Related papers: Multivariate Gaussian Approximation for Random For…
Gaussian processes are powerful non-parametric probabilistic models for stochastic functions. However, the direct implementation entails a complexity that is computationally intractable when the number of observations is large, especially…
In this article, we give explicit bounds on the Wasserstein and the Kolmogorov distances between random variables lying in the first chaos of the Poisson space and the standard Normal distribution, using the results proved by Last, Peccati…
We revisit the convergence analysis of constant stepsize stochastic approximation (SA) with decision-dependent Markovian noise, with a focus on characterizing the stationary bias against the root of the mean-field equation. We first…
Tree-based ensemble methods such as random forests, gradient-boosted trees, and Bayesianadditive regression trees have been successfully used for regression problems in many applicationsand research studies. In this paper, we study ensemble…
To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this…
In this paper, we study two specific types of $d$-dimensional Poisson functionals: a double-sum type and a sum-log-sum type, both over pairs of Poisson points. On these functionals, we impose column-type dependence, i.e., local behavior in…
We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. A bound on the relative approximation error is…
Lower bounds for variances are often needed to derive central limit theorems. In this paper, we establish a lower bound for the variance of Poisson functionals that uses the difference operator of Malliavin calculus. Poisson functionals,…
Nearest neighbor (k-NN) graphs are widely used in machine learning and data mining applications, and our aim is to better understand what they reveal about the cluster structure of the unknown underlying distribution of points. Moreover, is…
One major obstacle in applications of Stein's method for compound Poisson approximation is the availability of so-called magic factors (bounds on the solution of the Stein equation) with favourable dependence on the parameters of the…
Consider an unlimited homogeneous medium disturbed by points generated via Poisson process. The neighborhood of a point plays an important role in spatial statistics problems. Here, we obtain analytically the distance statistics to $k$th…
Random Forests (RF) is a popular machine learning method for classification and regression problems. It involves a bagging application to decision tree models. One of the primary advantages of the Random Forests model is the reduction in…
We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…
Peccati, Sole, Taqqu, and Utzet recently combined Stein's method and Malliavin calculus to obtain a bound for the Wasserstein distance of a Poisson functional and a Gaussian random variable. Convergence in the Wasserstein distance always…
Initiated around the year 2007, the Malliavin-Stein approach to probabilistic approximations combines Stein's method with infinite-dimensional integration by parts formulae based on the use of Malliavin-type operators. In the last decade,…
Three methods of temporal data upscaling, which may collectively be called the generalized k-nearest neighbor (GkNN) method, are considered. The accuracy of the GkNN simulation of month by month yield is considered (where the term yield…
Let $\xi$ be the stationary occupation field generated by a Poisson system of independent simple symmetric random walks on $\mathbb Z$ in space--time dimension $1+1$. For a finite set $A\subset\mathbb Z$, we consider the classical…
Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…
Random forests remain among the most popular off-the-shelf supervised learning algorithms. Despite their well-documented empirical success, however, until recently, few theoretical results were available to describe their performance and…
In the Bayesian reinforcement learning (RL) setting, a prior distribution over the unknown problem parameters -- the rewards and transitions -- is assumed, and a policy that optimizes the (posterior) expected return is sought. A common…