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We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…

Probability · Mathematics 2024-01-19 Haoyu Ye , Peter Orbanz , Morgane Austern

In this paper, we study greedy variants of quasi-Newton methods. They are based on the updating formulas from a certain subclass of the Broyden family. In particular, this subclass includes the well-known DFP, BFGS and SR1 updates. However,…

Optimization and Control · Mathematics 2021-06-02 Anton Rodomanov , Yurii Nesterov

Graph-based models require aggregating information in the graph from neighbourhoods of different sizes. In particular, when the data exhibit varying levels of smoothness on the graph, a multi-scale approach is required to capture the…

Machine Learning · Computer Science 2022-02-22 Felix L. Opolka , Yin-Cong Zhi , Pietro Liò , Xiaowen Dong

Cooperative Greedy Pursuit Strategies are considered for approximating a signal partition subjected to a global constraint on sparsity. The approach aims at producing a high quality sparse approximation of the whole signal, using highly…

Data Structures and Algorithms · Computer Science 2015-12-15 Laura Rebollo-Neira

This paper describes performance bounds for compressed sensing in the presence of Poisson noise when the underlying signal, a vector of Poisson intensities, is sparse or compressible (admits a sparse approximation). The signal-independent…

Information Theory · Computer Science 2009-04-30 Rebecca M. Willett , Maxim Raginsky

In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…

Probability · Mathematics 2024-01-08 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt

We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. We do not restrict…

Probability · Mathematics 2019-04-12 S. Y. Novak

We consider exploration algorithms of the random sequential adsorption type both for homogeneous random graphs and random geometric graphs based on spatial Poisson processes. At each step, a vertex of the graph becomes active and its…

Probability · Mathematics 2017-11-22 Paola Bermolen , Matthieu Jonckheere , Jaron Sanders

We establish Poisson and compound Poisson approximations for stabilizing statistics of $\beta$-mixing point processes and give explicit rates of convergence. Our findings are based on a general estimate of the total variation distance of a…

Probability · Mathematics 2023-10-24 Nicolas Chenavier , Moritz Otto

In dictionary selection, several atoms are selected from finite candidates that successfully approximate given data points in the sparse representation. We propose a novel efficient greedy algorithm for dictionary selection. Not only does…

Machine Learning · Computer Science 2018-09-10 Kaito Fujii , Tasuku Soma

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

We introduce a new way to sample inhomogeneous random graphs designed to have a lot of flexibility in the assignment of the degree sequence and the individual edge probabilities while remaining tractable. To achieve this we run a Poisson…

Probability · Mathematics 2020-03-03 Lorenzo Federico

In this paper we show that that greedy bases can be defined as those where the error term using $m$-greedy approximant is uniformly bounded by the best $m$-term approximation with respect to polynomials with constant coefficients in the…

Functional Analysis · Mathematics 2016-06-24 Pablo M. Berná , Óscar Blasco

This paper deals with the intersection point process of a stationary and isotropic Poisson hyperplane process in $\mathbb{R}^d$ of intensity $t>0$, where only hyperplanes that intersect a centred ball of radius $R>0$ are considered. Taking…

Probability · Mathematics 2020-08-14 Anastas Baci , Gilles Bonnet , Christoph Thäle

We study approximation properties of sequences of centered additive random fields $Y_d$, $d\in\mathbb{N}$. The average case approximation complexity $n^{Y_d}(\varepsilon)$ is defined as the minimal number of evaluations of arbitrary linear…

Probability · Mathematics 2017-10-31 A. A. Khartov , M. Zani

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…

Statistics Theory · Mathematics 2019-02-19 Martin Kroll

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in…

Information Theory · Computer Science 2016-11-17 Karsten Fyhn , Marco F. Duarte , Søren Holdt Jensen

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…

Statistics Theory · Mathematics 2015-06-08 Shota Gugushvili , Frank van der Meulen , Peter Spreij

The realisation of sensing modalities based on the principles of compressed sensing is often hindered by discrepancies between the mathematical model of its sensing operator, which is necessary during signal recovery, and its actual…

Information Theory · Computer Science 2018-02-21 Valerio Cambareri , Amirafshar Moshtaghpour , Laurent Jacques
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