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We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave…

Probability · Mathematics 2014-07-14 Dario Cordero-Erausquin , Nathael Gozlan

The Paterson--Stockmeyer method is an evaluation scheme for matrix polynomials with scalar coefficients that arise in many state-of-the-art algorithms based on polynomial or rational approximation, for example, those for computing…

Numerical Analysis · Mathematics 2024-12-06 Xiaobo Liu

We introduce a class of Markov chains, that contains the model of stochastic approximation by averaging and non-averaging. Using martingale approximation method, we establish various deviation inequalities for separately Lipschitz functions…

Probability · Mathematics 2022-09-16 Xiequan Fan , Pierre Alquier , Paul Doukhan

We present novel martingale concentration inequalities for martingale differences with finite Orlicz-$\psi_\alpha$ norms. Such martingale differences with weak exponential-type tails scatters in many statistical applications and can be…

Probability · Mathematics 2020-03-19 Chris Junchi Li

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…

Probability · Mathematics 2020-05-15 Friedrich Götze , Holger Sambale , Arthur Sinulis

The focal-loss has become a widely used alternative to cross-entropy in class-imbalanced classification problems, particularly in computer vision. Despite its empirical success, a systematic information-theoretic study of the focal-loss…

Information Theory · Computer Science 2026-03-04 Jaimin Shah , Martina Cardone , Alex Dytso

A special class of preferences, given by a directed acyclic graph, is considered. They are represented by incomplete pairwise comparison matrices as only partial information is available: for some pairs no comparison is given in the graph.…

Optimization and Control · Mathematics 2019-06-20 László Csató , Lajos Rónyai

The aim of this paper is to present a new proof of an explicit version of the Berry-Ess\'{e}en type inequality of Bolthausen (Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte Gebiete, 66, 379--386, 1984). The literature already…

Probability · Mathematics 2020-04-27 Bero Roos

We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various…

Statistics Theory · Mathematics 2014-09-23 Xinjia Chen

We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order…

Machine Learning · Statistics 2018-12-11 Gilles Blanchard , Oleksandr Zadorozhnyi

We introduce a notion called entropic independence that is an entropic analog of spectral notions of high-dimensional expansion. Informally, entropic independence of a background distribution $\mu$ on $k$-sized subsets of a ground set of…

Data Structures and Algorithms · Computer Science 2021-11-08 Nima Anari , Vishesh Jain , Frederic Koehler , Huy Tuan Pham , Thuy-Duong Vuong

The Marchenko method is developed in the inverse scattering problem for a linear system of first-order differential equations containing potentials proportional to the spectral parameter. The corresponding Marchenko system of integral…

Mathematical Physics · Physics 2022-03-08 T. Aktosun , R. Ercan

Matrix functions extend scalar function concepts to linear operators, offering a unified framework with broad applications in mathematics, science, and engineering. Classical definitions--via power series, spectral calculus, or Jordan…

Functional Analysis · Mathematics 2025-10-21 Shih-Yu Chang

Centrality measures identify and rank the most influential entities of complex networks. In this paper, we generalize matrix function-based centrality measures, which have been studied extensively for single-layer and temporal networks in…

Physics and Society · Physics 2022-03-24 Kai Bergermann , Martin Stoll

This article analyses a new class of advanced particle Markov chain Monte Carlo algorithms recently introduced by Andrieu, Doucet, and Holenstein (2010). We present a natural interpretation of these methods in terms of well known…

Probability · Mathematics 2014-10-28 P. Del Moral , R. Kohn , F. Patras

For symmetric random matrices with correlated entries, which are functions of independent random variables, we show that the asymptotic behavior of the empirical eigenvalue distribution can be obtained by analyzing a Gaussian matrix with…

Probability · Mathematics 2014-11-11 Florence Merlevede , Magda Peligrad , Marwa Banna

The purpose of this short note is to demonstrate uniform logarithmic Sobolev inequalities for the mean field gradient particle systems associated to an energy functional that is convex in the flat sense. A defective log-Sobolev inequality…

Probability · Mathematics 2024-08-13 Songbo Wang

The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…

Machine Learning · Statistics 2022-05-17 Yuxin Dong , Tieliang Gong , Shujian Yu , Chen Li

Pipage rounding is a dependent random sampling technique that has several interesting properties and diverse applications. One property that has been particularly useful is negative correlation of the resulting vector. Unfortunately…

Data Structures and Algorithms · Computer Science 2013-07-10 Nicholas J. A. Harvey , Neil Olver

We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, but not necessarily positive, the spectral gap, the Cheeger…

Probability · Mathematics 2016-12-05 Matthias Erbar , Max Fathi