Related papers: Approximating $L_p$ unit balls via random sampling
Let $X= \{X(p), p\in M\}$ be a centered Gaussian random field, where $M$ is a smooth Riemannian manifold. For a suitable compact subset $D\subset M$, we obtain the approximations to excursion probability $\mathbb{P}\{\sup_{p\in D} X(p) \ge…
Recent likelihood theory produces $p$-values that have remarkable accuracy and wide applicability. The calculations use familiar tools such as maximum likelihood values (MLEs), observed information and parameter rescaling. The usual…
Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…
We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the…
We consider the problem of estimating the $L_1$ distance between two discrete probability measures $P$ and $Q$ from empirical data in a nonasymptotic and large alphabet setting. When $Q$ is known and one obtains $n$ samples from $P$, we…
For $0 < \alpha \leq 1$, let $E$ be a compact subset of the $d$-dimensional moment curve in $\mathbb{R}^d$ such that $N(E,\varepsilon) \lesssim \varepsilon^{-\alpha}$ for $0 <\varepsilon <1$ where $N(E,\varepsilon)$ is the smallest number…
We develop a maximum relative entropy formalism to generate optimal approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…
Let $X=(x_1,...,x_n)$ be a random vector that satisfies a weak small ball property and whose coordinates $x_i$ satisfy that $\|x_i\|_{L_p} \lesssim \sqrt{p} \|x_i\|_{L_2}$ for $p \sim \log n$. In \cite{LM_compressed}, it was shown that $N$…
Let $f$ be a continuous monotone real function defined on a compact interval $[a,b]$ of the real line. Given a sequence of partitions of $[a,b]$, $% \Delta_n $, $\left\Vert {\Delta }_{n}\right\Vert \rightarrow 0$, and given $l\geq 0,m\geq…
We study integer programming instances over polytopes P(A,b)={x:Ax<=b} where the constraint matrix A is random, i.e., its entries are i.i.d. Gaussian or, more generally, its rows are i.i.d. from a spherically symmetric distribution. The…
Let $M$ be a complete Riemannian manifold, $N\in \NN$ and $p\ge 1$. We prove that almost everywhere on $x=(x_1,...,x_N)\in M^N$ for Lebesgue measure in $M^N$, the measure $\di \mu(x)=\f1N\sum_{k=1}^N\d_{x_k}$ has a unique $p$-mean $e_p(x)$.…
We show that for every $k\in\mathbb{N}$ and $\varepsilon>0$, for large enough alphabet $R$, given a $k$-CSP with alphabet size $R$, it is NP-hard to distinguish between the case that there is an assignment satisfying at least…
We re-examine the notion of relative $(p,\eps)$-approximations, recently introduced in [CKMS06], and establish upper bounds on their size, in general range spaces of finite VC-dimension, using the sampling theory developed in [LLS01] and in…
It is a classical result from Diophantine approximation that the set of badly approximable numbers has Lebesgue measure zero. In this paper we generalise this result to more general sequences of balls. Given a countable set of closed…
Given a set C in R^d, let p(C) be the probability that a random d-dimensional unimodular lattice, chosen according to Haar measure on SL(d,Z)\SL(d,R), is disjoint from C\{0}. For special convex sets C we prove bounds on p(C) which are sharp…
We provide the currently fastest randomized (1+epsilon)-approximation algorithm for the closest vector problem in the infinity norm. The running time of our method depends on the dimension n and the approximation guarantee epsilon by 2^O(n)…
We show that there are sampling projections on arbitrary $n$-dimensional subspaces of $B(D)$ with at most $2n$ samples and norm of order $\sqrt{n}$, where $B(D)$ is the space of complex-valued bounded functions on a set $D$. This gives a…
We study approximation of the embedding $\ell_p^m \hookrightarrow \ell_q^m$, $1 \leq p < q \leq \infty$, based on randomized algorithms that use up to $n$ arbitrary linear functionals as information on a problem instance where $n \ll m$. By…
We study the classical problem of moment estimation of an underlying vector whose $n$ coordinates are implicitly defined through a series of updates in a data stream. We show that if the updates to the vector arrive in the random-order…
For a fixed positive integer $d$ and a small real $p>0$, sample a $p$-random subset $A \subseteq \mathbb{Z}_{\geq 0}^d$, and let $S:=\langle A \rangle$ be the generalized numerical semigroup generated by $A$. We show that with high…