Related papers: Approximate and exact solutions of intertwining eq…
We calculate exact convergence times to reach random bipartite entanglement for various random protocols. The eigenproblem of a Markovian chain governing the process is mapped to a spin chain, thereby obtaining exact expression for the gap…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
Phylogenetic trees constitute an interesting class of objects for stochastic processes due to the non-standard nature of the space they inhabit. In particular, many statistical applications require the construction of Markov processes on…
Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…
We propose a general framework for solving statistical mechanics of systems with finite size. The approach extends the celebrated variational mean-field approaches using autoregressive neural networks, which support direct sampling and…
We show how mapping techniques inherent to $N^{2}$-dimensional discrete phase spaces can be used to treat a wide family of spin systems which exhibits squeezing and entanglement effects. This algebraic framework is then applied to the…
We revisit the classical problem of approximating a stochastic differential equation by a discrete-time and discrete-space Markov chain. Our construction iterates Caratheodory's theorem over time to match the moments of the increments…
This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of…
Fast distributed algorithms that output a feasible solution for constraint satisfaction problems, such as maximal independent sets, have been heavily studied. There has been much less research on distributed sampling problems, where one…
We provide conditions that guarantee local rates of convergence in distribution of iterated random functions that are not nonexpansive mappings in locally compact Hadamard spaces. Our results are applied to stochastic instances of common…
The goal of these lectures is to review some mathematical aspects of random tree models used in evolutionary biology to model gene trees or species trees. We start with stochastic models of tree shapes (finite trees without edge lengths),…
We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment…
Dealing with massive data is a challenging task for machine learning. An important aspect of machine learning is function approximation. In the context of massive data, some of the commonly used tools for this purpose are sparsity,…
We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…
The problem of selecting a small, yet high quality subset of patterns from a larger collection of itemsets has recently attracted lot of research. Here we discuss an approach to this problem using the notion of decomposable families of…
We consider a probability measure on cycle-rooted spanning forests (CRSFs) introduced by Kenyon. CRSFs are spanning subgraphs, each connected component of which has a unique cycle; they generalize spanning trees. A generalization of…
Throughout the last decade, random forests have established themselves as among the most accurate and popular supervised learning methods. While their black-box nature has made their mathematical analysis difficult, recent work has…
Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…
Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…
We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ($L^1$ Wasserstein) distances. For diffusion processes, relatively precise quantitative bounds on contraction rates have recently…