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In this paper, we derive a new dimension-free non-asymptotic upper bound for the quadratic $k$-means excess risk related to the quantization of an i.i.d sample in a separable Hilbert space. We improve the bound of order $\mathcal{O} \bigl(…

Statistics Theory · Mathematics 2021-02-09 Gautier Appert , Olivier Catoni

We analyse the wavelet shrinkage algorithm of Donoho and Johnstone in order to assess the quality of the reconstruction of a signal obtained from noisy samples. We prove deviation bounds for the maximum of the squares of the error, and for…

Probability · Mathematics 2025-10-20 Dawei Hong , Jean-Camille Birget

Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…

Statistics Theory · Mathematics 2019-06-26 Arun Kumar Kuchibhotla , Somabha Mukherjee , Debapratim Banerjee

This paper proposes a theory for $\ell_1$-norm penalized high-dimensional $M$-estimators, with nonconvex risk and unrestricted domain. Under high-level conditions, the estimators are shown to attain the rate of convergence…

Statistics Theory · Mathematics 2022-04-14 Jad Beyhum , François Portier

We study the minimum mean-squared error for 2-means clustering when the outcomes of the vector-valued random variable to be clustered are on two touching spheres of unit radius in $n$-dimensional Euclidean space and the underlying…

Probability · Mathematics 2018-10-17 Bernhard G. Bodmann , Craig J. George

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

Probability · Mathematics 2014-09-24 Aihua Xia , J. E. Yukich

We establish conditions to characterize probability measures by their $L^{p}$-quantization error functions in both $\mathbb{R}^{d}$ and Hilbert settings. This characterization is two-fold: static (identity of two distributions) and dynamic…

Probability · Mathematics 2020-02-20 Yating Liu , Gilles Pagès

We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…

Probability · Mathematics 2012-12-14 Yoann Offret

The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…

Mesoscale and Nanoscale Physics · Physics 2008-02-03 P. Leboeuf , G. Iacomelli

The paper considers the wave equation, with constant or variable coefficients in $\R^n$, with odd $n\geq 3$. We study the asymptotics of the distribution $\mu_t$ of the random solution at time $t\in\R$ as $t\to\infty$. It is assumed that…

Mathematical Physics · Physics 2007-05-23 T. V. Dudnikova , A. I. Komech , N. E. Ratanov , Yu. M. Suhov

We consider divergence-based high order discretizations of an $L^2$-based first order system least squares formulation of a second order elliptic equation with Robin boundary conditions. For smooth geometries, we show optimal convergence…

Numerical Analysis · Mathematics 2024-08-08 Maximilian Bernkopf , Jens Markus Melenk

It is well known that under general regularity conditions the distribution of the maximum likelihood estimator (MLE) is asymptotically normal. Very recently, bounds of the optimal order $O(1/\sqrt n)$ on the closeness of the distribution of…

Statistics Theory · Mathematics 2016-12-15 Iosif Pinelis

We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…

Optimization and Control · Mathematics 2024-04-23 Yaqun Yang , Jinlong Lei

We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…

Probability · Mathematics 2023-01-03 Tiefeng Jiang , Ke Wang

We study the averaging behavior of nonlinear uniformly elliptic partial differential equations with random Dirichlet or Neumann boundary data oscillating on a small scale. Under conditions on the operator, the data and the random media…

Analysis of PDEs · Mathematics 2014-08-04 William M. Feldman , Inwon Kim , Panagiotis E. Souganidis

We consider Hermitian random band matrices $H$ in $d \geq 1 $ dimensions. The matrix elements $H_{xy},$ indexed by $x, y \in \Lambda \subset \mathbb{Z}^d,$ are independent, uniformly distributed random variable if $|x-y| $ is less than the…

Mathematical Physics · Physics 2018-08-29 Vlad Margarint

We provide a new upper bound for sampling numbers $(g_n)_{n\in \mathbb{N}}$ associated to the compact embedding of a separable reproducing kernel Hilbert space into the space of square integrable functions. There are universal constants…

Numerical Analysis · Mathematics 2021-02-11 Nicolas Nagel , Martin Schäfer , Tino Ullrich

Diffusion models generate samples by iteratively querying learned score estimates. A rapidly growing literature focuses on accelerating sampling by minimizing the number of score evaluations, yet the information-theoretic limits of such…

Machine Learning · Computer Science 2026-04-14 Zhiyang Xun , Eric Price

We perform a non-asymptotic analysis of the contrastive divergence (CD) algorithm, a training method for unnormalized models. While prior work has established that (for exponential family distributions) the CD iterates asymptotically…

Machine Learning · Statistics 2025-10-16 Pierre Glaser , Kevin Han Huang , Arthur Gretton

We study optimal convergence rates in the periodic homogenization of linear elliptic equations of the form $-A(x/\varepsilon):D^2 u^{\varepsilon} = f$ subject to a homogeneous Dirichlet boundary condition. We show that the optimal rate for…

Analysis of PDEs · Mathematics 2021-11-08 Timo Sprekeler , Hung V. Tran