Related papers: Lower tails via relative entropy

Correcting for skewness can result in more accurate tail probability approximations in the central limit theorem for sums of independent random variables. In this paper, we extend the theory to sums of local statistics of independent random…

We derive simple but nearly tight upper and lower bounds for the binomial lower tail probability (with straightforward generalization to the upper tail probability) that apply to the whole parameter regime. These bounds are easy to compute…

We consider the estimation of small probabilities or other risk quantities associated with rare but catastrophic events. In the model-based literature, much of the focus has been devoted to efficient Monte Carlo computation or analytical…

We study the problem of posterior sampling in the context of score based generative models. We have a trained score network for a prior $p(x)$, a measurement model $p(y|x)$, and are tasked with sampling from the posterior $p(x|y)$. Prior…

This article discusses random hypergraphs with varying hyperedge sizes, admitting large hyperedges with size tending to infinity, and heavy-tailed limiting hyperedge size distributions. The main result describes a threshold for the random…

This work studies applications and generalizations of a simple estimation technique that provides exponential concentration under heavy-tailed distributions, assuming only bounded low-order moments. We show that the technique can be used…

We study the minimum number of constraints needed to formulate random instances of the maximum stable set problem via linear programs (LPs), in two distinct models. In the uniform model, the constraints of the LP are not allowed to depend…

We investigate the maximum-entropy model $\mathcal{B}_{n,m,p}$ for random $n$-vertex, $m$-edge multi-hypergraphs with expected edge size $pn$. We show that the expected size of the minimization of $\mathcal{B}_{n,m,p}$, i.e., the number of…

Starting with the large deviation principle (LDP) for the Erd\H{o}s-R\'enyi binomial random graph $\mathcal{G}(n,p)$ (edge indicators are i.i.d.), due to Chatterjee and Varadhan (2011), we derive the LDP for the uniform random graph…

We develop an efficient simulation algorithm for computing the tail probabilities of the infinite series $S = \sum_{n \geq 1} a_n X_n$ when random variables $X_n$ are heavy-tailed. As $S$ is the sum of infinitely many random variables, any…

In this paper, we discuss the convergence rate of empirical processes of Gaussian processes for a large class of function families. Our main goal is to show that the tail of the uniform norm of the empirical processes can be dominated by…

An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal…

We study the utility and limitations of using $k$-uniform hypergraphs $H = ([n], E)$ ($n \ge \mathrm{poly}(k)$) in the context of error reduction for randomized algorithms for decision problems with one- or two-sided error. Our error…

In this paper we develop a novel inferential approach based on geometric records for estimating the tail index of heavy-tailed distributions. We construct a maximum likelihood estimator for the Pareto model and establish its strong…

We provide large deviations estimates for the upper tail of the number of triangles in scale-free inhomogeneous random graphs where the degrees have power law tails with index $-\alpha, \alpha \in (1,2)$. We show that upper tail…

Homophily is the principle whereby "similarity breeds connections". We give a quantitative formulation of this principle within networks. Given a network and a labeled partition of its vertices, the vector indexed by each class of the…

The increasing penetration of embedded renewables makes forecasting net-load, consumption less embedded generation, a significant and growing challenge. Here a framework for producing probabilistic forecasts of net-load is proposed with…

Let $G$ and $H$ be hypergraphs on $n$ vertices, and suppose $H$ has large enough minimum degree to necessarily contain a copy of $G$ as a subgraph. We give a general method to randomly embed $G$ into $H$ with good "spread". More precisely,…

In this paper, we obtain optimal uniform lower tail estimates for the probability distribution of the properly scaled length of the longest up/right path of the last passage site percolation model considered by Johansson in [12]. The…

Let $P$ be a polynomial of degree $d$ in independent Bernoulli random variables which has zero mean and unit variance. The Bonami hypercontractivity bound implies that the probability that $|P| > t$ decays exponentially in $t^{2/d}$.…