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The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

Information Theory · Computer Science 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

This work studies queues in a Euclidean space. Consider $N$ servers that are distributed uniformly in $[0,1]^d$. Customers arrive at the servers according to independent stationary processes. Upon arrival, they probabilistically decide…

Probability · Mathematics 2024-09-05 B. R. Vinay Kumar , Lasse Leskelä

One of the most used priors in Bayesian clustering is the Dirichlet prior. It can be expressed as a Chinese Restaurant Process. This process allows nonparametric estimation of the number of clusters when partitioning datasets. Its key…

Machine Learning · Computer Science 2021-04-27 Gaël Poux-Médard , Julien Velcin , Sabine Loudcher

Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…

Statistics Theory · Mathematics 2023-06-27 Arisina Banerjee , Arun K Kuchibhotla

We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…

Probability · Mathematics 2007-06-13 Firas Rassoul-Agha , Timo Seppalainen

The quest for a model that is able to explain, describe, analyze and simulate real-world complex networks is of uttermost practical as well as theoretical interest. In this paper we introduce and study a network model that is based on a…

Social and Information Networks · Computer Science 2014-09-16 Paolo Boldi , Irene Crimaldi , Corrado Monti

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta

We address the problem of giving robust performance bounds based on the study of the asymptotic behavior of the insensitive load balancing schemes when the number of servers and the load scales jointly. These schemes have the desirable…

Performance · Computer Science 2016-05-11 Matthieu Jonckheere , Balakrishna Prabhu

In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

Statistics Theory · Mathematics 2023-04-19 Taras Bodnar , Stepan Mazur , Nestor Parolya

Given a growth rule which sequentially constructs random permutations of increasing degree, the stochastic process version of the rencontre problem asks what is the limiting proportion of time that the permutation has no fixed points…

Probability · Mathematics 2022-09-27 Alexander Gnedin , Dudley Stark

This paper studies many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems is for critically loaded $G/Ph/n+GI$ queues, where the…

Probability · Mathematics 2010-11-10 J. G. Dai , Shuangchi He , Tolga Tezcan

We study the dynamics of a few stochastic learning strategies for the 'Kolkata Paise Restaurant' problem, where N agents choose among N equally priced but differently ranked restaurants every evening such that each agent tries get to dinner…

Physics and Society · Physics 2010-11-30 Asim Ghosh , Arnab Chatterjee , Manipushpak Mitra , Bikas K Chakrabarti

A collaborative filtering recommender system predicts user preferences by discovering common features among users and items. We implement such inference using a Bayesian double feature allocation model, that is, a model for random pairs of…

Methodology · Statistics 2022-02-03 Qiaohui Lin , Peter Mueller

Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

Statistics Theory · Mathematics 2016-10-18 Xinran Li , Peng Ding

Nonparametric Bayesian models are often based on the assumption that the objects being modeled are exchangeable. While appropriate in some applications (e.g., bag-of-words models for documents), exchangeability is sometimes assumed simply…

Machine Learning · Computer Science 2012-06-18 Kurt T. Miller , Thomas Griffiths , Michael I. Jordan

The Chinese restaurant process is a basic sequential construction of consistent random partitions. We consider random point measures describing the composition of small blocks in such partitions and show that their scaling limit is given by…

Probability · Mathematics 2025-10-09 Oleksii Galganov , Andrii Ilienko

We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…

Dynamical Systems · Mathematics 2026-03-17 Juho Leppänen

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Probability · Mathematics 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

We introduce the Poisson Hierarchical Indian Buffet Process (PHIBP), a new class of species sampling models designed to address the challenges of complex, sparse count data by facilitating information sharing across and within groups. Our…

Machine Learning · Statistics 2025-08-26 Lancelot F. James , Juho Lee , Abhinav Pandey

We consider a limit theorem for a triangular array of point processes generated by non-identically distributed random variables, and apply the result for the analysis of the limiting behavior of the Argmaximum of independent random…

Probability · Mathematics 2025-03-05 Youri Davydov , Vladimir Rotar
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