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In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive upper bounds on the probability that the estimate deviates by…

Statistics Theory · Mathematics 2020-05-26 Rodrigo A. González , Cristian R. Rojas

We prove the main conjecture from [M. R. Douglas, B. Shiffman and S. Zelditch, Critical points and supersymmetric vacua, II: Asymptotics and extremal metrics. J. Differential Geom. 72 (2006), no. 3, 381-427] concerning the metric dependence…

Mathematical Physics · Physics 2008-02-18 Benjamin Baugher

A general structural equation model is fitted on a panel data set that consists of $I$ correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider…

Statistics Theory · Mathematics 2007-06-13 Savas Papadopoulos , Yasuo Amemiya

Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…

Methodology · Statistics 2025-06-19 Kontemeniotis Nikolaos , Vargiakakis Rafail , Tsagris Michail

How can you sample good negative examples for contrastive learning? We argue that, as with metric learning, contrastive learning of representations benefits from hard negative samples (i.e., points that are difficult to distinguish from an…

Machine Learning · Computer Science 2021-01-26 Joshua Robinson , Ching-Yao Chuang , Suvrit Sra , Stefanie Jegelka

We utilize quantum superposition principle to establish the improvable upper and lower bounds on the stronger uncertainty relation, i.e., the "weighted-like" sum of the variances of observables. Our bounds include some free parameters which…

Quantum Physics · Physics 2017-04-17 Jun Zhang , Yang Zhang , Chang-shui Yu

Given a hypergraph $\Gamma=(\Omega,\mathcal{X})$ and a sequence $\mathbf{p} = (p_\omega)_{\omega\in \Omega}$ of values in $(0,1)$, let $\Omega_{\mathbf{p}}$ be the random subset of $\Omega$ obtained by keeping every vertex $\omega$…

Combinatorics · Mathematics 2019-04-18 Frank Mousset , Andreas Noever , Konstantinos Panagiotou , Wojciech Samotij

The frequency-dependent conductivity is studied for both the one-dimensional Hubbard model and a model of spinless fermions, using a selection rule, the Bethe ansatz energy eigenstates, and conformal invariance. For densities where the…

Condensed Matter · Physics 2007-05-23 J. M. P. Carmelo , P. D. Sacramento , N. M. R. Peres , D. Baeriswyl

The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…

Probability · Mathematics 2024-12-05 Pierre Monmarché , Katharina Schuh

We develop a new method for constructing "good" designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of…

Statistics Theory · Mathematics 2010-10-05 C. Devon Lin , Derek Bingham , Randy R. Sitter , Boxin Tang

Labeling training data is a key bottleneck in the modern machine learning pipeline. Recent weak supervision approaches combine labels from multiple noisy sources by estimating their accuracies without access to ground truth labels; however,…

Machine Learning · Statistics 2019-03-15 Paroma Varma , Frederic Sala , Ann He , Alexander Ratner , Christopher Ré

The use of Bell's theorem in any application or experiment relies on the assumption of free choice or, more precisely, measurement independence, meaning that the measurements can be chosen freely. Here, we prove that even in the simplest…

Quantum Physics · Physics 2016-11-25 Gilles Pütz , Denis Rosset , Tomer Jack Barnea , Yeong-Cherng Liang , Nicolas Gisin

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

The quotient correlation is defined here as an alternative to Pearson's correlation that is more intuitive and flexible in cases where the tail behavior of data is important. It measures nonlinear dependence where the regular correlation…

Statistics Theory · Mathematics 2008-12-18 Zhengjun Zhang

Driven by several successful applications such as in stochastic gradient descent or in Bayesian computation, control variates have become a major tool for Monte Carlo integration. However, standard methods do not allow the distribution of…

Machine Learning · Statistics 2022-10-06 Rémi Leluc , François Portier , Johan Segers , Aigerim Zhuman

A Greek weight associated to a parameterized random variable $Z(\lambda)$ is a random variable $\pi$ such that $\nabla_{\lambda}E[\phi(Z(\lambda))]=E[\phi(Z(\lambda))\pi]$ for any function $\phi$. The importance of the set of Greek weights…

Probability · Mathematics 2007-10-25 Romuald Elie , Jean-David Fermanian , Nizar Touzi

We consider a $d$-dimensional correlated percolation problem of sites {\em not} visited by a random walk on a hypercubic lattice $L^d$ for $d=3$, 4 and 5. The length of the random walk is ${\cal N}=uL^d$. Close to the critical value…

Statistical Mechanics · Physics 2024-08-21 Raz Halifa Levi , Yacov Kantor

We explore how local, cosmology-independent measurements of the Hubble constant and the age of the Universe help to provide a powerful consistency check of the currently favored cosmological model (flat LambdaCDM) and model-independent…

Cosmology and Nongalactic Astrophysics · Physics 2013-03-25 Licia Verde , Raul Jimenez , Stephen Feeney

Metric learning is an important problem in machine learning. It aims to group similar examples together. Existing state-of-the-art metric learning approaches require class labels to learn a metric. As obtaining class labels in all…

Computer Vision and Pattern Recognition · Computer Science 2020-09-29 Ujjal Kr Dutta , Mehrtash Harandi , Chellu Chandra Sekhar

The ability of learning disentangled representations represents a major step for interpretable NLP systems as it allows latent linguistic features to be controlled. Most approaches to disentanglement rely on continuous variables, both for…

Computation and Language · Computer Science 2021-09-16 Giangiacomo Mercatali , André Freitas