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We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…

Probability · Mathematics 2019-06-17 Bernard Bercu , Taieb Touati

This letter reports two moment extensions of the entropy of a distribution. By understanding the traditional entropy as the average of the original distribution up to a random variable transformation, the traditional moments equation become…

Statistical Mechanics · Physics 2008-03-25 Luciano da Fontoura Costa

Bayesian hierarchical models are frequently used in practical data analysis contexts. One interpretation of these models is that they provide an indirect way of assigning a prior for unknown parameters, through the introduction of…

Machine Learning · Statistics 2026-05-01 Brendon J. Brewer

Learning representations that capture the underlying data generating process is a key problem for data efficient and robust use of neural networks. One key property for robustness which the learned representation should capture and which…

Machine Learning · Computer Science 2022-06-24 Mathieu Chevalley , Charlotte Bunne , Andreas Krause , Stefan Bauer

We show that the naive application of the maximum entropy principle can yield answers which depend on the level of description, i.e. the result is not invariant under coarse-graining. We demonstrate that the correct approach, even for…

Statistical Mechanics · Physics 2007-05-23 Jayanth Banavar , Amos Maritan

Chinese text recognition is more challenging than Latin text due to the large amount of fine-grained Chinese characters and the great imbalance over classes, which causes a serious overfitting problem. We propose to apply Maximum Entropy…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Changxu Cheng , Wuheng Xu , Xiang Bai , Bin Feng , Wenyu Liu

Iterative majorize-minimize (MM) (also called optimization transfer) algorithms solve challenging numerical optimization problems by solving a series of "easier" optimization problems that are constructed to guarantee monotonic descent of…

Computation · Statistics 2015-10-23 Madison G. McGaffin , Jeffrey A. Fessler

This paper clarifies the main research methods and ideas of the thesis [1,2,4]. The special calculation process is also realized by corresponding computer algorithm. Finally, we introduce zero rows sum case and give the corresponding…

General Mathematics · Mathematics 2018-11-22 Peng-hui He , Hou-biao Li , Hong Li , Nan Jiang

The problem of membrane topology in the matrix model of M-theory is considered. The matrix regularization procedure, which makes a correspondence between finite-sized matrices and functions defined on a two-dimensional base space, is…

High Energy Physics - Theory · Physics 2010-04-05 H. Shimada

We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…

Data Structures and Algorithms · Computer Science 2017-04-10 Zeyuan Allen-Zhu , Yuanzhi Li , Rafael Oliveira , Avi Wigderson

Although neural networks can solve very complex machine-learning problems, the theoretical reason for their generalizability is still not fully understood. Here we use Wang-Landau Mote Carlo algorithm to calculate the entropy (logarithm of…

Statistical Mechanics · Physics 2022-07-06 Ge Zhang

In this paper we describe the alternative approach to the sample boundedness and continuity of stochastic processes. We show that the regularity of paths can be understood in terms of a distribution of the argument maximum. For a centered…

Probability · Mathematics 2012-11-19 Witold Bednorz

Regularization is one of the crucial ingredients of deep learning, yet the term regularization has various definitions, and regularization methods are often studied separately from each other. In our work we present a systematic, unifying…

Machine Learning · Computer Science 2017-10-31 Jan Kukačka , Vladimir Golkov , Daniel Cremers

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

The muon optimizer has picked up much attention as of late as a possible replacement to the seemingly omnipresent Adam optimizer. Recently, care has been taken to document the scaling laws of hyper-parameters under muon such as weight decay…

Machine Learning · Computer Science 2025-05-09 Devan Selvaraj

Estimating large covariance and precision matrices are fundamental in modern multivariate analysis. The problems arise from statistical analysis of large panel economics and finance data. The covariance matrix reveals marginal correlations…

Methodology · Statistics 2015-04-17 Jianqing Fan , Yuan Liao , Han Liu

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

Statistical Mechanics · Physics 2015-10-28 Pragya Shukla , Suchetana Sadhukhan

This note discusses an interesting matrix factorization called the CUR Decomposition. We illustrate various viewpoints of this method by comparing and contrasting them in different situations. Additionally, we offer a new characterization…

Numerical Analysis · Mathematics 2019-09-05 Keaton Hamm , Longxiu Huang

We introduce a notion of complexity of diagrams (and in particular of objects and morphisms) in an arbitrary category, as well as a notion of complexity of functors between categories equipped with complexity functions. We discuss several…

Category Theory · Mathematics 2020-07-01 Saugata Basu , M. Umut Isik

The classification of complex data usually requires the composition of processing steps. Here, a major challenge is the selection of optimal algorithms for preprocessing and classification (including parameterizations). Nowadays, parts of…

Machine Learning · Computer Science 2018-01-17 Mario Michael Krell