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We present new and improved non-asymptotic deviation bounds for Dirichlet processes (DPs), formulated using the Kullback-Leibler (KL) divergence, which is known for its optimal characterization of the asymptotic behavior of DPs. Our method…

Probability · Mathematics 2025-03-24 Pierre Perrault

There exist several endeavors proposing a new family of extended distributions using the beta-generating technique. This is a well-known mechanism in developing flexible distributions, by embedding the cumulative distribution function (cdf)…

Statistics Theory · Mathematics 2019-12-17 M. Arashi , A. Bekker , D. de Waal , S. Makgai

Ferguson's Dirichlet process plays an important role in nonparametric Bayesian inference. Let $P_a$ be the Dirichlet process in $\mathbb{R}$ with a base probability measure $H$ and a concentration parameter $a>0.$ In this paper, we show…

Statistics Theory · Mathematics 2011-12-15 Luai Al Labadi , Mahmoud Zarepour

This paper introduces an upper bound on the absolute difference between: (a) the cumulative distribution function (CDF) of the sum of a finite number of independent and identically distributed random variables with finite absolute third…

Information Theory · Computer Science 2020-07-22 Dadja Anade , Jean-Marie Gorce , Philippe Mary , Samir Perlaza

We revisit several hybrid multiplicative-to-additive type functions from a recent preprint article. These functions, $g(n)$ with Dirichlet generating function (DGF) $\zeta(s)^{-1} (1+P(s))^{-1}$ for $\Re(s) > 1$ where $P(s) = \sum_p p^{-s}$…

Number Theory · Mathematics 2026-04-28 Maxie Dion Schmidt

Key non-Gaussian properties of cosmological fields can be captured by their one-point statistics, providing a complement to two-point statistical measurements from power spectra or correlation functions. Large deviation theory can robustly…

Cosmology and Nongalactic Astrophysics · Physics 2023-07-31 Aoife Boyle , Alexandre Barthelemy , Sandrine Codis , Cora Uhlemann , Oliver Friedrich

In this paper, we propose an outlier detection algorithm for multivariate data based on their projections on the directions that maximize the Cumulant Generating Function (CGF). We prove that CGF is a convex function, and we characterize…

Computational Finance · Quantitative Finance 2023-05-19 Francesco Cesarone , Rosella Giacometti , Jacopo Maria Ricci

We investigate the AdS/CFT correspondence for higher-derivative gravity systems, and develop a formalism in which the generating functional of the boundary field theory is given as a functional that depends only on the boundary values of…

High Energy Physics - Theory · Physics 2009-11-07 Masafumi Fukuma , So Matsuura , Tadakatsu Sakai

In this paper, we study the conditional Dirichlet process (cDP) when a functional of a random distribution is specified. Specifically, we apply the cDP to the functional condition model, a nonparametric model in which a finite-dimensional…

Statistics Theory · Mathematics 2025-06-23 Jaeyong Lee , Kwangmin Lee , Jaegui Lee , Seongil Jo

In this article, we consider a non-parametric Bayesian approach to multivariate quantile regression. The collection of related conditional distributions of a response vector Y given a univariate covariate X is modeled using a Dependent…

Methodology · Statistics 2020-07-03 Indrabati Bhattacharya , Subhashis Ghosal

We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We…

Machine Learning · Statistics 2010-07-16 Lauren A. Hannah , David M. Blei , Warren B. Powell

The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-reward processes. These processes cumulate independent random…

Probability · Mathematics 2023-06-21 Patrick Cattiaux , Laetitia Colombani , Manon Costa

Let $K$ be a p.c.f. self-similar set equipped with a strongly recurrent Dirichlet form. Under a homogeneity assumption, for an open set $\Omega\subset K$ whose boundary $\partial \Omega$ is a graph-directed self-similar set, we prove that…

Functional Analysis · Mathematics 2025-07-22 Qingsong Gu , Hua Qiu

Long-time-integrated quantities in stochastic processes, in or out of equilibrium, usually exhibit rare but huge fluctuations. Work or heat production is such a quantity, of which the probability distribution function displays an…

Statistical Mechanics · Physics 2015-06-16 Jae Sung Lee , Chulan Kwon , Hyunggyu Park

Deep Gaussian processes (DGPs), a hierarchical composition of GP models, have successfully boosted the expressive power of their single-layer counterpart. However, it is impossible to perform exact inference in DGPs, which has motivated the…

Machine Learning · Computer Science 2021-05-27 Haibin Yu , Dapeng Liu , Yizhou Chen , Bryan Kian Hsiang Low , Patrick Jaillet

The generating function of the cumulants in random matrix models, as well as the cumulants themselves, can be expanded as asymptotic (divergent) series indexed by maps. While at fixed genus the sums over maps converge, the sums over genera…

Mathematical Physics · Physics 2014-09-08 Razvan Gurau , Thomas Krajewski

We consider a driven single mode Dicke-Hamiltonian coupled to a dissipative zero-temperature bath. We derive the cumulant generating function for emitted photons of this quantum-critical system by using a $P$-representation of the master…

Quantum Physics · Physics 2013-09-24 Wassilij Kopylov , Clive Emary , Tobias Brandes

We derive generic information-theoretic and PAC-Bayesian generalization bounds involving an arbitrary convex comparator function, which measures the discrepancy between the training and population loss. The bounds hold under the assumption…

Machine Learning · Computer Science 2024-02-22 Fredrik Hellström , Benjamin Guedj

The objective of this paper is to obtain asymptotic results for shifted sums of multiplicative functions of the form $g \ast 1$, where the function $g$ satisfies the Ramanujan conjecture and has conjectured upper bounds on square moments of…

Number Theory · Mathematics 2025-07-08 Jiseong Kim

Classifier-Free Guidance (CFG), which combines the conditional and unconditional score functions with two coefficients summing to one, serves as a practical technique for diffusion model sampling. Theoretically, however, denoising with CFG…

Computer Vision and Pattern Recognition · Computer Science 2025-10-02 Mengfei Xia , Nan Xue , Yujun Shen , Ran Yi , Tieliang Gong , Yong-Jin Liu
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