Related papers: Nonlinear large deviations
We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…
In this article we propose a method of performing arithmetic operations on varia-bles with unknown distribution. The approach to the evaluation results of arithme-tic operations can select probability intervals of the algebraic equations…
In this paper we explore maximal deviations of large random structures from their typical behavior. We introduce a model for a high-dimensional random graph process and ask analogous questions to those of Vapnik and Chervonenkis for…
We compute the nonlinearity of Boolean functions with Groebner basis techniques, providing two algorithms: one over the binary field and the other over the rationals. We also estimate their complexity. Then we show how to improve our…
In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…
Generating high quality uncertainty estimates for sequential regression, particularly deep recurrent networks, remains a challenging and open problem. Existing approaches often make restrictive assumptions (such as stationarity) yet still…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
We study two-layer belief networks of binary random variables in which the conditional probabilities Pr[childlparents] depend monotonically on weighted sums of the parents. In large networks where exact probabilistic inference is…
The large deviation function obtained recently by Derrida and Lebowitz for the totally asymmetric exclusion process is generalized to the partially asymmetric case in the scaling limit. The asymmetry parameter rescales the scaling variable…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…
Our model is a constrained homogeneous random walk in a nonnegative orthant Z_+^d. The convergence to stationarity for such a random walk can often be checked by constructing a Lyapunov function. The same Lyapunov function can also be used…
We prove a large deviation principle for a greedy exploration process on an Erd\"os-R\'enyi (ER) graph when the number of nodes goes to infinity. To prove our main result, we use the general strategy to study large deviations of processes…
Specify a randomized algorithm that, given a very large graph or network, extracts a random subgraph. What can we learn about the input graph from a single subsample? We derive laws of large numbers for the sampler output, by relating…
Given a sufficiently large and sufficiently dense bipartite graph $G=(A, B; E),$ we present a novel method for decomposing the majority of the edges of $G$ into quasirandom graphs so that the vertex sets of these quasirandom graphs…
This paper introduces a novel method for the automatic detection and handling of nonlinearities in a generic transformation. A nonlinearity index that exploits second order Taylor expansions and polynomial bounding techniques is first…
The Airy$_\beta$ point process, $a_i \equiv N^{2/3} (\lambda_i-2)$, describes the eigenvalues $\lambda_i$ at the edge of the Gaussian $\beta$ ensembles of random matrices for large matrix size $N \to \infty$. We study the probability…
The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…
A large deviation function mathematically characterizes the statistical property of atypical events. Recently, in non-equilibrium statistical mechanics, large deviation functions have been used to describe universal laws such as the…