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In this paper we provide explicit upper bounds on some distances between the (law of the) output of a random Gaussian NN and (the law of) a random Gaussian vector. Our results concern both shallow random Gaussian neural networks with…

In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…

Probability · Mathematics 2024-03-27 Jürgen Angst , Ronan Herry , Dominique Malicet , Guillaume Poly

Markov chains and diffusion processes are indispensable tools in machine learning and statistics that are used for inference, sampling, and modeling. With the growth of large-scale datasets, the computational cost associated with simulating…

Statistics Theory · Mathematics 2017-08-31 Jonathan H. Huggins , James Zou

This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes…

We study quantum neural networks where the generated function is the expectation value of the sum of single-qubit observables across all qubits. In [Girardi \emph{et al.}, arXiv:2402.08726], it is proven that the probability distributions…

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Score-based diffusion models have achieved remarkable empirical success in generating high-quality samples from target data distributions. Among them, the Denoising Diffusion Probabilistic Model (DDPM) is one of the most widely used…

Machine Learning · Statistics 2025-12-16 Yuchen Jiao , Yuchen Zhou , Gen Li

We provide an algorithm for properly learning mixtures of two single-dimensional Gaussians without any separability assumptions. Given $\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithm outputs a mixture that is…

Data Structures and Algorithms · Computer Science 2014-05-20 Constantinos Daskalakis , Gautam Kamath

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

Statistics Theory · Mathematics 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

Resource-efficiently computing representations of probability distributions and the distances between them while only having access to the samples is a fundamental and useful problem across mathematical sciences. In this paper, we propose a…

Machine Learning · Computer Science 2025-06-19 Debabrota Basu , Debarshi Chanda

We derive upper bounds on the Wasserstein distance ($W_1$), with respect to $\sup$-norm, between any continuous $\mathbb{R}^d$ valued random field indexed by the $n$-sphere and the Gaussian, based on Stein's method. We develop a novel…

Probability · Mathematics 2024-05-02 Krishnakumar Balasubramanian , Larry Goldstein , Nathan Ross , Adil Salim

We revisit extending the Kolmogorov-Smirnov distance between probability distributions to the multidimensional setting and make new arguments about the proper way to approach this generalization. Our proposed formulation maximizes the…

Computation · Statistics 2025-04-16 Peter Matthew Jacobs , Foad Namjoo , Jeff M. Phillips

We study the distribution of hard-, soft-, and adaptive soft-thresholding estimators within a linear regression model where the number of parameters k can depend on sample size n and may diverge with n. In addition to the case of known…

Statistics Theory · Mathematics 2012-01-04 Benedikt M. Pötscher , Ulrike Schneider

We study density estimation for classes of shift-invariant distributions over $\mathbb{R}^d$. A multidimensional distribution is "shift-invariant" if, roughly speaking, it is close in total variation distance to a small shift of it in any…

Machine Learning · Computer Science 2018-11-12 Anindya De , Philip M. Long , Rocco A. Servedio

When two different parties use the same learning rule on their own data, how can we test whether the distributions of the two outcomes are similar? In this paper, we study the similarity of outcomes of learning rules through the lens of the…

Machine Learning · Computer Science 2023-05-24 Alkis Kalavasis , Amin Karbasi , Shay Moran , Grigoris Velegkas

Statistical distances (SDs), which quantify the dissimilarity between probability distributions, are central to machine learning and statistics. A modern method for estimating such distances from data relies on parametrizing a variational…

Statistics Theory · Mathematics 2021-03-18 Sreejith Sreekumar , Zhengxin Zhang , Ziv Goldfeld

In this paper, we derive some upper and lower bounds and inequalities for the total variation distance (TVD) and the Kullback-Leibler divergence (KLD), also known as the relative entropy, between two probability measures $\mu$ and $\nu$…

Probability · Mathematics 2025-01-07 Ievlev Pavel , Timofei Shashkov

This work establishes computable bounds between f-divergences for probability measures within a generalized quasi-$\varepsilon_{(M,m)}$-neighborhood framework. We make the following key contributions. (1) a unified characterization of local…

Information Theory · Computer Science 2025-08-12 Xinchun Yu , Shuangqing Wei , Xiao-Ping Zhang

The Gaussian-smoothed optimal transport (GOT) framework, recently proposed by Goldfeld et al., scales to high dimensions in estimation and provides an alternative to entropy regularization. This paper provides convergence guarantees for…

Machine Learning · Computer Science 2021-03-02 Yixing Zhang , Xiuyuan Cheng , Galen Reeves

We study the distributional properties of linear neural networks with random parameters in the context of large networks, where the number of layers diverges in proportion to the number of neurons per layer. Prior works have shown that in…

Machine Learning · Statistics 2024-11-26 Federico Bassetti , Lucia Ladelli , Pietro Rotondo