Related papers: Asymptotic Coupling and Its Applications in Inform…
Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
This paper discusses and analyzes various models of binary correlated sources, which may be relevant in several distributed communication scenarios. These models are statistically characterized in terms of joint Probability Mass Function…
Consider a finite set of sources, each producing i.i.d. observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources under the…
In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…
A general setting for nested subdivisions of a bounded real set into intervals defining the digits $X_1,X_2,...$ of a random variable $X$ with a probability density function $f$ is considered. Under the weak condition that $f$ is almost…
Let X_n=(x_{ij}) be an n by p data matrix, where the n rows form a random sample of size n from a certain p-dimensional population distribution. Let R_n=(\rho_{ij}) be the p\times p sample correlation matrix of X_n; that is, the entry…
A coupling method is developed for univariate extreme value theory , providing an alternative to the use of the tail empirical/quantile processes. Emphasizing the Peak-over-Threshold approach that approximates the distribution above high…
In many--body and other systems, the physics situation often allows one to interpret certain, distinct states by means of a simple picture. In this interpretation, the distinct states are not eigenstates of the full Hamiltonian. Hence,…
The joint distribution $P(X,Y)$ cannot be determined from its marginals $P(X)$ and $P(Y)$ alone; one also needs one of the conditionals $P(X|Y)$ or $P(Y|X)$. But is there a best guess, given only the marginals? Here we answer this question…
Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…
Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…
Graph matching is one of the most important problems in graph theory and combinatorial optimization, with many applications in various domains. Although meta-heuristic algorithms have had good performance on many NP-Hard and NP-Complete…
We consider two formulations of the random-link fractional matching problem, a relaxed version of the more standard random-link (integer) matching problem. In one formulation, we allow each node to be linked to itself in the optimal…
The statistical matching problem is a data integration problem with structured missing data. The general form involves the analysis of multiple datasets that only have a strict subset of variables jointly observed across all datasets. The…
This paper establishes a precise high-dimensional asymptotic theory for boosting on separable data, taking statistical and computational perspectives. We consider a high-dimensional setting where the number of features (weak learners) $p$…
The following problem is considered: given a joint distribution $P_{XY}$ and an event $E$, bound $P_{XY}(E)$ in terms of $P_XP_Y(E)$ (where $P_XP_Y$ is the product of the marginals of $P_{XY}$) and a measure of dependence of $X$ and $Y$.…
This paper presents results on the typical number of simultaneous point-to-point transmissions above a minimum rate that can be sustained in a network with $n$ transmitter-receiver node pairs when all transmitting nodes can potentially…
Asymptotic properties of random regular graphs are object of extensive study in mathematics. In this note we argue, based on theory of spin glasses, that in random regular graphs the maximum cut size asymptotically equals the number of…
We consider asymptotic distributions of maximum deviations of sample covariance matrices, a fundamental problem in high-dimensional inference of covariances. Under mild dependence conditions on the entries of the data matrices, we establish…