English
Related papers

Related papers: Probabilistic Non-asymptotic Analysis of Distribut…

200 papers

It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Importantly, this understanding allows us to safely start…

Machine Learning · Statistics 2017-04-06 Adrian G. Wills , Thomas B. Schön

Quadratic programming (QP) forms a crucial foundation in optimization, encompassing a broad spectrum of domains and serving as the basis for more advanced algorithms. Consequently, as the scale and complexity of modern applications continue…

Optimization and Control · Mathematics 2025-01-28 Augustinos D. Saravanos , Hunter Kuperman , Alex Oshin , Arshiya Taj Abdul , Vincent Pacelli , Evangelos A. Theodorou

Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…

Methodology · Statistics 2018-05-09 David T. Frazier , Gael M. Martin , Christian P. Robert , Judith Rousseau

This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…

Statistics Theory · Mathematics 2013-12-23 Philippe Fraysse

In this paper, we establish two different results. The first result is a characterization theorem saying that if the stationary state probabilities for originally described Markovian discriminatory processor sharing (DPS) system have a…

Probability · Mathematics 2013-08-20 Vyacheslav M. Abramov

This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic…

Probability · Mathematics 2012-02-29 H. Mete Soner , Nizar Touzi , Jianfeng Zhang

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

Considering the constrained stochastic optimization problem over a time-varying random network, where the agents are to collectively minimize a sum of objective functions subject to a common constraint set, we investigate asymptotic…

Optimization and Control · Mathematics 2020-09-08 Shengchao Zhao , Xing-Min Chen , Yongchao Liu

For the continuous-time $\lambda$-recurrent jump process, the $\lambda$-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit…

Probability · Mathematics 2024-07-30 Qian Du , Yong-Hua Mao

We develop a general framework to investigate fluctuations of non-commuting observables. To this end, we consider the Keldysh quasi-probability distribution (KQPD). This distribution provides a measurement-independent description of the…

Quantum Physics · Physics 2017-10-13 Patrick P. Hofer

Epidemic processes on random graphs or networks are marked by localization of activity that can trap the dynamics into a metastable state, confined to a subextensive part of the network, before visiting an absorbing configuration.…

Physics and Society · Physics 2021-07-07 Guilherme S. Costa , Silvio C. Ferreira

The adaptive quasi-likelihood analysis is developed for a degenerate diffusion process. Asymptotic normality and moment convergence are proved for the quasi-maximum likelihood estimators and quasi-Bayesian estimators, in the adaptive…

Statistics Theory · Mathematics 2024-06-10 Arnaud Gloter , Nakahiro Yoshida

For a large class of processes with an absorbing state, statistical properties of the surviving sample attain time-independent values in the quasi-stationary (QS) regime. We propose a practical simulation method for studying…

Statistical Mechanics · Physics 2007-05-23 Marcelo Martins de Oliveira , Ronald Dickman

The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…

High Energy Physics - Phenomenology · Physics 2015-10-22 Jacques Soffer , Claude Bourrely

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P

Continuous-variable quantum key distribution (CV QKD) protocols with discrete modulation are interesting due to their experimental simplicity and their great potential for massive deployment in the quantum-secured networks, but their…

Quantum Physics · Physics 2020-01-01 Jie Lin , Twesh Upadhyaya , Norbert Lütkenhaus

Quantum key distribution (QKD) allows for secure communications safe against attacks by quantum computers. QKD protocols are performed by sending a sizeable, but finite, number of quantum signals between the distant parties involved. Many…

Quantum Physics · Physics 2021-01-05 Darius Bunandar , Luke C. G. Govia , Hari Krovi , Dirk R. Englund

This study provides new results about the probabilistic behaviour of a class of Euclidean algorithms: the asymptotic distribution of a whole class of cost-parameters associated to these algorithms is normal. For the cost corresponding to…

Data Structures and Algorithms · Computer Science 2007-05-23 Viviane Baladi , Brigitte Vallee

Asynchronous executions of a distributed algorithm differ from each other due to the nondeterminism in the order in which the messages exchanged are handled. In many situations of interest, the asynchronous executions induced by restricting…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-11 Ricardo C. Correa , Valmir C. Barbosa

We derive the asymptotic distribution of the domination number of a new family of random digraph called proximity catch digraph (PCD), which has application to statistical testing of spatial point patterns and to pattern recognition. The…

Combinatorics · Mathematics 2008-02-06 E. Ceyhan , C. E. Priebe