Related papers: Invariances in variance estimates
We study the evolution of an inverted spin ensemble coupled to a cavity. The inversion itself presents an inherent instability of the system; however, the inhomogeneous broadening of spin-resonance frequencies presents a stabilizing…
We study the instability of the spectrum for a class of non-selfadjoint anharmonic oscillators, estimating the behavior of the instability indices (i. e. the norm of spectral projections) associated with the large eigenvalues of these…
We present a nonequilibrium steady-state implementation of the two-particle self-consistent method. This approach respects the Mermin-Wagner theorem and incorporates non-local spatial fluctuations through self-consistent static vertices.…
We prove locality estimates, in the form of Lieb-Robinson bounds, for classical oscillator systems defined on a lattice. Our results hold for the harmonic system and a variety of anharmonic perturbations with long range interactions. The…
We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…
In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…
We prove a singular Brascamp-Lieb inequality, stated in Theorem 1, with a large group of involutive symmetries.
We show that the conjecture of Kannan, Lov\'{a}sz, and Simonovits on isoperimetric properties of convex bodies and log-concave measures, is true for log-concave measures of the form $\rho(|x|_B)dx$ on $\mathbb{R}^n$ and $\rho(t,|x|_B) dx$…
The full spectrum of transfer matrices of the general eight-vertex model on a square lattice is obtained by numerical diagonalization. The eigenvalue spacing distribution and the spectral rigidity are analyzed. In non-integrable regimes we…
We are interested in the Logarithmic Sobolev Inequality for the infinite volume Gibbs measure with no quadratic interactions. We consider unbounded spin systems on the one dimensional Lattice with interactions that go beyond the usual…
We discuss the constraints imposed on the nonlinear evolution of the Large Scale Structure (LSS) of the universe by galilean invariance, the symmetry relevant on subhorizon scales. Using Ward identities associated to the invariance, we…
The estimation of the covariance function of a stochastic process, or signal, is of integral importance for a multitude of signal processing applications. In this work, we derive closed-form expressions for the variance of covariance…
We study the gap processes in a degenerate system of three particles interacting through their ranks. We obtain the Laplace transform of the invariant measure of these gaps, and an explicit expression for the corresponding invariant…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
This paper establishes the asymptotic consistency of the {\it loss-calibrated variational Bayes} (LCVB) method. LCVB was proposed in~\cite{LaSiGh2011} as a method for approximately computing Bayesian posteriors in a `loss aware' manner.…
We study a mean-field spike and slab variational Bayes (VB) approximation to Bayesian model selection priors in sparse high-dimensional linear regression. Under compatibility conditions on the design matrix, oracle inequalities are derived…
We consider the problem of estimating a parameter associated to a Bayesian inverse problem. Treating the unknown initial condition as a nuisance parameter, typically one must resort to a numerical approximation of gradient of the…
In this paper, we develop interval estimation methods for means of bounded random variables based on a sequential procedure such that the sampling is continued until the sample sum is no less than a prescribed threshold.
For the lognormal distribution, an unbiased estimator of the squared coefficient of variation is derived from the relative ratio of sample arithmetic to harmonic means. Analytical proofs and simulation results are presented.
Pocock and Simon's minimization method is a popular approach for covariate-adaptive randomization in clinical trials. Valid statistical inference with data collected under the minimization method requires the knowledge of the limiting…