Related papers: How the instability of ranks under long memory aff…
Large language models require consistent behavioral patterns for safe deployment, yet there are indications of large variability that may lead to an instable expression of personality traits in these models. We present PERSIST (PERsonality…
In order theory, a rank function measures the vertical "level" of a poset element. It is an integer-valued function on a poset which increments with the covering relation, and is only available on a graded poset. Defining a vertical measure…
We introduce a new concept of rank - relative rank associated to a filtered collection of polynomials. When the filtration is trivial our relative rank coincides with Schmidt rank (also called strength). We also introduce the notion of…
Statistical machine learning theory often tries to give generalization guarantees of machine learning models. Those models naturally underlie some fluctuation, as they are based on a data sample. If we were unlucky, and gathered a sample…
We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…
Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…
For a random variable $N = 0, 1, 2, \ldots$ we study the following question: When does the sum of $N$ many independent and identically distributed copies of a random variable $X$ have the same law a a nontrivial rescaling of $X$? We show…
We collect in this note some observations on the role of symmetries in Bayesian inference problems, that can be useful or detrimental depending on the way they act on the signal and on the observations. We emphasize in particular the need…
We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…
Rank-based approaches are among the most popular nonparametric methods for univariate data in tackling statistical problems such as hypothesis testing due to their robustness and effectiveness. However, they are unsatisfactory for more…
We study the convergence properties of a pair of learning algorithms (learning with and without memory). This leads us to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the…
The slope coefficient in a rank-rank regression is a popular measure of intergenerational mobility. In this article, we first show that commonly used inference methods for this slope parameter are invalid. Second, when the underlying…
An analysis of free-recall datasets from two independent experiments allows to identify two anomalous instances of non-monotonicity in free recall: a maximum in the dependence of the inter-response intervals on the serial-position lags, and…
The problem of frequent pattern mining has been studied quite extensively for various types of data, including sets, sequences, and graphs. Somewhat surprisingly, another important type of data, namely rank data, has received very little…
High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…
Rank invariants are a parametrized version of Betti numbers of a space multi-filtered by a continuous vector-valued function. In this note we give a sufficient condition for their finiteness. This condition is sharp for spaces embeddable in…
Large-scale empirical data, the sample size and the dimension are high, often exhibit various characteristics. For example, the noise term follows unknown distributions or the model is very sparse that the number of critical variables is…
In many macroeconomic applications, confidence intervals for impulse responses are constructed by estimating VAR models in levels - ignoring cointegration rank uncertainty. We investigate the consequences of ignoring this uncertainty. We…
Label Ranking (LR) corresponds to the problem of learning a hypothesis that maps features to rankings over a finite set of labels. We adopt a nonparametric regression approach to LR and obtain theoretical performance guarantees for this…