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We consider the Stieltjes moment problem for the Berg-Urbanik semigroups which form a class of multiplicative convolution semigroups on $\mathbb{R}_+$ that is in bijection with the set of Bernstein functions. Berg and Dur\'an proved that…

Probability · Mathematics 2022-05-24 Pierre Patie , Aditya Vaidyanathan

The main purpose of this paper is to establish a noncommutative analogue of the Efron--Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including…

Functional Analysis · Mathematics 2021-07-23 Ali Talebi , Mohammad Sal Moslehian

We prove a Leibniz-type inequality for the spread of random variables in terms of their $L_p$-norms. The result is motivated by the Kato-Ponce inequalities and Rieffel's strong Leibniz property.

Functional Analysis · Mathematics 2017-05-09 Zoltan Leka

We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the…

Machine Learning · Computer Science 2020-02-04 Ilja Kuzborskij , Csaba Szepesvári

A novel method for estimating Bayesian network (BN) parameters from data is presented which provides improved performance on test data. Previous research has shown the value of representing conditional probability distributions (CPDs) via…

Machine Learning · Computer Science 2013-01-14 Geoff A. Jarrad

We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study…

Statistics Theory · Mathematics 2019-09-04 Haolei Weng , Yang Feng

In this article, we establish Hoeffding's inequality for bounded Lipschitz functions of a class of not necessarily irreducible Markov models. The result complements the existing literature on this topic where Hoeffding's inequality for…

Probability · Mathematics 2021-11-30 Nikola Sandric , Stjepan Sebek

We show that the probability that a multilinear polynomial $f$ of independent random variables exceeds its mean by $\lambda$ is at most $e^{-\lambda^2 / (R^q Var(f))}$ for sufficiently small $\lambda$, where $R$ is an absolute constant.…

Probability · Mathematics 2012-06-11 Warren Schudy , Maxim Sviridenko

The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…

Statistics Theory · Mathematics 2009-09-29 Moulinath Banerjee

We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given…

Numerical Analysis · Mathematics 2018-02-15 Karolina Bujok , Ben Hambly , Christoph Reisinger

Community detection is one of the fundamental problems in the study of network data. Most existing community detection approaches only consider edge information as inputs, and the output could be suboptimal when nodal information is…

Methodology · Statistics 2016-12-13 Haolei Weng , Yang Feng

The generalized labeled multi-Bernoulli (GLMB) is a family of tractable models that alleviates the limitations of the Poisson family in dynamic Bayesian inference of point processes. In this paper, we derive closed form expressions for the…

Computation · Statistics 2015-10-20 Michael Beard , Ba-Tuong Vo , Ba-Ngu Vo , Sanjeev Arulampalam

Many studies that gather social network data use survey methods that lead to censored, missing or otherwise incomplete information. For example, the popular fixed rank nomination (FRN) scheme, often used in studies of schools and…

Methodology · Statistics 2012-12-27 Peter Hoff , Bailey Fosdick , Alex Volfovsky , Katherine Stovel

In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding inequalities for independent random variables. Our conditions…

Probability · Mathematics 2023-06-16 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov

The stochastic block model (SBM) provides a popular framework for modeling community structures in networks. However, more attention has been devoted to problems concerning estimating the latent node labels and the model parameters than the…

Statistics Theory · Mathematics 2016-03-02 Y. X. Rachel Wang , Peter J. Bickel

Research into detection of dense communities has recently attracted increasing attention within network science, various metrics for detection of such communities have been proposed. The most popular metric -- Modularity -- is based on the…

Physics and Society · Physics 2025-04-30 Ke-ke Shang , Michael Small , Yan Wang , Di Yin , Shu Li

We establish some new non-asymptotical lower bounds for deviation of regular unbiased estimation of unknown parameter from its true value in different norms, alike the classical Rao-Kramer's inequality. We show that if the new norm is…

Statistics Theory · Mathematics 2014-07-17 E. Ostrovsky , L. Sirota

We introduce and study a subclass of joint Bernoulli distributions which has the palindromic property. For such distributions the vector of joint probabilities is unchanged when the order of the elements is reversed. We prove for binary…

Methodology · Statistics 2016-05-06 Giovanni M. Marchetti , Nanny Wermuth

We propose a new Bayesian Neural Net formulation that affords variational inference for which the evidence lower bound is analytically tractable subject to a tight approximation. We achieve this tractability by (i) decomposing ReLU…

Machine Learning · Statistics 2019-06-13 Manuel Haussmann , Fred A. Hamprecht , Melih Kandemir

In this paper we propose methodology for inference of binary-valued adjacency matrices from various measures of the strength of association between pairs of network nodes, or more generally pairs of variables. This strength of association…

Applications · Statistics 2016-05-16 Thomas E. Bartlett