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The non-convexity and intractability of distributionally robust chance constraints make them challenging to cope with. From a data-driven perspective, we propose formulating it as a robust optimization problem to ensure that the…

Optimization and Control · Mathematics 2023-06-23 Zhiping Chen , Wentao Ma , Bingbing Ji

Upper bounds are given for the weight distribution of binary weakly self-dual codes. To get these new bounds, we introduce a novel method of utilizing unitary operations on Hilbert spaces. This method is motivated by recent progress on…

Combinatorics · Mathematics 2007-07-16 Vwani P. Roychowdhury , Farrokh Vatan

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

In this paper, we address the fusion problem in wireless sensor networks, where the cross-correlation between the estimates is unknown. To solve the problem within the Bayesian framework, we assume that the covariance matrix has a prior…

Information Theory · Computer Science 2015-09-14 Zhiyuan Weng , Petar Djuric

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

Probability · Mathematics 2017-08-29 Magda Peligrad , Na Zhang

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…

Machine Learning · Computer Science 2026-01-16 Amon Lahr , Johannes Köhler , Anna Scampicchio , Melanie N. Zeilinger

For zero-error function computation over directed acyclic networks, existing upper and lower bounds on the computation capacity are known to be loose. In this work we consider the problem of computing the arithmetic sum over a specific…

Information Theory · Computer Science 2016-01-28 Ardhendu Tripathy , Aditya Ramamoorthy

In this paper we derive tight bounds on the expected value of products of {\em low influence} functions defined on correlated probability spaces. The proofs are based on extending Fourier theory to an arbitrary number of correlated…

Probability · Mathematics 2009-06-01 Elchanan Mossel

The analysis of large experimental datasets frequently reveals significant interactions that are difficult to interpret within the theoretical framework guiding the research. Some of these interactions actually arise from the presence of…

Applications · Statistics 2017-09-19 Hannes Matuschek , Reinhold Kliegl

Restrictions to molecular motion by barriers (membranes) are ubiquitous in biological tissues, porous media and composite materials. A major challenge is to characterize the microstructure of a material or an organism nondestructively using…

Soft Condensed Matter · Physics 2011-03-11 Dmitry S. Novikov , Els Fieremans , Jens H. Jensen , Joseph A. Helpern

We propose a novel approach to concentration for non-independent random variables. The main idea is to ``pretend'' that the random variables are independent and pay a multiplicative price measuring how far they are from actually being…

Information Theory · Computer Science 2023-10-31 Amedeo Roberto Esposito , Marco Mondelli

The distribution function of the sum of i.i.d. random variables of the special form is considered. Such sum describes messages posterior probabilities for random coding in binary symmetric channel. Close non-asymptotic lower and upper…

Information Theory · Computer Science 2025-01-17 M. V. Burnashev

We study nonparametric estimators of conditional Kendall's tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic bounds with explicit constants, that hold with high probabilities. We…

Statistics Theory · Mathematics 2019-03-08 Alexis Derumigny , Jean-David Fermanian

Performing inference over simulators is generally intractable as their runtime means we cannot compute a marginal likelihood. We develop a likelihood-free inference method to infer parameters for a cardiac simulator, which replicates…

Machine Learning · Statistics 2017-12-12 Adam McCarthy , Blanca Rodriguez , Ana Minchole

Neural networks and other machine learning models compute continuous representations, while humans communicate with discrete symbols. Reconciling these two forms of communication is desirable to generate human-readable interpretations or to…

Machine Learning · Computer Science 2021-04-05 André F. T. Martins

This paper is focused on the performance analysis of binary linear block codes (or ensembles) whose transmission takes place over independent and memoryless parallel channels. New upper bounds on the maximum-likelihood (ML) decoding error…

Information Theory · Computer Science 2007-07-13 I. Sason , I. Goldenberg

The kernel-based method has been successfully applied in linear system identification using stable kernel designs. From a Gaussian process perspective, it automatically provides probabilistic error bounds for the identified models from the…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Roy S. Smith

In observational studies, it is typically unrealistic to assume that treatments are randomly assigned, even conditional on adjusting for all observed covariates. Therefore, a sensitivity analysis is often needed to examine how hidden biases…

Methodology · Statistics 2021-05-18 Siyu Heng , Dylan S. Small

When randomized ensembles such as bagging or random forests are used for binary classification, the prediction error of the ensemble tends to decrease and stabilize as the number of classifiers increases. However, the precise relationship…

Probability · Mathematics 2019-05-01 Miles E. Lopes

Motivated by statistical inference problems in high-dimensional time series data analysis, we first derive non-asymptotic error bounds for Gaussian approximations of sums of high-dimensional dependent random vectors on hyper-rectangles,…

Statistics Theory · Mathematics 2024-06-05 Jinyuan Chang , Xiaohui Chen , Mingcong Wu