English
Related papers

Related papers: Locality approach to the bootstrap percolation par…

200 papers

Accurate statistical inference in logistic regression models remains a critical challenge when the ratio between the number of parameters and sample size is not negligible. This is because approximations based on either classical asymptotic…

Methodology · Statistics 2022-08-19 Qian Zhao , Emmanuel J. Candes

Probabilistic programming is an approach to reasoning under uncertainty by encoding inference problems as programs. In order to solve these inference problems, probabilistic programming languages (PPLs) employ different inference…

Programming Languages · Computer Science 2023-05-04 Daniel Lundén , Johannes Borgström , David Broman

We consider a multi-step algorithm for the computation of the historical expected shortfall such as defined by the Basel Minimum Capital Requirements for Market Risk. At each step of the algorithm, we use Monte Carlo simulations to reduce…

Computational Finance · Quantitative Finance 2020-05-27 Bruno Bouchard , Adil Reghai , Benjamin Virrion

We say that two probabilities are similar at level $\alpha$ if they are contaminated versions (up to an $\alpha$ fraction) of the same common probability. We show how this model is related to minimal distances between sets of trimmed…

Statistics Theory · Mathematics 2012-05-10 Pedro C. Álvarez-Esteban , Eustasio del Barrio , Juan A. Cuesta-Albertos , Carlos Matrán

Bootstrap percolation is a type of cellular automaton on graphs, introduced as a simple model of the dynamics of ferromagnetism. Vertices in a graph can be in one of two states: `healthy' or `infected' and from an initial configuration of…

Probability · Mathematics 2015-06-01 Tom Coker , Karen Gunderson

We study two-dimensional critical bootstrap percolation models. We establish that a class of these models including all isotropic threshold rules with a convex symmetric neighbourhood, undergoes a sharp metastability transition. This…

Probability · Mathematics 2024-11-26 Hugo Duminil-Copin , Ivailo Hartarsky

Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in recent years. There is, however, limited theoretical…

Machine Learning · Statistics 2022-06-08 Yi-An Ma , Yuansi Chen , Chi Jin , Nicolas Flammarion , Michael I. Jordan

We prove that there exist natural generalizations of the classical bootstrap percolation model on $\mathbb{Z}^2$ that have non-trivial critical probabilities, and moreover we characterize all homogeneous, local, monotone models with this…

Probability · Mathematics 2014-09-10 Paul Balister , Béla Bollobás , Michał Przykucki , Paul Smith

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

Data Structures and Algorithms · Computer Science 2020-11-19 Markus Anders , Pascal Schweitzer

We consider the properties of the bootstrap as a tool for inference concerning the eigenvalues of a sample covariance matrix computed from an $n\times p$ data matrix $X$. We focus on the modern framework where $p/n$ is not close to 0 but…

Methodology · Statistics 2016-08-03 Noureddine El Karoui , Elizabeth Purdom

Consider a $p$-random subset $A$ of initially infected vertices in the discrete cube $[L]^d$, and assume that the neighbourhood of each vertex consists of the $a_i$ nearest neighbours in the $\pm e_i$-directions for each $i \in \{1,2,\dots,…

Probability · Mathematics 2022-01-25 Daniel Blanquicett

Bootstrap percolation is a prominent framework for studying the spreading of activity on a graph. We begin with an initial set of active vertices. The process then proceeds in rounds, and further vertices become active as soon as they have…

Probabilistic models often have parameters that can be translated, scaled, permuted, or otherwise transformed without changing the model. These symmetries can lead to strong correlation and multimodality in the posterior distribution over…

Machine Learning · Statistics 2013-12-20 Robert Nishihara , Thomas Minka , Daniel Tarlow

We study the bootstrap for the maxima of the sums of independent random variables, a problem of high relevance to many applications in modern statistics. Since the consistency of bootstrap was justified by Gaussian approximation in…

Statistics Theory · Mathematics 2020-08-03 Hang Deng

Concept-based explainability methods use human-understandable intermediaries to produce explanations for machine learning models. These methods assume concept predictions can help understand a model's internal reasoning. In this work, we…

Machine Learning · Computer Science 2025-06-26 Naveen Raman , Mateo Espinosa Zarlenga , Juyeon Heo , Mateja Jamnik

Estimating causal effects from large experimental and observational data has become increasingly prevalent in both industry and research. The bootstrap is an intuitive and powerful technique used to construct standard errors and confidence…

Methodology · Statistics 2023-02-07 Matthew Kosko , Lin Wang , Michele Santacatterina

The block bootstrap approximates sampling distributions from dependent data by resampling data blocks. A fundamental problem is establishing its consistency for the distribution of a sample mean, as a prototypical statistic. We use a…

Statistics Theory · Mathematics 2017-06-23 Johannes Tewes , Daniel J. Nordman , Dimitris N. Politis

The culling process in Bootstrap Percolation is Abelian since the final stable configuration does not depend on the details of the updating procedure. An efficient algorithm is devised using this idea for the determination of the bootstrap…

Disordered Systems and Neural Networks · Physics 2015-06-25 S. S. Manna

The EM algorithm is a powerful tool for maximum likelihood estimation with missing data. In practice, the calculations required for the EM algorithm are often intractable. We review numerous methods to circumvent this intractability, all of…

Computation · Statistics 2024-01-03 William Ruth

Unlike our basic theories of space and time, quantum mechanics is not a locally causal theory. Moreover, it is widely believed that any hopes of restoring local causality within a realistic theory have been undermined by Bell's theorem and…

Quantum Physics · Physics 2012-05-03 Joy Christian