Related papers: The only admissible way of merging arbitrary e-val…
We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…
In this paper, we introduce a graph matching method that can account for constraints of arbitrary order, with arbitrary potential functions. Unlike previous decomposition approaches that rely on the graph structures, we introduce a…
Merging beliefs requires the plausibility of the sources of the information to be merged. They are typically assumed equally reliable in lack of hints indicating otherwise; yet, a recent line of research spun from the idea of deriving this…
Fix an irrational number $\alpha$ and a real function $\mathfrak{p}$ on the circle with $0<\mathfrak{p}<1$. If a particle is placed at a point $x\in \mathbb R/\mathbb Z$, then in the next step it jumps to $x+\alpha$ with probability…
We consider a trader who wants to direct his portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a black-box algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and…
In this paper, by using $|x|=2\max\{0,x\}-x$, a class of maximum-based iteration methods is established to solve the generalized absolute value equation $Ax-B|x|=b$. Some convergence conditions of the proposed method are presented. By some…
The push-sum algorithm allows distributed computing of the average on a directed graph, and is particularly relevant when one is restricted to one-way and/or asynchronous communications. We investigate its behavior in the presence of…
A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator by simple, symmetric random walks. Hopefully, this method is didactically more advantageous, more transparent, and…
We investigate the minimum cost of a wide class of combinatorial optimization problems over random bipartite geometric graphs in $\mathbb{R}^d$ where the edge cost between two points is given by a $p$-th power of their Euclidean distance.…
The rejection threshold used for e-values and e-processes is by default set to $1/\alpha$ for a guaranteed type-I error control at $\alpha$, based on Markov's and Ville's inequalities. This threshold can be wasteful in practical…
We study alternating minimization for matrix completion in the simplest possible setting: completing a rank-one matrix from a revealed subset of the entries. We bound the asymptotic convergence rate by the variational characterization of…
Compact and discriminative visual codebooks are preferred in many visual recognition tasks. In the literature, a number of works have taken the approach of hierarchically merging visual words of an initial large-sized codebook, but…
The convergence rate of a Markov chain to its stationary distribution is typically assessed using the concept of total variation mixing time. However, this worst-case measure often yields pessimistic estimates and is challenging to infer…
A simple proof of the weighted two variable geometric-arithmetic a mean inequality based on one given earlier valid only for integer weights
This paper characterizes hierarchical clustering methods that abide by two previously introduced axioms -- thus, denominated admissible methods -- and proposes tractable algorithms for their implementation. We leverage the fact that, for…
We provide non-asymptotic bounds and asymptotic limits for convex transport costs between the distribution of partial sums of independent and identically distributed square integrable and centered random variables and the normal…
As our main result we show that, in order to achieve the randomness assisted message - and entanglement transmission capacities of a finite arbitrarily varying quantum channel it is not necessary that sender and receiver share…
The main object of this paper is to show how we can use classical probabilistic methods such as Maximum Entropy (ME), maximum likelihood (ML) and/or Bayesian (BAYES) approaches to do microscopic and macroscopic data fusion. Actually ME can…
Specific to Math Information Retrieval is combining text with mathematical formulae both in documents and in queries. Rigorous evaluation of query expansion and merging strategies combining math and standard textual keyword terms in a query…
We review the methods to combine several measurements, in the form of parameter values or $p$-values.