Related papers: Concentration via chaining method and its applicat…
This paper deduces exponential matrix concentration from a Poincar\'e inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof…
A new data-enabled control technique for uncertain linear time-invariant systems, recently conceived by Coulson et\ al., builds upon the direct optimization of controllers over input/output pairs drawn from a large dataset. We adopt an…
This paper investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by \emph{general}, we mean that many stationary stochastic processes can be included. We show that…
In this work, a mode of convergence for measurable functions is introduced. A related notion of Cauchy sequence is given and it is proved that this notion of convergence is complete in the sense that Cauchy sequences converge. Moreover, the…
We study the non-asymptotic behavior of Coulomb gases in dimension two and more. Such gases are modeled by an exchangeable Boltzmann-Gibbs measure with a singular two-body interaction. We obtain concentration of measure inequalities for the…
We consider the three dimensional array $\mathcal{A} = \{a_{i,j,k}\}_{1\le i,j,k \le n}$, with $a_{i,j,k} \in [0,1]$, and the two random statistics $T_{1}:= \sum_{i=1}^n \sum_{j=1}^n a_{i,j,\sigma(i)}$ and $T_{2}:= \sum_{i=1}^{n}…
In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…
Generalized gamma distributions arise as limits in many settings involving random graphs, walks, trees, and branching processes. Pek\"oz, R\"ollin, and Ross (2016, arXiv:1309.4183 [math.PR]) exploited characterizing distributional fixed…
Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…
Traditional measures of closeness and betweenness centrality in networks rely on the shortest paths between nodes. Many standard metrics fail to accurately reflect the physical or probabilistic characteristics of nodal centrality and…
We study heterogeneously interacting diffusive particle systems with mean-field type interaction characterized by an underlying graphon and their finite particle approximations. Under suitable conditions, we obtain exponential concentration…
We give Hoeffding and Bernstein-type concentration inequalities for the largest eigenvalue of sums of random matrices arising from a Markov chain. We consider time-dependent matrix-valued functions on a general state space, generalizing…
We propose and analyse a general tensor-based framework for incorporating second order features into network measures. This approach allows us to combine traditional pairwise links with information that records whether triples of nodes are…
We study the problem of learning the Markov order in categorical sequences that represent paths in a network, i.e. sequences of variable lengths where transitions between states are constrained to a known graph. Such data pose challenges…
We consider a Boolean model $Z$ driven by a Poisson particle process $\eta$ on a metric space $\mathbb{Y}$. We study the random variable $\rho(Z)$, where $\rho$ is a (deterministic) measure on $\mathbb{Y}$. Due to the interaction of…
Tensors, also known as multidimensional arrays, are useful data structures in machine learning and statistics. In recent years, Bayesian methods have emerged as a popular direction for analyzing tensor-valued data since they provide a…
Centrality, which quantifies the "importance" of individual nodes, is among the most essential concepts in modern network theory. As there are many ways in which a node can be important, many different centrality measures are in use. Here,…
Transformer models have achieved remarkable results in a wide range of applications. However, their scalability is hampered by the quadratic time and memory complexity of the self-attention mechanism concerning the sequence length. This…
In this article we obtain concentration inequalities for Poisson $U$-statistics $F_m(f,\eta)$ of order $m\ge 1$ with kernels $f$ under general assumptions on $f$ and the intensity measure $\gamma \Lambda$ of underlying Poisson point process…
We present an efficient, principled, and interpretable technique for inferring module assignments and for identifying the optimal number of modules in a given network. We show how several existing methods for finding modules can be…