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We present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables. Our method is based on coupling ideas and does not use…

Probability · Mathematics 2007-05-23 J. -R. Chazottes , P. Collet , C. Kuelske , F. Redig

Quantum entanglement is one of the core features of quantum theory. While it is typically revealed by measurements along carefully chosen directions, here we review different methods based on so-called random or randomized measurements.…

Quantum Physics · Physics 2020-11-24 Lukas Knips

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…

Statistics Theory · Mathematics 2010-11-30 S. G. Bobkov , F. Götze

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

Probability · Mathematics 2009-01-22 Leonid , Kontorovich , Kavita Ramanan

Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of…

Statistics Theory · Mathematics 2015-07-28 Rémi Bardenet , Odalric-Ambrym Maillard

We present a new approach to study measures on ensembles of contours, polymers or other objects interacting by some sort of exclusion condition. For concreteness we develop it here for the case of Peierls contours. Unlike existing methods,…

Probability · Mathematics 2016-08-15 Roberto Fernández , Pablo A. Ferrari , Nancy L. Garcia

We study the estimation and concentration on its expectation of the probability to observe data further than a specified distance from a given iid sample in a metric space. The problem extends the classical problem of estimation of the…

Statistics Theory · Mathematics 2022-11-23 Andreas Maurer

Initially motivated by the study of the non-asymptotic properties of non-parametric tests based on permutation methods, concentration inequalities for uniformly permuted sums have been largely studied in the literature. Recently, Delyon et…

Probability · Mathematics 2018-05-10 Mélisande Albert

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

An instance of a random constraint satisfaction problem defines a random subset S (the set of solutions) of a large product space (the set of assignments). We consider two prototypical problem ensembles (random k-satisfiability and…

The property of measure concentration is that an arbitrary 1-Lipschitz function $f:X\to \mathbb{R}$ on an mm-space $X$ is almost close to a constant function. In this paper, we prove that if such a concentration phenomenon arise, then any…

Metric Geometry · Mathematics 2007-05-23 Kei Funano

Skewness measures can be used to measure the level of asymmetry of a distribution. Given the prevalence of statistical methods that assume underlying symmetry, and also the desire for symmetry in order to make meaningful judgements for…

Statistics Theory · Mathematics 2019-12-19 Chandima N. P. G. Arachchige , Luke A. Prendergast

A metric probability space $(\Omega,d)$ obeys the ${\it concentration\; of\; measure\; phenomenon}$ if subsets of measure $1/2$ enlarge to subsets of measure close to 1 as a transition parameter $\epsilon$ approaches a limit. In this paper…

Probability · Mathematics 2024-08-07 Jonathan Root , Mark Kon

We study the length of the longest increasing and longest decreasing subsequences of random permutations drawn from the Mallows measure. Under this measure, the probability of a permutation pi in S_n is proportional to q^{inv(pi)} where q…

Probability · Mathematics 2017-03-14 Nayantara Bhatnagar , Ron Peled

The emergence of nonequilibrium phenomena in individual complex wave systems has long been of fundamental interests. Its analytic studies remain notoriously difficult. Using the mathematical tool of the concentration of measure (CM), we…

Statistical Mechanics · Physics 2018-11-14 Ping Fang , Liyi Zhao , Chushun Tian

We associate to every entanglement measure a family of measures which depend on a precision parameter, and which we call epsilon-measures of entanglement. Their definition aims at addressing a realistic scenario in which we need to estimate…

Quantum Physics · Physics 2008-11-21 Caterina Mora , Marco Piani , Hans Briegel

In the literature, quite a few measures have been proposed for quantifying the deviation of a probability distribution from symmetry. The most popular of these skewness measures are based on the third centralized moment and on quantiles.…

Statistics Theory · Mathematics 2019-08-23 Andreas Eberl , Bernhard Klar

We explore a method introduced by Chatterjee and Ledoux in a paper on eigenvalues of principle submatrices. The method provides a tool to prove concentration of measure in cases where there is a Markov chain meeting certain conditions, and…

Probability · Mathematics 2016-04-29 Stephen Ng , Meg Walters

Diffusion models accomplish remarkable success in data generation tasks across various domains. However, the iterative sampling process is computationally expensive. Consistency models are proposed to learn consistency functions to map from…

Machine Learning · Computer Science 2025-05-07 Yiding Chen , Yiyi Zhang , Owen Oertell , Wen Sun

A concentration of measure result is proved for the number of isolated vertices $Y$ in the Erd\H{o}s-R\'{e}nyi random graph model on $n$ edges with edge probability $p$. When $\mu$ and $\sigma^2$ denote the mean and variance of $Y$…

Probability · Mathematics 2011-06-02 Subhankar Ghosh , Larry Goldstein , Martin Raic