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We provide a mutual information lower bound that can be used to analyze the effect of training in models with unknown parameters. For large-scale systems, we show that this bound can be calculated using the difference between two…

Information Theory · Computer Science 2021-08-21 Xiangbo Meng , Kang Gao , Bertrand M. Hochwald

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

Statistics Theory · Mathematics 2011-04-25 G. Jogesh Babu , Zhidong Bai , Kwok Pui Choi , Vasudevan Mangalam

Statistical Inference is the process of determining a probability distribution over the space of parameters of a model given a data set. As more data becomes available this probability distribution becomes updated via the application of…

Disordered Systems and Neural Networks · Physics 2022-04-28 David S. Berman , Jonathan J. Heckman , Marc Klinger

A uniformly random graph on $n$ vertices with a fixed degree sequence, obeying a $\gamma$ subpower law, is studied. It is shown that, for $\gamma>3$, in a subcritical phase with high probability the largest component size does not exceed…

Probability · Mathematics 2008-08-22 B. G. Pittel

Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum…

Machine Learning · Statistics 2018-06-05 Emilie Kaufmann , Wouter Koolen , Aurelien Garivier

We theoretically and numerically investigated the threshold network model with a generic weight function where there were a large number of nodes and a high threshold. Our analysis was based on extreme value theory, which gave us a…

Statistical Mechanics · Physics 2009-11-20 A. Fujihara , M. Uchida , H. Miwa

Deep neural networks exhibit empirical neural scaling laws, with error decreasing as a power law with increasing model or data size, across a wide variety of architectures, tasks, and datasets. This universality suggests that scaling laws…

Machine Learning · Computer Science 2024-12-12 Ari Brill

Power-law distributions are common, particularly in social physics. Here, we explore whether power-laws might arise as a consequence of a general variational principle for stochastic processes. We describe communities of 'social particles',…

Physics and Society · Physics 2011-12-30 G. J. Peterson , K. A. Dill

Partial sum rules are widely used in physics to separate low- and high-energy degrees of freedom of complex dynamical systems. Their application, though, is challenged in practice by the always finite spectrometer bandwidth and is often…

Other Condensed Matter · Physics 2009-11-13 A. B. Kuzmenko , D. van der Marel , F. Carbone , F. Marsiglio

When data is plentiful, the loss achieved by well-trained neural networks scales as a power-law $L \propto N^{-\alpha}$ in the number of network parameters $N$. This empirical scaling law holds for a wide variety of data modalities, and may…

Machine Learning · Computer Science 2020-04-24 Utkarsh Sharma , Jared Kaplan

Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…

Statistical Finance · Quantitative Finance 2020-04-14 Nassim Nicholas Taleb

Systematic inaccuracy is inherent in any computational estimate of a non-linear average, due to the availability of only a finite number of data values, N. Free energy differences (DF) between two states or systems are critically important…

Computational Physics · Physics 2009-11-07 Daniel M. Zuckerman , Thomas B. Woolf

The range of motion of a particle with certain energy $E$ confined in a potential is determined from the energy conservation law in classical mechanics. The counterpart of this question in quantum mechanics can be regarded as what the…

High Energy Physics - Theory · Physics 2023-02-16 Takeshi Morita

A length dependence of the effective mobility in the form of a power law, B ~ L^(1-1/alpha) is observed in dispersive transport in amorphous substances, with 0 < \alpha < 1. We deduce this behavior as a simple consequence of the statistical…

Statistical Mechanics · Physics 2007-05-23 K. W. Kehr , K. P. N. Murthy , H. Ambaye

In this paper, we will see that the proportion of d as leading digit, d $\in$ 1, 9, in data (obtained thanks to the hereunder developed model) is more likely to follow a law whose probability distribution is determined by a specific upper…

Probability · Mathematics 2018-06-13 Stéphane Blondeau da Silva

We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…

Probability · Mathematics 2017-12-07 Christos Pelekis

This paper develops new limit theory for data that are generated by networks or more generally display cross-sectional dependence structures that are governed by observable and unobservable characteristics. Strategic network formation…

Probability · Mathematics 2019-08-08 Guido M. Kuersteiner

This note proves a law of large numbers for predicting several steps ahead, which, in the case of uniformly bounded random variables, generalizes the standard law of large numbers for martingales; the standard law of large numbers…

Probability · Mathematics 2026-04-14 Vladimir Vovk

Many optimization problems incorporate uncertainty affecting their parameters and thus their objective functions and constraints. As an example, in chance-constrained optimization the constraints need to be satisfied with a certain…

Systems and Control · Electrical Eng. & Systems 2020-01-09 Miguel Picallo , Florian Dörfler

By calculating the O(\alpha_s) corrections to inclusive heavy-to-light sum rules we find model independent upper and lower bounds on form factors for B to pi and B to rho. We use the bounds to rule out model predictions. Some models violate…

High Energy Physics - Phenomenology · Physics 2009-10-30 C. Glenn Boyd , I. Z. Rothstein