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This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random…

Information Theory · Computer Science 2016-11-17 Igal Sason

We develop a theory to measure the variance and covariance of probability distributions defined on the nodes of a graph, which takes into account the distance between nodes. Our approach generalizes the usual (co)variance to the setting of…

Physics and Society · Physics 2021-08-19 Karel Devriendt , Samuel Martin-Gutierrez , Renaud Lambiotte

We consider point clouds obtained as random samples of a measure on a Euclidean domain. A graph representing the point cloud is obtained by assigning weights to edges based on the distance between the points they connect. Our goal is to…

Statistics Theory · Mathematics 2015-10-28 Nicolás García Trillos , Dejan Slepčev

We establish some results for the rate of convergence in total variation of a Gibbs sampler to its equilibrium distribution. This sampler is motivated by a hierarchical Bayesian inference construction for a gamma random variable. Our…

Probability · Mathematics 2014-12-08 Oliver Jovanovski , Neal Madras

We introduce the proximal Galerkin (PG) method for non-symmetric variational inequalities. The proposed approach is asymptotically mesh-independent and yields constraint-preserving approximations. We present both a conforming PG formulation…

Numerical Analysis · Mathematics 2026-02-17 Guosheng Fu , Brendan Keith , Dohyun Kim , Rami Masri , Will Pazner

We consider the problem of identifying the parameters of an unknown mixture of two arbitrary $d$-dimensional gaussians from a sequence of independent random samples. Our main results are upper and lower bounds giving a computationally…

Machine Learning · Computer Science 2015-05-19 Moritz Hardt , Eric Price

We obtain explicit $p$-Wasserstein distance error bounds between the distribution of the multi-parameter MLE and the multivariate normal distribution. Our general bounds are given for possibly high-dimensional, independent and identically…

Statistics Theory · Mathematics 2021-12-28 Andreas Anastasiou , Robert E. Gaunt

We study the convergence in total variation distance for series of the form $$ S_{N}(c,Z)=\sum_{l=1}^{N}\sum_{i_{1}<\cdots<i_{l}}c(i_{1},...,i_{l})Z_{i_{1}}\cdots Z_{i_{l}}, $$ where $Z_{k},k\in {\mathbb{N}}$ are independent centered random…

Probability · Mathematics 2016-07-14 Vlad Bally , Lucia Caramellino

In this paper, a new method based on probability generating functions is used to obtain multiple Stein operators for various random variables closely related to Poisson, binomial and negative binomial distributions. Also, Stein operators…

Probability · Mathematics 2016-05-10 N. S. Upadhye , V. Cekanavicius , P. Vellaisamy

We study the problem of approximating the total variation distance between two mixtures of product distributions over an $n$-dimensional discrete domain. Given two mixtures $\mathbb{P}$ and $\mathbb{Q}$ with $k_1$ and $k_2$ product…

Data Structures and Algorithms · Computer Science 2026-05-06 Weiming Feng , Yucheng Fu , Minji Yang , Anqi Zhang

This work presents several expected generalization error bounds based on the Wasserstein distance. More specifically, it introduces full-dataset, single-letter, and random-subset bounds, and their analogues in the randomized subsample…

Machine Learning · Statistics 2022-03-29 Borja Rodríguez-Gálvez , Germán Bassi , Ragnar Thobaben , Mikael Skoglund

We study a new class of time inhomogeneous P\'olya-type urn schemes and give optimal rates of convergence for the distribution of the properly scaled number of balls of a given color to nearly the full class of generalized gamma…

Probability · Mathematics 2016-06-28 Erol A. Peköz , Adrian Röllin , Nathan Ross

We extend Stein's celebrated Wasserstein bound for normal approximation via exchangeable pairs to the multi-dimensional setting. As an intermediate step, we exploit the symmetry of exchangeable pairs to obtain an error bound for smooth test…

Probability · Mathematics 2020-09-22 Xiao Fang , Yuta Koike

We extend the celebrated Stone's theorem to the framework of distributional regression. More precisely, we prove that weighted empirical distribution with local probability weights satisfying the conditions of Stone's theorem provide…

Statistics Theory · Mathematics 2023-02-03 Clément Dombry , Thibault Modeste , Romain Pic

A random geometric graph $G(\mathcal{X}_n, r_n)$ is formed by taking a binomial process $\mathcal{X}_n$ as the set of vertices and joining any two distinct points with an edge if they lie within distance $r_n$ of each other. We investigate…

Probability · Mathematics 2026-04-28 Junpei Otsuka

We consider the number of crossings in a random embedding of a graph, $G$, with vertices in convex position. We give explicit formulas for the mean and variance of the number of crossings as a function of various subgraph counts of $G$.…

Probability · Mathematics 2024-10-14 Santiago Arenas-Velilla , Octavio Arizmendi , J. E. Paguyo

In this paper, we propose a modification to the density approach to Stein's method for intervals for the unit circle $\mathbb{S}^1$ which is motivated by the differing geometry of $\mathbb{S}^1$ to Euclidean space. We provide an upper bound…

Probability · Mathematics 2021-05-28 Alexander Lewis

This work presents the first systematic development of Stein's method for matrix distributions. We establish the basic essential ingredients of Stein's method for matrix normal approximation: we derive a generator-based Stein identity from…

Statistics Theory · Mathematics 2026-01-19 Robert E. Gaunt , Frédéric Ouimet , Donald Richards

Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…

Statistics Theory · Mathematics 2015-04-02 Clément Levrard

This work is concerned with the determination of the diffusion coefficient from distributed data of the state. This problem is related to homogenization theory on the one hand and to regularization theory on the other hand. An approach is…

Optimization and Control · Mathematics 2018-05-07 Christian Clason , Florian Kruse , Karl Kunisch