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We consider the fundamental learning problem of estimating properties of distributions over large domains. Using a novel piecewise-polynomial approximation technique, we derive the first unified methodology for constructing sample- and…

Machine Learning · Computer Science 2020-03-18 Yi Hao , Alon Orlitsky

One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead, suitable distributional approximations can be used, where…

Statistics Theory · Mathematics 2024-12-20 Fabian Mies

We consider the Generalized Makespan Problem (GMP) on unrelated machines, where we are given $n$ jobs and $m$ machines and each job $j$ has arbitrary processing time $p_{ij}$ on machine $i$. Additionally, there is a general symmetric…

Data Structures and Algorithms · Computer Science 2023-07-27 Nikhil Ayyadevara , Nikhil Bansal , Milind Prabhu

For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…

Methodology · Statistics 2021-10-19 Rafael Weißbach , Dominik Wied

We formulate conditions for convergence of Laws of Large Numbers and show its links with of the parts of mathematical analysis such as summation theory, convergence of orthogonal series. We present also applications of the Law of Large…

Probability · Mathematics 2018-09-07 Paweł J. Szabłowski

Assuming a $q$-variant of the prime $k$-tuple conjecture uniformly, we compute mixed moments of the number of primes in disjoint short intervals and progressions, respectively. This involves estimating the mean of singular series along…

Number Theory · Mathematics 2024-11-26 Sun-Kai Leung

Importance sampling is a popular method for efficient computation of various properties of a distribution such as probabilities, expectations, quantiles etc. The output of an importance sampling algorithm can be represented as a weighted…

Probability · Mathematics 2016-04-18 Henrik Hult , Pierre Nyquist

Under a complex technical condition, similar to such used in extreme value theory, we find the rate q(\epsilon)^{-1} at which a stochastic process with stationary increments \xi should be sampled, for the sampled process \xi(\lfloor\cdot…

Probability · Mathematics 2007-05-23 J. M. P. Albin

We consider a discrete model that describes a locally regulated spatial population with mortality selection. This model was studied in parallel by Bolker and Pacala and Dieckmann, Law and Murrell. We first generalize this model by adding…

Probability · Mathematics 2007-05-23 Nicolas Fournier , Sylvie Meleard

Based on deleting-item central limit theory, the classical Donsker's theorem of partial-sum process of independent and identically distributed (i.i.d.) random variables is extended to incomplete partial-sum process. The incomplete…

Probability · Mathematics 2019-12-17 Jingwei Liu

We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…

Analysis of PDEs · Mathematics 2024-09-19 Yuxuan Chen , Ziyu Liu , Shengquan Xiang , Zhifei Zhang

We establish optimal logarithmic rates of convergence in the strong invariance principle for multivariate cumulative processes in the Smith's sense. Exponential probabilistic inequalities of Koml\'{o}s-Major-Tusn\'{a}dy type are obtained.…

Probability · Mathematics 2020-06-18 Elena Bashtova , Alexey Shashkin

About forty years ago it was realized by several researchers that the essential features of certain objects of Probability theory, notably Gaussian processes and limit theorems, may be better understood if they are considered in settings…

Probability · Mathematics 2016-08-16 Evarist Giné , Vladimir Koltchinskii , Wenbo Li , Joel Zinn

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

For a $d-$regular random model, we assign to vertices $q-$state spins. From this model, we define the \emph{empirical co-operate measure}, which enumerates the number of co-operation between a given couple of spins, and \emph{ empirical…

Probability · Mathematics 2017-11-15 U. Ibrahim , A. Lotsi , K. Doku-Amponsah

We construct a general stochastic process and prove weak convergence results. It is scaled in space and through the parameters of its distribution. We show that our simplified scaling is equivalent to time scaling used frequently. The…

Probability · Mathematics 2011-07-01 Mine Caglar

The Poisson-sampling technique eliminates dependencies among symbol appearances in a random sequence. It has been used to simplify the analysis and strengthen the performance guarantees of randomized algorithms. Applying this method to…

Information Theory · Computer Science 2014-05-30 Jayadev Acharya , Ashkan Jafarpour , Alon Orlitsky , Ananda Theertha Suresh

Let $X$ be an isotropic random vector in $R^d$ that satisfies that for every $v \in S^{d-1}$, $\|<X,v>\|_{L_q} \leq L \|<X,v>\|_{L_p}$ for some $q \geq 2p$. We show that for $0<\varepsilon<1$, a set of $N = c(p,q,\varepsilon) d$ random…

Probability · Mathematics 2020-08-20 Shahar Mendelson

For scalable machine learning on large data sets, subsampling a representative subset is a common approach for efficient model training. This is often achieved through importance sampling, whereby informative data points are sampled more…

Cryptography and Security · Computer Science 2025-03-31 Dominik Fay , Sebastian Mair , Jens Sjölund

We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…

Probability · Mathematics 2020-10-22 Mikolaj J. Kasprzak
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