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We prove that any distributional limit of finite planar graphs in which the degree of the root has an exponential tail is almost surely recurrent. As a corollary, we obtain that the uniform infinite planar triangulation and quadrangulation…
Consider a sequence of i.i.d. random Lipschitz functions $\{\Psi_n\}_{n \geq 0}$. Using this sequence we can define a Markov chain via the recursive formula $R_{n+1} = \Psi_{n+1}(R_n)$. It is a well known fact that under some mild moment…
This work prepares new probability bounds for sums of random, independent, Hermitian tensors. These probability bounds characterize large-deviation behavior of the extreme eigenvalue of the sums of random tensors. We extend Lapalace…
We present improved algorithms with worst-case regret guarantees for the stochastic linear bandit problem. The widely used "optimism in the face of uncertainty" principle reduces a stochastic bandit problem to the construction of a…
Thompson Sampling (TS) is one of the most effective algorithms for solving contextual multi-armed bandit problems. In this paper, we propose a new algorithm, called Neural Thompson Sampling, which adapts deep neural networks for both…
In a number of applications, particularly in financial and actuarial mathematics, it is of interest to characterize the tail distribution of a random variable $V$ satisfying the distributional equation $V\stackrel{\mathcal{D}}{=}f(V)$,…
In this work, we study the problems of counting and sampling Mazurkiewicz traces that a regular language touches. Fix an alphabet $\Sigma$ and an independence relation $\mathbb{I} \subseteq \Sigma \times \Sigma$. The input consists of a…
We study termination of higher-order probabilistic functional programs with recursion, stochastic conditioning and sampling from continuous distributions. Reasoning about the termination probability of programs with continuous distributions…
We study the approximation capacity of deep ReLU recurrent neural networks (RNNs) and explore the convergence properties of nonparametric least squares regression using RNNs. We derive upper bounds on the approximation error of RNNs for…
Branch-and-bound with preactivation splitting has been shown highly effective for deterministic verification of neural networks. In this paper, we extend this framework to the probabilistic setting. We propose BaB-prob that iteratively…
The problem of probabilistic verification of a neural network investigates the probability of satisfying the safe constraints in the output space when the input is given by a probability distribution. It is significant to answer this…
We obtain explicit bounds on the truncation error of the cumulant series of a bounded complex function of a random vector with independent components. The bounds are based on multidimensional differences. This extends the theory of the…
Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…
Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood…
We analyze the tail behavior of solutions to sample average approximations (SAAs) of stochastic programs posed in Hilbert spaces. We require that the integrand be strongly convex with the same convexity parameter for each realization.…
We study the classical scheduling problem on parallel machines %with precedence constraints where the precedence graph has the bounded depth $h$. Our goal is to minimize the maximum completion time. We focus on developing approximation…
The study of tail behaviour of SGD-induced processes has been attracting a lot of interest, due to offering strong guarantees with respect to individual runs of an algorithm. While many works provide high-probability guarantees, quantifying…
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ taking the steps $(1,0)$, $(-1,1)$ and $(0,-1)$ with probabilities $\lambda < (\mu_1\neq \mu_2)$; in particular, $X$ is assumed stable. Let $\tau_n$ be the first time $X$ hits…
This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…
This paper focuses on the identical parallel machine scheduling problem with sequence-dependent setup time, with special attention paid to the uncertainty of processing time. In this paper, a mathematical model of the parallel machine…