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Related papers: Nonlinear large deviations

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This article gives an overview of the emerging literature on large deviations for random graphs. Written for the general mathematical audience, the article begins with a short introduction to the theory of large deviations. This is followed…

Probability · Mathematics 2016-04-29 Sourav Chatterjee

We calculate the large deviations for the length of the longest alternating subsequence and for the length of the longest increasing subsequence in a uniformly random permutation that avoids a pattern of length three. We treat all six…

Probability · Mathematics 2023-09-04 Ross G. Pinsky

We present a framework to calculate large deviations for nonlinear functions of independent random variables supported on compact sets in Banach spaces, by extending the result in Chatterjee and Dembo [6]. Previous research on nonlinear…

Probability · Mathematics 2018-07-12 Jun Yan

We prove general nonlinear large deviation estimates similar to Chatterjee-Dembo's original bounds except that we do not require any second order smoothness. Our approach relies on convex analysis arguments and is valid for a broad class of…

Probability · Mathematics 2020-04-21 Fanny Augeri

We prove lower large deviations for geometric functionals in sparse, critical and dense regimes. Our results are tailored for functionals with nonexisting exponential moments, for which standard large deviation theory is not applicable. The…

Probability · Mathematics 2025-01-08 Christian Hirsch , Daniel Willhalm

We present a general method to obtain the exact rate function $\Psi_{[a,b]}(k)$ controlling the large deviation probability $\text{Prob}[\mathcal{I}_N[a,b]=kN] \asymp e^{-N\Psi_{[a,b]}(k)}$ that a $N \times N$ sparse random matrix has…

Disordered Systems and Neural Networks · Physics 2016-09-07 Fernando L. Metz , Isaac Pérez Castillo

We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…

Probability · Mathematics 2025-06-17 Jonny Imbierski , Dalia Terhesiu

Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite of its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here we introduce a way to…

Statistical Mechanics · Physics 2019-07-24 Chloe Ya Gao , David T. Limmer

Consider the random graph sampled uniformly from the set of all simple graphs with a given degree sequence. Under mild conditions on the degrees, we establish a Large Deviation Principle (LDP) for these random graphs, viewed as elements of…

Probability · Mathematics 2020-11-25 Souvik Dhara , Subhabrata Sen

In this paper we investigate the statistics of large waiting times (with respect to the total waiting time) for Bernoulli processes. We determine the corresponding rate functions explicitly and prove a large deviations asymptotic. By this…

Probability · Mathematics 2009-11-02 Marc Kesseböhmer , Lidong Tang

This work develops a methodology for analyzing large-deviation lower tails associated with geometric functionals computed on a homogeneous Poisson point process. The technique applies to characteristics expressed in terms of stabilizing…

Probability · Mathematics 2019-10-15 Christian Hirsch , Benedikt Jahnel , András Tóbiás

We characterize the sample size required for accurate graphical model selection from non-stationary samples. The observed data is modeled as a vector-valued zero-mean Gaussian random process whose samples are uncorrelated but have different…

Machine Learning · Computer Science 2019-06-28 Nguyen Q. Tran , Oleksii Abramenko , Alexander Jung

We prove a large deviation principle for the greedy exploration of configuration models, building on a time-discretized version of the method proposed by Bermolen et al. and Brightwell et al. for jointly constructing a random graph from a…

Probability · Mathematics 2021-12-24 Paola Bermolen , Valeria Goicoechea , Matthieu Jonckheere

We consider (annealed) large deviation principles for component empirical measures of several families of marked sparse random graphs, including (i) uniform graphs on $n$ vertices with a fixed degree distribution; (ii) uniform graphs on $n$…

Probability · Mathematics 2023-12-27 Kavita Ramanan , Sarath Yasodharan

We develop a quantitative large deviations theory for random hypergraphs, which rests on tensor decomposition and counting lemmas under a novel family of cut-type norms. As our main application, we obtain sharp asymptotics for joint upper…

Probability · Mathematics 2023-05-10 Nicholas A. Cook , Amir Dembo , Huy Tuan Pham

We present a large-deviations/thermodynamic approach to the classic problem of percolation on the complete graph. Specifically, we determine the large-deviation rate function for the probability that the giant component occupies a fixed…

Probability · Mathematics 2011-11-10 Marek Biskup , Lincoln Chayes , S. Alex Smith

In this article we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can be used to derive concentration inequalities in…

Statistics Theory · Mathematics 2017-09-20 Johannes T. N. Krebs

Several approximate inference methods have been proposed for deep discrete latent variable models. However, non-parametric methods which have previously been successfully employed for classical sparse coding models have largely been…

Machine Learning · Computer Science 2023-03-16 Arunesh Mittal , Kai Yang , Paul Sajda , John Paisley

Recent methods for estimating sparse undirected graphs for real-valued data in high dimensional problems rely heavily on the assumption of normality. We show how to use a semiparametric Gaussian copula--or "nonparanormal"--for high…

Machine Learning · Statistics 2009-03-05 Han Liu , John Lafferty , Larry Wasserman

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

Statistical Mechanics · Physics 2018-04-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer
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