment of Existential Second-Order logic that, from a computational perspective, captures finite-domain Constraint Satisfaction Problems (CSPs) modulo polynomial-time reductions. At the same time, MMSNP…

Computational Complexity · Computer Science 2026-05-12 Demian Banakh , Alexey Barsukov , Tamio-Vesa Nakajima

We extend the theory of concentration inequalities to simple random tensors with heavy-tailed coefficients. Specifically, we consider the class of sub-Weibull distributions $\mathcal{S}_\alpha$ for $\alpha \in [1, 2]$. We establish…

Mathematical Finance · Quantitative Finance 2026-03-11 Yunfan Zhao

We present a new notion of probabilistic duality for random variables involving mixture distributions. Using this notion, we show how to implement a highly-parallelizable Gibbs sampler for weakly coupled discrete pairwise graphical models…

Machine Learning · Computer Science 2016-11-23 Lars Mescheder , Sebastian Nowozin , Andreas Geiger

We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose…

Statistics Theory · Mathematics 2012-07-24 Helene Gehrmann , Steffen L. Lauritzen

Using the method of transportation-information inequality introduced in \cite{GLWY}, we establish Bernstein type's concentration inequalities for empirical means $\frac 1t \int_0^t g(X_s)ds$ where $g$ is a unbounded observable of the…

Probability · Mathematics 2010-02-11 Fuqing Gao , Arnaud Guillin , Liming Wu

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to…

Machine Learning · Statistics 2015-03-29 Conrado S. Miranda , Fernando J. Von Zuben

Machine learning on graphs, especially using graph neural networks (GNNs), has seen a surge in interest due to the wide availability of graph data across a broad spectrum of disciplines, from life to social and engineering sciences. Despite…

Random graphs offer a useful mathematical representation of a variety of real world complex networks. Exponential random graphs, for example, are particularly suited towards generating random graphs constrained to have specified statistical…

Statistical Mechanics · Physics 2026-02-09 Alessio Catanzaro , Diego Garlaschelli , Subodh P. Patil

In this paper, we study positivity phenomena for the $e$-coefficients of Stanley's chromatic function of a graph. We introduce a new combinatorial object: the {\em correct} sequences of unit interval orders, and using these, in certain…

Combinatorics · Mathematics 2017-03-20 Alexander Paunov , András Szenes

In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

Probability · Mathematics 2019-02-12 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan

In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $\alpha$-sub-exponential tail decay. A particularly interesting case is given by quadratic forms $f(X_1, \ldots,…

Probability · Mathematics 2021-04-26 Friedrich Götze , Holger Sambale , Arthur Sinulis

We investigate graph problems in the following setting: we are given a graph $G$ and we are required to solve a problem on $G^2$. While we focus mostly on exploring this theme in the distributed CONGEST model, we show new results and…

Data Structures and Algorithms · Computer Science 2020-06-09 Reuven Bar-Yehuda , Keren Censor-Hillel , Yannic Maus , Shreyas Pai , Sriram V. Pemmaraju

The \emph{coloring number} $\mathrm{col}(G)$ of a graph $G$, which is equal to the \emph{degeneracy} of $G$ plus one, provides a very useful measure for the uniform sparsity of $G$. The coloring number is generalized by three series of…

Discrete Mathematics · Computer Science 2025-07-25 Sebastian Siebertz

The first paper in this series introduced a new family of nonasymptotic matrix concentration inequalities that sharply capture the spectral properties of very general random matrices in terms of an associated noncommutative model. These…

Probability · Mathematics 2025-11-13 Afonso S. Bandeira , Giorgio Cipolloni , Dominik Schröder , Ramon van Handel

In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the…

Methodology · Statistics 2024-06-18 Alexander Henzi , Xinwei Shen , Michael Law , Peter Bühlmann

This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…

Statistics Theory · Mathematics 2019-12-10 Huiming Zhang , Xiaoxu Wu

The sample correlation coefficient $R$ plays an important role in many statistical analyses. We study the moments of $R$ under the bivariate Gaussian model assumption, provide a novel approximation for its finite sample mean and connect it…

Statistics Theory · Mathematics 2024-01-23 Daniel Salnikov

We are concerned with obtaining novel concentration inequalities for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We not only derive - for the first time - distribution-free Bernstein-like…

Machine Learning · Statistics 2015-06-22 Bahman Yari Saeed Khanloo , Gholamreza Haffari