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The aim of this paper is to prove an improved version of the bounded differences inequality for matrix valued functions, by developing the methods of Mackey et al.: "Matrix Concentration Inequalities via the Method of Exchangeable Pairs".…

Probability · Mathematics 2013-02-20 Daniel Paulin

Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…

Machine Learning · Statistics 2021-11-04 Andrés F. López-Lopera , François Bachoc , Nicolas Durrande , Olivier Roustant

The characterization of an unknown quantum system requires the Hamiltonian identification. The full access to the system, however, is usually restricted, hindering the direct retrieval of relevant parameters, and a reliable indirect…

Quantum Physics · Physics 2020-12-07 He Feng , Tian-Min Yan , Y. H. Jiang

We consider the Lame system of linear elasticity with periodically distributed inclusions whose elastic parameters have high contrast compared to the background media. We develop a unified method based on layer potential techniques to…

Analysis of PDEs · Mathematics 2022-07-13 Xin Fu , Wenjia Jing

The use of nonstandard methods to characterize properties of weak, strong and mixed extensions of congruences to ultrafilters has been the main topic of several recent papers. We show that similar methods can be used to characterize the…

The connection between inequalities in additive combinatorics and analogous versions in terms of the entropy of random variables has been extensively explored over the past few years. This paper extends a device introduced by Ruzsa in his…

Combinatorics · Mathematics 2019-05-28 Alberto Espuny Díaz , Oriol Serra

In theory, the probabilistic linkage method provides two distinct advantages over non-probabilistic methods, including minimal rates of linkage error and accurate measures of these rates for data users. However, implementations can fall…

Methodology · Statistics 2019-11-06 Abel Dasylva , Arthur Goussanou , David Ajavon , Hanan Abousaleh

Motivated by the Lam--Pylyavskyy inequalities for Schur functions, we give a far reaching multivariate generalization of Fishburn's correlation inequality for the number of linear extensions of posets. We then give a multivariate…

Combinatorics · Mathematics 2023-06-07 Swee Hong Chan , Igor Pak

The analysis of extremal dependence in high dimensions has recently attracted considerable interest. Existing methodology primarily focuses on modeling and estimation of extremal dependence structures, often supported by concentration…

Statistics Theory · Mathematics 2026-04-02 Axel Bücher , Yeonjoon Choi , Katharina Effertz , Stanislav Volgushev

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

Many systems of interest to control engineering can be modeled by linear complementarity problems. We introduce a new notion of equivalence between linear complementarity problems that sets the basis to translate the powerful tools of…

Dynamical Systems · Mathematics 2019-11-14 Fernando Castaños , Félix Miranda-Villatoro , Alessio Franci

In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not…

Systems and Control · Electrical Eng. & Systems 2020-04-16 Mirko Fiacchini , Teodoro Alamo

We study the convergence of distributions on finite paths of weighted digraphs, namely the family of Boltzmann distributions and the sequence of uniform distributions. Targeting applications to the convergence of distributions on paths, we…

Probability · Mathematics 2024-10-04 Samy Abbes

The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…

Mathematical Physics · Physics 2019-02-26 Peter J Forrester , Shi-Hao Li

A characteristic-dependent linear rank inequality is a linear inequality that holds by ranks of subspaces of a vector space over a finite field of determined characteristic, and does not in general hold over other characteristics. In this…

Information Theory · Computer Science 2019-04-09 Victor Pena , Humberto Sarria

Chatterjee (2021) introduced an asymmetric correlation measure that has attracted much attention over the past year. In this paper, we derive the asymptotic distribution of the symmetric version of Chatterjee's correlation, and suggest a…

Methodology · Statistics 2022-06-02 Qingyang Zhang

The standard notion of poset probability of a finite poset P involves calculating, for incomparable $\alpha$, $\beta$ in P, the number of linear extensions of P for which $\alpha$ precedes $\beta$. The fraction of those linear extensions…

Combinatorics · Mathematics 2025-07-08 Albin Jaldevik , Jan Snellman

In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models. We study this problem and offer several…

Econometrics · Economics 2022-03-08 Matthew Harding , Carlos Lamarche , Chris Muris

In section 1 we consider a 3-tuple $S=(|S|,\preccurlyeq,E)$ where $|S|$ is a finite set, $\preccurlyeq$ a partial ordering on $|S|,$ and $E$ a set of unordered pairs of distinct members of $|S|,$ and study, as a function of $n\geq 0,$ the…

Combinatorics · Mathematics 2018-06-12 George M. Bergman

We consider the hypothesis testing problem of deciding whether an observed high-dimensional vector has independent normal components or, alternatively, if it has a small subset of correlated components. The correlated components may have a…

Statistics Theory · Mathematics 2012-06-04 Ery Arias-Castro , Sébastien Bubeck , Gábor Lugosi