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Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…

Optimization and Control · Mathematics 2020-10-16 Ernst Roos , Ruud Brekelmans , Wouter van Eekelen , Dick den Hertog , Johan van Leeuwaarden

It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized…

Machine Learning · Statistics 2024-02-05 Zhe Jiao , Martin Keller-Ressel

We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…

Optimization and Control · Mathematics 2024-05-28 Artem Agafonov , Dmitry Kamzolov , Alexander Gasnikov , Ali Kavis , Kimon Antonakopoulos , Volkan Cevher , Martin Takáč

We prove a tight upper bound on the variance of the priority sampling method (aka sequential Poisson sampling). Our proof is significantly shorter and simpler than the original proof given by Mario Szegedy at STOC 2006, which resolved a…

Data Structures and Algorithms · Computer Science 2024-08-21 Majid Daliri , Juliana Freire , Christopher Musco , Aécio Santos , Haoxiang Zhang

We determine approximate next-to-next-to-leading order (NNLO) corrections to unpolarized and polarized semi-inclusive DIS. They are derived using the threshold resummation formalism, which we fully develop to next-to-next-to-leading…

High Energy Physics - Phenomenology · Physics 2022-03-16 Maurizio Abele , Daniel de Florian , Werner Vogelsang

Let $\bx_j = \btheta +\bep_j, j=1,...,n$, be observations of an unknown parameter $\btheta$ in a Euclidean or separable Hilbert space $\scrH$, where $\bep_j$ are noises as random elements in $\scrH$ from a general distribution. We study the…

Statistics Theory · Mathematics 2022-01-03 Fan Zhou , Ping Li , Cun-Hui Zhang

In this paper, we propose a new accelerated stochastic first-order method called clipped-SSTM for smooth convex stochastic optimization with heavy-tailed distributed noise in stochastic gradients and derive the first high-probability…

Optimization and Control · Mathematics 2020-10-26 Eduard Gorbunov , Marina Danilova , Alexander Gasnikov

We derive refined entropy upper bounds for $q$-ary $B_2$ codes by exploiting the Fourier structure of the i.i.d. difference distribution $D=X-Y$. Since the pmf of $D$ is an autocorrelation, its Fourier series is a nonnegative trigonometric…

Information Theory · Computer Science 2026-04-01 Stefano Della Fiore

Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…

Probability · Mathematics 2007-05-23 Ph . Barbe , W. P. McCormick , C. Zhang

We derive a complete left-tail asymptotic series for the density of the {\it martingale limit} of a supercritical multitype Galton-Watson process in the Schr\"oder case. We show that the series converges everywhere, not only for small…

Probability · Mathematics 2025-07-09 Anton A. Kutsenko

We study numerically the distributions of the length $L$ of the longest increasing subsequence (LIS) for the two cases of random permutations and of one-dimensional random walks. Using sophisticated large-deviation algorithms, we are able…

Disordered Systems and Neural Networks · Physics 2019-04-05 Jörn Börjes , Hendrik Schawe , Alexander K. Hartmann

We develop a new family of linear programs, that yield upper bounds on the rate of binary linear codes of a given distance. Our bounds apply {\em only to linear codes.} Delsarte's LP is the weakest member of this family and our LP yields…

Information Theory · Computer Science 2022-11-16 Elyassaf Loyfer , Nati Linial

The non-asymptotic tail bounds of random variables play crucial roles in probability, statistics, and machine learning. Despite much success in developing upper bounds on tail probability in literature, the lower bounds on tail…

Probability · Mathematics 2020-09-08 Anru R. Zhang , Yuchen Zhou

We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.

Probability · Mathematics 2025-01-28 Jiawei Li , Tomasz Tkocz

This paper studies the distributional asymptotics of the slowly changing sequence of logarithms $(\log_bn)$ with $b\in\mathbb{N}\setminus\{1\}.$ It is known that $(\log_bn)$ is not uniformly distributed modulo one, and its omega limit set…

Number Theory · Mathematics 2019-03-06 Chuang Xu

Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…

Statistics Theory · Mathematics 2025-11-10 Hamidreza Maleki Almani

The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…

Probability · Mathematics 2017-12-12 Svante Janson , Lutz Warnke

For substructural logics with contraction or weakening admitting cut-free sequent calculi, proof search was analyzed using well-quasi-orders on $\mathbb{N}^d$ (Dickson's lemma), yielding Ackermannian upper bounds via controlled bad-sequence…

Logic in Computer Science · Computer Science 2026-02-24 A. R. Balasubramanian , Vitor Greati , Revantha Ramanayake

This paper presents an investigation into the high-order asymptotic expansion for 2D and 3D cubic nonlinear Klein-Gordon equations in the non-relativistic limit regime. There are extensive numerical and analytic results concerning that the…

Analysis of PDEs · Mathematics 2024-11-21 Jia Shen , Yanni Wang , Haohao Zheng

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set $\mathcal{G}$ up to the smallest possible additive term, called the convergence rate. When the…

Statistics Theory · Mathematics 2009-09-09 Jean-Yves Audibert