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This paper develops Kolmogorov-type maximal inequalities for sums of Negative Binomial random variables under both independence and dependence structures. For independent heterogeneous Negative Binomial variables we derive sharp Markov-type…
This paper generalizes an important result from the PAC-Bayesian literature for binary classification to the case of ensemble methods for structured outputs. We prove a generic version of the \Cbound, an upper bound over the risk of models…
We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a regular (aperiodic and irreducible) finite Markov chain. Specially, consider a random walk on a regular Markov chain and a Hermitian matrix-valued…
Deriving generalization bounds for stable algorithms is a classical question in learning theory taking its roots in the early works by Vapnik and Chervonenkis (1974) and Rogers and Wagner (1978). In a series of recent breakthrough papers by…
We give a new proof of VC bounds where we avoid the use of symmetrization and use a shadow sample of arbitrary size. We also improve on the variance term. This results in better constants, as shown on numerical examples. Moreover our bounds…
We prove a very general lower bound technique for quantum and randomized query complexity, that is easy to prove as well as to apply. To achieve this, we introduce the use of Kolmogorov complexity to query complexity. Our technique…
This paper considers distributed average consensus using finite-bit bounded quantizer with possibly unbounded data. Under the framework of the alternating direction method of multipliers (ADMM), we develop distributed averaging algorithms…
We study the problem of minimizing the sum of three convex functions: a differentiable, twice-differentiable and a non-smooth term in a high dimensional setting. To this effect we propose and analyze a randomized block cubic Newton (RBCN)…
Motivation: With the growth of big data, variable selection has become one of the major challenges in statistics. Although many methods have been proposed in the literature their performance in terms of recall and precision are limited in a…
The Lov\'asz Local Lemma (the LLL for short) is a powerful tool in probabilistic combinatorics that is used to verify the existence of combinatorial objects with desirable properties. Recent years saw the development of various…
Causal discovery studies the problem of mining causal relationships between variables from data, which is of primary interest in science. During the past decades, significant amount of progresses have been made toward this fundamental data…
Unlike classical and free independence, the boolean and monotone notions of independence lack of the property of independent constants. In the scalar case, this leads to restrictions for the central limit theorems, as observed by F.…
Cohen and Kontorovich (COLT 2023) initiated the study of what we call here the Binomial Empirical Process: the maximal absolute value of a sequence of inhomogeneous normalized and centered binomials. They almost fully analyzed the case…
As a natural extension of the SAT problem, an array of proof systems for quantified Boolean formulas (QBF) have been proposed, many of which extend a propositional proof system to handle universal quantification. By formalising the…
In many high-dimensional problems,polynomial-time algorithms fall short of achieving the statistical limits attainable without computational constraints. A powerful approach to probe the limits of polynomial-time algorithms is to study the…
Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…
Choosing models from a hypothesis space is a frequent task in approximation theory and inverse problems. Cross-validation is a classical tool in the learner's repertoire to compare the goodness of fit for different reconstruction models.…
This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…
For a map of the unit interval with an indifferent fixed point, we prove an upper bound for the variance of all observables of $n$ variables $K:[0,1]^n\to\R$ which are componentwise Lipschitz. The proof is based on coupling and decay of…
In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…