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Motivated by the entropy computations relevant to the evaluation of decrease in entropy in bit reset operations, the authors investigate the deficit in an entropic inequality involving two independent random variables, one continuous and…

Information Theory · Computer Science 2018-09-21 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Murti V. Salapaka

Product measures of dimension $n$ are known to be concentrated in Hamming distance: for any set $S$ in the product space of probability $\epsilon$, a random point in the space, with probability $1-\delta$, has a neighbor in $S$ that is…

Data Structures and Algorithms · Computer Science 2019-07-12 Omid Etesami , Saeed Mahloujifar , Mohammad Mahmoody

A metric probability space $(\Omega,d)$ obeys the ${\it concentration\; of\; measure\; phenomenon}$ if subsets of measure $1/2$ enlarge to subsets of measure close to 1 as a transition parameter $\epsilon$ approaches a limit. In this paper…

Probability · Mathematics 2024-08-07 Jonathan Root , Mark Kon

We establich quantitative stability estimates for the Trudinger-Moser inequality on smooth, bounded domains in the Euclidean plane. More specifically, we prove that the deficit in the Trudinger-Moser inequality quadratically controls the…

Boundedness properties of operators associated with non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$ are investigated on appropriate, Euclidean or otherwise, $L^p$-spaces, $p \in…

Probability · Mathematics 2022-07-18 Benjamin Arras , Christian Houdré

We present a novel framework based on semi-bounded spatial operators for analyzing and discretizing initial boundary value problems on moving and deforming domains. This development extends an existing framework for well-posed problems and…

Numerical Analysis · Mathematics 2023-02-14 Tomas Lundquist , Arnaud Malan , Jan Nordström

We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. The bounds are based on $d$-th order derivatives or difference operators. In…

Probability · Mathematics 2018-08-14 Sergey G. Bobkov , Friedrich Götze , Holger Sambale

Concentration inequalities are indispensable tools for studying the generalization capacity of learning models. Hoeffding's and McDiarmid's inequalities are commonly used, giving bounds independent of the data distribution. Although this…

Machine Learning · Statistics 2017-02-21 Xinxing Wu , Junping Zhang

We show that the thermal subadditivity of entropy provides a common basis to derive a strong form of the bounded difference inequality and related results as well as more recent inequalities applicable to convex Lipschitz functions, random…

Statistics Theory · Mathematics 2012-05-09 Andreas Maurer

In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…

Probability · Mathematics 2011-09-16 Leonid Galtchouk , Serguei Pergamenchtchikov

Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient). More precisely, the objective of this paper is to…

Probability · Mathematics 2022-09-23 Gilles Pages , Fabien Panloup

This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…

Probability · Mathematics 2026-05-19 Jiaheng Chen , Daniel Sanz-Alonso

In this expository note, we give a modern proof of Hanson-Wright inequality for quadratic forms in sub-gaussian random variables. We deduce a useful concentration inequality for sub-gaussian random vectors. Two examples are given to…

Probability · Mathematics 2013-10-02 Mark Rudelson , Roman Vershynin

The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the…

Probability · Mathematics 2015-07-10 Jean-Baptiste Bardet , Nathaël Gozlan , Florent Malrieu , Pierre-André Zitt

Recent advances in center-based clustering continue to improve upon the drawbacks of Lloyd's celebrated $k$-means algorithm over $60$ years after its introduction. Various methods seek to address poor local minima, sensitivity to outliers,…

Machine Learning · Statistics 2021-10-28 Debolina Paul , Saptarshi Chakraborty , Swagatam Das , Jason Xu

We prove an equidistribution theorem a la Bader-Muchnik for operator-valued measures associated with boundary representations in the context of discrete groups of isometries of CAT(-1) spaces thanks to an equidistribution theorem of T.…

Group Theory · Mathematics 2016-07-27 Adrien Boyer

In the setting of a Gaussian channel without power constraints, proposed by Poltyrev, the codewords are points in an n-dimensional Euclidean space (an infinite constellation) and the tradeoff between their density and the error probability…

Information Theory · Computer Science 2013-02-28 Amir Ingber , Ram Zamir , Meir Feder

The aim of this paper is to study the recovery of a spatially dependent potential in a (sub)diffusion equation from overposed final time data. We construct a monotone operator one of whose fixed points is the unknown potential. The…

Numerical Analysis · Mathematics 2022-01-06 Zhengqi Zhang , Zhidong Zhang , Zhi Zhou

The analytic inference, e.g. predictive distribution being in closed form, may be an appealing benefit for machine learning practitioners when they treat wide neural networks as Gaussian process in Bayesian setting. The realistic widths,…

Disordered Systems and Neural Networks · Physics 2023-08-01 Chi-Ken Lu
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