Related papers: Large deviation inequalities for the nonlinear unb…
We prove a Gaussian process approximation for the sequence of random compositions of a two-color randomly reinforced urn for both the cases with the equal and unequal reinforcement means. By using the Gaussian approximation, the law of the…
Obtaining reliable and accurate quantification of uncertainty estimates from deep neural networks is important in safety-critical applications. A well-calibrated model should be accurate when it is certain about its prediction and indicate…
Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…
We consider a generalized two-color Polya urn (black and withe balls) first introduced by Hill, Lane, Sudderth where the urn composition evolves as follows: let $\pi:\left[0,1\right]\rightarrow\left[0,1\right]$, and denote by $x_{n}$ the…
Recently, Convolutional Neural Networks (CNNs) have been widely used to solve the illuminant estimation problem and have often led to state-of-the-art results. Standard approaches operate directly on the input image. In this paper, we argue…
Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite of its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here we introduce a way to…
Consider an urn model whose replacement matrix is triangular, has all entries nonnegative and the row sums are all equal to one. We obtain the strong laws for the counts of balls corresponding to each color. The scalings for these laws…
We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…
We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
This paper presents two novel hyperspectral mixture models and associated unmixing algorithms. The two models assume a linear mixing model corrupted by an additive term whose expression can be adapted to account for multiple scattering…
Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…
Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolved") due to lack in our understanding of these mechanisms or…
Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…
This paper describes a new exact algorithm for the Equitable Coloring Problem, a coloring problem where the sizes of two arbitrary color classes differ in at most one unit. Based on the well known DSatur algorithm for the classic Coloring…
The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…
Though widely used in applications, reinforced random walk on graphs have never been the subject of a valid statistical inference. We develop in this paper a statistical framework for a general two-colored urn model. The probability to draw…
A nonlinear inequality is formulated in the paper. An estimate of the rate of growth/decay of solutions to this inequality is obtained. This inequality is of interest in a study of dynamical systems and nonlinear evolution equations. It can…
Dynamical urn models, such as the Ehrenfest model, have played an important role in the early days of statistical mechanics. Dynamical many-urn models generalize the former models in two respects: the number of urns is macroscopic, and…
The generalized P\`olya urn (GPU) models and their variants have been investigated in several disciplines. However, typical assumptions made with respect to the GPU do not include urn models with diagonal replacement matrix, which arise in…