English
Related papers

Related papers: Discrete Malliavin-Stein method: Berry-Esseen boun…

200 papers

We solve the isoclinic Deligne--Simpson problem for exceptional groups, completing a program initiated by Sage et al. and Jakob--Yun. As a by-product, we obtain new examples of physically rigid irregular connections on the projective line.…

Algebraic Geometry · Mathematics 2026-03-24 Masoud Kamgarpour , Bailey Whitbread

The main purpose of this paper is to propose a variance-based Bregman extragradient algorithm with line search for solving stochastic variational inequalities, which is robust with respect an unknown Lipschitz constant. We prove the almost…

Optimization and Control · Mathematics 2022-08-31 Xian-Jun Long , Yue-Hong He , Nan-Jing Huang

We provide finite sample bounds on the Normal approximation to the law of the least squares estimator of the projection parameters normalized by the sandwich-based standard errors. Our results hold in the increasing dimension setting and…

Statistics Theory · Mathematics 2021-10-25 Arun Kumar Kuchibhotla , Alessandro Rinaldo , Larry Wasserman

The exponential random graph model (ERGM) is a central object in the study of clustering properties in social networks as well as canonical ensembles in statistical physics. Despite some breakthrough works in the mathematical understanding…

Probability · Mathematics 2021-08-06 Shirshendu Ganguly , Kyeongsik Nam

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

Probability · Mathematics 2017-06-09 Soukaina Douissi , Khalifa Es-Sebaiy , Frederi G. Viens

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb{R})$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$ are i.i.d. with law $\mu$. Under the assumptions that $\mu$ has a finite exponential…

Probability · Mathematics 2023-02-06 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

We obtain new non-asymptotic tail bounds for the height of uniformly random trees with a given degree sequence, simply generated trees and conditioned Bienaym\'e trees (the family trees of branching processes), in the process settling three…

Probability · Mathematics 2024-03-11 Louigi Addario-Berry , Serte Donderwinkel

We analyze site percolation on directed and undirected graphs with site-dependent open-site probabilities. We construct upper bounds on cluster susceptibilities, vertex connectivity functions, and the expected number of simple open cycles…

Mathematical Physics · Physics 2016-10-18 Kathleen E. Hamilton , Leonid P. Pryadko

We compute an asymptotic expansion in $1/c$ of the limit in $n$ of the empirical spectral measure of the adjacency matrix of an Erd\H{o}s-R\'enyi random graph with $n$ vertices and parameter $c/n$. We present two different methods, one of…

Probability · Mathematics 2017-01-05 Nathanael Enriquez , Laurent Menard

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

Methodology · Statistics 2020-05-04 Moumita Das , Sourabh Bhattacharya

We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…

Probability · Mathematics 2019-05-28 Jens Grygierek

Berry-Esseen-type bounds are developed in the multidimensional local limit theorem in terms of the Lyapunov coefficients and maxima of involved densities.

Probability · Mathematics 2024-07-31 Sergey Bobkov , Friedrich Götze

This article presents a new proof of the rate of convergence to the normal distribution of sums of independent, identically distributed random variables in chi-square distance, which was also recently studied in \cite{BobkovRenyi}. Our…

Probability · Mathematics 2017-11-15 Claire Delplancke , Laurent Miclo

A powerful robust mean estimator introduced by Catoni (2012) allows for mean estimation of heavy-tailed data while achieving the performance characteristics of classical mean estimator for sub-Gaussian data. While Catoni's framework has…

Statistics Theory · Mathematics 2026-02-16 Zhijun Cai , Xiang Li , Lihu Xu

We consider the problem of providing nonparametric confidence guarantees for undirected graphs under weak assumptions. In particular, we do not assume sparsity, incoherence or Normality. We allow the dimension $D$ to increase with the…

Statistics Theory · Mathematics 2013-09-27 Larry Wasserman , Mladen Kolar , Alessandro Rinaldo

We consider square-integrable functionals of Poisson point processes for which the variance upper bound provided by the classical Poincar\'{e} inequality is suboptimal, a phenomenon known as superconcentration. In this paper, we establish a…

Probability · Mathematics 2026-03-26 Chinmoy Bhattacharjee , Rowan O'Clarey

Directed and undirected graphical models, also called Bayesian networks and Markov random fields, respectively, are important statistical tools in a wide variety of fields, ranging from computational biology to probabilistic artificial…

Combinatorics · Mathematics 2007-06-13 Sergi Elizalde , Kevin Woods

We establish a finite-sample Berry-Esseen theorem for the entrywise limits of the eigenvectors for a broad collection of signal-plus-noise random matrix models under challenging weak signal regimes. The signal strength is characterized by a…

Statistics Theory · Mathematics 2022-03-08 Fangzheng Xie

In this paper, quantitative central limit theorems for $U$-statistics on the $q$-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the $U$-statistics are built over tight…

Probability · Mathematics 2016-04-06 Solesne Bourguin , Claudio Durastanti

The notion of tree entropy was introduced by the author as a normalized limit of the number of spanning trees in finite graphs, but is defined on random infinite rooted graphs. We give some new expressions for tree entropy; one uses…

Combinatorics · Mathematics 2010-04-27 Russell Lyons