Related papers: Approximation with Independent Variables
Separation bounds are a fundamental measure of the complexity of solving a zero-dimensional system as it measures how difficult it is to separate its zeroes. In the positive dimensional case, the notion of reach takes its place. In this…
In this paper, we give a complete real-variable theory of local variable Hardy spaces. First, we present various real-variable characterizations in terms of several local maximal functions. Next, the new atomic and the finite atomic…
We introduce a novel measure of dependence that captures the extent to which a random variable $Y$ is determined by a random vector $X$. The measure equals zero precisely when $Y$ and $X$ are independent, and it attains one exactly when $Y$…
The problem of minimization of a quadratic functional depending on great number of binary variables is examined. 3 variants of minimization procedure are studied with the aid of computer simulation for spin-glass matrices. It is shown that…
Latent variable models represent a useful tool for the analysis of complex data when the constructs of interest are not observable. A problem related to these models is that the integrals involved in the likelihood function cannot be solved…
This report presents a new, algorithmic approach to the distributions of the distance between two points distributed uniformly at random in various polygons, based on the extended Kinematic Measure (KM) from integral geometry. We first…
If $S$ and $T$ are infinite sequences over a finite alphabet, then the lower and upper mutual dimensions $mdim(S:T)$ and $Mdim(S:T)$ are the upper and lower densities of the algorithmic information that is shared by $S$ and $T$. In this…
We present two theorems concerned with algorithmic randomness and differentiability of functions of several variables. Firstly, we prove an effective form of the Rademacher's Theorem: we show that computable randomness implies…
We provide improved differentially private algorithms for identity testing of high-dimensional distributions. Specifically, for $d$-dimensional Gaussian distributions with known covariance $\Sigma$, we can test whether the distribution…
Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution…
We show that the square Hellinger distance between two Bayesian networks on the same directed graph, $G$, is subadditive with respect to the neighborhoods of $G$. Namely, if $P$ and $Q$ are the probability distributions defined by two…
This paper explores the Law of the Iterated Logarithm (LIL) for $m$-dependent sequences under the framework of sub-linear expectations. We first extend existing LIL results to sequences of independent, non-identically distributed random…
We study the small ball probability of an order-$\ell$ simple random tensor $X=X^{(1)}\otimes\cdots\otimes X^{(\ell)}$ where $X^{(i)}, 1\leq i\leq\ell$ are independent random vectors in $\mathbb{R}^n$ that are log-concave or have…
A fundamental task in statistical learning is quantifying the joint dependence or association between two continuous random variables. We introduce a novel, fully non-parametric measure that assesses the degree of association between…
Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory.…
Likelihood-free methods such as approximate Bayesian computation (ABC) have extended the reach of statistical inference to problems with computationally intractable likelihoods. Such approaches perform well for small-to-moderate dimensional…
Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…
In this paper, we study the linear independence of special values, including the positive characteristic analogue of multizeta values, alternating multizeta values and multiple polylogarithms, at algebraic points. Consequently, we establish…
Let $A_n$ be an $n\times n$ random symmetric matrix with $(A_{ij})_{i< j}$ i.i.d. mean $0$, variance 1, following a subGaussian distribution and diagonal elements i.i.d. following a subGaussian distribution with a fixed variance. We…
Portnoy (2019) considered the problem of constructing an optimal confidence interval for the mean based on a single observation $\, X \sim {\cal{N}}(\mu , \, \sigma^2) \,$. Here we extend this result to obtaining 1-sample confidence…