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We examine theoretical properties of the denoising score matching estimate. We model the density of observations with a nonparametric Gaussian mixture. We significantly relax the standard manifold assumption allowing the samples step away…

Machine Learning · Computer Science 2026-01-01 Konstantin Yakovlev , Nikita Puchkin

In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-series setting for a special class of discrete-time non-linear dynamical systems. This class includes stable recurrent neural networks (RNN), and the…

Machine Learning · Computer Science 2024-04-12 Deividas Eringis , John Leth , Zheng-Hua Tan , Rafal Wisniewski , Mihaly Petreczky

In the article we discuss the notion of the generalized invariant manifold introduced in our previous study. In the literature the method of the differential constraints is well known as a tool for constructing particular solutions for the…

Exactly Solvable and Integrable Systems · Physics 2021-07-08 I. T. Habibullin , A. R. Khakimova , A. O. Smirnov

This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions…

Statistics Theory · Mathematics 2012-08-21 Victoria Zinde-Walsh

We derive fundamental limitations on the performances of intrinsic averaging algorithms in open multi-agent systems, which are systems subject to random arrivals and departures of agents. Each agent holds a value, and their goal is to…

Multiagent Systems · Computer Science 2019-09-12 Charles Monnoyer de Galland , Julien M. Hendrickx

When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…

Machine Learning · Statistics 2020-12-24 Noam Finkelstein , Roy Adams , Suchi Saria , Ilya Shpitser

In the paper, we investigate Poincare type inequalities for the functions having zero mean value on the whole boundary of a Lipschitz domain or on a measurable part of the boundary. We derive exact and easily computable constants for some…

Analysis of PDEs · Mathematics 2015-02-24 Alexander I. Nazarov , Sergey I. Repin

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

Probability · Mathematics 2017-04-18 Stanislav Minsker

This paper is devoted to developing and applications of a generalized differential theory of variational analysis that allows us to work in incomplete normed spaces, without employing conventional variational techniques based on…

Optimization and Control · Mathematics 2020-11-17 Ashkan Mohammadi , Boris Mordukhovich

Approximating integrals is a fundamental task in probability theory and statistical inference, and their applied fields of signal processing, and Bayesian learning, as soon as expectations over probability distributions must be computed…

Statistics Theory · Mathematics 2026-05-06 Solal Martin , Emilie Chouzenoux , Victor Elvira

We provide a general methodology for unbiased estimation for intractable stochastic models. We consider situations where the target distribution can be written as an appropriate limit of distributions, and where conventional approaches…

Methodology · Statistics 2014-12-01 Sergios Agapiou , Gareth O. Roberts , Sebastian J. Vollmer

We study moment rearrangement invariant spaces, which contain as particular cases the generalized Grand Lebesgue Spaces, and provide norm estimates for some operators, not necessarily linear, acting between some measurable rearrangement…

Functional Analysis · Mathematics 2022-12-26 M. R. Formica , E. Ostrovsky , L. Sirota

We establish a Shearer-type inequality for the Poincar\'e constant, showing that the Poincar\'e constant corresponding to the convolution of a collection of measures can be nontrivially controlled by the Poincar\'e constants corresponding…

Probability · Mathematics 2018-07-03 Thomas A. Courtade

This paper develops efficient algorithms for distributed average consensus with quantized communication using the alternating direction method of multipliers (ADMM). We first study the effects of probabilistic and deterministic…

Systems and Control · Computer Science 2016-12-05 Shengyu Zhu , Biao Chen

Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…

Probability · Mathematics 2022-09-29 Damjan Škulj

This paper considers a probabilistic model for floating-point computation in which the roundoff errors are represented by bounded random variables with mean zero. Using this model, a probabilistic bound is derived for the forward error of…

Numerical Analysis · Mathematics 2021-04-15 Eric Hallman

The goal of this research is to derive an approach to assess uncertainty in an arbitrary volume conditioned by sampling data, without using geostatistical simulation. We have accomplished this goal by deriving an numerical tool suitable for…

Methodology · Statistics 2019-07-22 Alvaro I. Riquelme , Julian M. Ortiz

The classic Poincare inequality bounds the $L^q$-norm of a function $f$ in a bounded domain $\Omega \subset \R^n$ in terms of some $L^p$-norm of its gradient in $\Omega$. We generalize this in two ways: In the first generalization we remove…

Functional Analysis · Mathematics 2007-05-23 Elliott H. Lieb , Robert Seiringer , Jakob Yngvason

We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…

Methodology · Statistics 2015-05-04 Jihnhee Yu , Luge Yang , Albert Vexler , Alan D. Hutson

The ability of likelihood-based probabilistic models to generalize to unseen data is central to many machine learning applications such as lossless compression. In this work, we study the generalization of a popular class of probabilistic…

Machine Learning · Statistics 2022-10-18 Mingtian Zhang , Peter Hayes , David Barber