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The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…

Machine Learning · Computer Science 2013-10-17 Francesco Orabona , Tamir Hazan , Anand D. Sarwate , Tommi Jaakkola

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

Statistics Theory · Mathematics 2007-06-13 R. Douc , France E. Moulines

This paper is focused on the statistical analysis of probability measures $\nu_{1},\ldots,\nu_{n}$ on $\mathbb{R}$ that can be viewed as independent realizations of an underlying stochastic process. We consider the situation of practical…

Statistics Theory · Mathematics 2017-03-30 Jérémie Bigot , Raúl Gouet , Thierry Klein , Alfredo López

A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…

Statistics Theory · Mathematics 2019-01-28 Pierre C Bellec

An analysis of quantum measurement is presented that relies on an information-theoretic description of quantum entanglement. In a consistent quantum information theory of entanglement, entropies (uncertainties) conditional on measurement…

Quantum Physics · Physics 2008-02-03 N. J. Cerf , C. Adami

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

Methodology · Statistics 2024-08-22 Yuwei Ke , Hok Kan Ling , Yanglei Song

Concentration of measure has been argued to be the fundamental cause of adversarial vulnerability. Mahloujifar et al. presented an empirical way to measure the concentration of a data distribution using samples, and employed it to find…

Machine Learning · Computer Science 2021-03-25 Jack Prescott , Xiao Zhang , David Evans

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

Probability · Mathematics 2018-02-13 Benoît Kloeckner

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Probability · Mathematics 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

We study random transformations built from intermittent maps on the unit interval that share a common neutral fixed point. We focus mainly on random selections of Pomeu-Manneville-type maps $T_\alpha$ using the full parameter range $0<…

Dynamical Systems · Mathematics 2016-08-11 Wael Bahsoun , Christopher Bose

We introduce $k$-variance, a generalization of variance built on the machinery of random bipartite matchings. $K$-variance measures the expected cost of matching two sets of $k$ samples from a distribution to each other, capturing local…

Statistics Theory · Mathematics 2020-12-15 Justin Solomon , Kristjan Greenewald , Haikady N. Nagaraja

We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…

Probability · Mathematics 2022-12-12 Holger Dette , Dominik Tomecki , Martin Venker

We introduce a sharpness functional for probabilistic models that quantifies sharpness as an intrinsic property of the probability distribution. The measure is derived based on a rank-based concentration principle that tracks upward…

Methodology · Statistics 2026-04-03 Pekka Syrjänen

As one of the main pillars of quantum technologies, quantum metrology aims to improve measurement precision using techniques from quantum information. The two main strategies to achieve this are the preparation of nonclassical states and…

Quantum Physics · Physics 2025-09-16 Matteo Fadel , Noah Roux , Manuel Gessner

The measurement of dispersion is one of the most fundamental and ubiquitous statistical concepts, in both applied and theoretical contexts. For dispersion measures, such as the standard deviation, to effectively capture the variability of a…

Methodology · Statistics 2025-07-09 Andreas Eberl , Bernhard Klar

In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this paper lie in that existence and uniqueness of numerical…

Probability · Mathematics 2014-09-24 Jianhai Bao , Jinghai Shao , Chenggui Yuan

The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…

Information Theory · Computer Science 2012-12-18 Yi-Zheng Fan , Tao Huang , Ming Zhu

The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…

Probability · Mathematics 2022-04-29 Huaiqian Li , Bingyao Wu

A large literature has grown up around the proposed use of 'weak measurements' (i.e., unsharp measurements followed by post-selection) to allegedly provide information about hidden ontological features of quantum systems. This paper…

Quantum Physics · Physics 2017-05-16 R. E. Kastner