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We study the rates of convergence of the posterior distribution for Bayesian density estimation with Dirichlet mixtures of normal distributions as the prior. The true density is assumed to be twice continuously differentiable. The bandwidth…

Statistics Theory · Mathematics 2009-09-29 Subhashis Ghosal , Aad van der Vaart

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

Probability · Mathematics 2018-11-06 Christoph H. Lampert , Liva Ralaivola , Alexander Zimin

Abundance estimates from animal point-count surveys require accurate estimates of detection probabilities. The standard model for estimating detection from removal-sampled point-count surveys assumes that organisms at a survey site are…

Populations and Evolution · Quantitative Biology 2019-04-09 Adam Martin-Schwarze , Jarad Niemi , Philip Dixon

We investigate the problem of deriving posterior concentration rates under different loss functions in nonparametric Bayes. We first provide a lower bound on posterior coverages of shrinking neighbourhoods that relates the metric or loss…

Statistics Theory · Mathematics 2015-11-06 Marc Hoffmann , Judith Rousseau , Johannes Schmidt-Hieber

We give a non-technical introduction to convergence-divergence models, a new modeling approach for phylogenetic data that allows for the usual divergence of species post speciation but also allows for species to converge, i.e. become more…

Populations and Evolution · Quantitative Biology 2017-09-15 Jonathan D. Mitchell , Jeremy G. Sumner , Barbara R. Holland

We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights, as introduced in [26], to address limitations of the standard Gaussian prior. It has been proved in [26] that, as the number…

Machine Learning · Statistics 2026-05-14 Nicola Apollonio , Giovanni Franzina , Giovanni Luca Torrisi

We investigate the statistical and computational limits of latent Diffusion Transformers (DiTs) under the low-dimensional linear latent space assumption. Statistically, we study the universal approximation and sample complexity of the DiTs…

Machine Learning · Statistics 2024-11-01 Jerry Yao-Chieh Hu , Weimin Wu , Zhao Song , Han Liu

We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…

Probability · Mathematics 2021-10-18 Yacov Satin , Rostislav Razumchik , Alexander Zeifman , Ivan Kovalev

Expectation Propagation is a very popular algorithm for variational inference, but comes with few theoretical guarantees. In this article, we prove that the approximation errors made by EP can be bounded. Our bounds have an asymptotic…

Computation · Statistics 2016-01-12 Guillaume P Dehaene , Simon Barthelmé

We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index. Ghosal, Lember and Van der Vaart [2] have obtained general…

Statistics Theory · Mathematics 2008-09-23 Yang Xing

We study the problem of bounding the posterior distribution of discrete probabilistic programs with unbounded support, loops, and conditioning. Loops pose the main difficulty in this setting: even if exact Bayesian inference is possible,…

Programming Languages · Computer Science 2024-12-06 Fabian Zaiser , Andrzej S. Murawski , C. -H. Luke Ong

Variational inference has become an increasingly attractive fast alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, a major obstacle to the widespread use of variational methods is the lack of…

Machine Learning · Statistics 2020-03-03 Jonathan H. Huggins , Mikołaj Kasprzak , Trevor Campbell , Tamara Broderick

We consider a multi-type Moran model (in continuous time) with selection and type-dependent mutation. This paper is concerned with the evolution of genealogical information forward in time. For this purpose we define and analytically…

Probability · Mathematics 2015-11-19 Peter Seidel

In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…

Statistics Theory · Mathematics 2015-06-15 Sebastian J. Vollmer

In unconstrained optimisation on an Euclidean space, to prove convergence in Gradient Descent processes (GD) $x_{n+1}=x_n-\delta _n \nabla f(x_n)$ it usually is required that the learning rates $\delta _n$'s are bounded: $\delta _n\leq…

Optimization and Control · Mathematics 2020-01-09 Tuyen Trung Truong

This work advances randomized exploration in reinforcement learning (RL) with function approximation modeled by linear mixture MDPs. We establish the first prior-dependent Bayesian regret bound for RL with function approximation; and refine…

Machine Learning · Statistics 2024-03-19 Yingru Li , Zhi-Quan Luo

We consider the stepping stone model on the torus of side $L$ in $\mathbb{Z}^2$ in the limit $L\to\infty$, and study the time it takes two lineages tracing backward in time to coalesce. Our work fills a gap between the finite range…

Probability · Mathematics 2010-10-13 J. Theodore Cox

Discrete diffusion language models learn to reconstruct text from randomly masked inputs, yet under mild assumptions their denoiser already implements the exact Bayesian posterior over the original tokens. We prove that the expected…

Computation and Language · Computer Science 2025-07-15 Cooper Doyle

There has been concern in the literature about the methodology of using secondary calibration timepoints when estimating evolutionary divergence dates. Such timepoints are divergence time estimates that have been derived from one molecular…

Populations and Evolution · Quantitative Biology 2010-01-21 David A. Morrison

As whole genomes become widely available, maximum likelihood and Bayesian phylogenetic methods are demonstrating their limits in meeting the escalating computational demands. Conversely, distance-based phylogenetic methods are efficient,…

Populations and Evolution · Quantitative Biology 2025-02-07 Matthew J. Penn , Neil Scheidwasser , Mark P. Khurana , Christl A. Donnelly , David A. Duchêne , Samir Bhatt