Related papers: Central limit theorems for network driven sampling

Sampling-based model predictive control methods like MPPI and CEM are essential for real-time control of nonlinear robotic systems, particularly where discontinuous dynamics preclude gradient-based optimization. However, these methods…

We present the convergence rates of synchronous and asynchronous Q-learning for average-reward Markov decision processes, where the absence of contraction poses a fundamental challenge. Existing non-asymptotic results overcome this…

Stochastic finite automata arise naturally in many language and speech processing tasks. They include stochastic acceptors, which represent certain probability distributions over random strings. We consider the problem of efficient…

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…

Random forests are decision tree ensembles that can be used to solve a variety of machine learning problems. However, as the number of trees and their individual size can be large, their decision making process is often incomprehensible. In…

Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…

The interactions between the components of complex networks are often directed. Proper modeling of such systems frequently requires the construction of ensembles of digraphs with a given sequence of in- and out-degrees. As the number of…

In survey sampling, survey data do not necessarily represent the target population, and the samples are often biased. However, information on the survey weights aids in the elimination of selection bias. The Horvitz-Thompson estimator is a…

Time-to-event endpoints show an increasing popularity in phase II cancer trials. The standard statistical tool for such one-armed survival trials is the one-sample log-rank test. Its distributional properties are commonly derived in the…

We consider restricted Boltzmann machine (RBMs) trained over an unstructured dataset made of blurred copies of definite but unavailable ``archetypes'' and we show that there exists a critical sample size beyond which the RBM can learn…

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

Dependency networks (Heckerman et al., 2000) provide a flexible framework for modeling complex systems with many variables by combining independently learned local conditional distributions through pseudo-Gibbs sampling. Despite their…

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…

Vector autoregression has been widely used for modeling and analysis of multivariate time series data. In high-dimensional settings, model parameter regularization schemes inducing sparsity yield interpretable models and achieved good…

Temporal point processes offer a powerful framework for sampling from discrete distributions, yet they remain underutilized in existing literature. We show how to construct, for any target multivariate count distribution with…

The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context.…

We prove a central limit theorem for a general class of adaptive Markov Chain Monte Carlo algorithms driven by sub-geometrically ergodic Markov kernels. We discuss in detail the special case of stochastic approximation. We use the result to…

The trace $\tr(q(\ma{L} + q\ma{I})^{-1})$, where $\ma{L}$ is a symmetric diagonally dominant matrix, is the quantity of interest in some machine learning problems. However, its direct computation is impractical if the matrix size is large.…

Self-taught learning is a technique that uses a large number of unlabeled data as source samples to improve the task performance on target samples. Compared with other transfer learning techniques, self-taught learning can be applied to a…

We rigorously prove a central limit theorem for neural network models with a single hidden layer. The central limit theorem is proven in the asymptotic regime of simultaneously (A) large numbers of hidden units and (B) large numbers of…