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Accurate tuning of hyperparameters is crucial to ensure that models can generalise effectively across different settings. In this paper, we present theoretical guarantees for hyperparameter selection using variational Bayes in the…

Statistics Theory · Mathematics 2025-04-07 Dennis Nieman , Botond Szabó

We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the…

Statistics Theory · Mathematics 2018-01-24 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

This paper consists of two halves. In the first half of the paper, we consider real-valued functions $f$ whose domain is the vertex set of a graph $G$ and that are Lipschitz with respect to the graph distance. By placing a uniform…

Combinatorics · Mathematics 2017-05-30 Matthew Yancey

We study distributed goodness-of-fit testing for discrete distribution under bandwidth and differential privacy constraints. Information constraint distributed goodness-of-fit testing is a problem that has received considerable attention…

Statistics Theory · Mathematics 2024-11-05 Lasse Vuursteen

This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…

Probability · Mathematics 2007-05-23 Andras Telcs

While score-based generative models (SGMs) have achieved remarkable success in enormous image generation tasks, their mathematical foundations are still limited. In this paper, we analyze the approximation and generalization of SGMs in…

Machine Learning · Statistics 2024-02-26 Frank Cole , Yulong Lu

We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting…

Probability · Mathematics 2015-08-13 Yuliya Mishura , Yevheniya Munchak , Petro Slyusarchuk

We consider the problem of breaking a multivariate (vector) time series into segments over which the data is well explained as independent samples from a Gaussian distribution. We formulate this as a covariance-regularized maximum…

Optimization and Control · Mathematics 2018-04-30 David Hallac , Peter Nystrup , Stephen Boyd

In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable…

Probability · Mathematics 2020-03-30 Yuriy Kozachenko , Enzo Orsingher , Lyudmyla Sakhno , Olga Vasylyk

A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…

Methodology · Statistics 2017-05-31 Yunbo Ouyang , Feng Liang

Maximum-Entropy Distributions offer an attractive family of probability densities suitable for moment closure problems. Yet finding the Lagrange multipliers which parametrize these distributions, turns out to be a computational bottleneck…

Machine Learning · Statistics 2023-08-14 Mohsen Sadr , Manuel Torrilhon , M. Hossein Gorji

We present some properties of measures (q-Gaussian) that orthogonalize the set of q-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having q-Gaussian distribution.

Probability · Mathematics 2012-08-13 Paweł J. Szabłowki

A method is presented to construct goodness-of-fit statistics in many dimensions for which the distribution of all possible test results in the limit of an infinite number of data becomes Gaussian if also the number of dimensions becomes…

Data Analysis, Statistics and Probability · Physics 2009-11-10 A. van Hameren

We consider the Schr\"odinger equation on the one dimensional torus with a general odd-power nonlinearity $p \geq 5$, which is known to be globally well-posed in the Sobolev space $H^\sigma(\mathbb{T})$, for every $\sigma \geq 1$, thanks to…

Analysis of PDEs · Mathematics 2025-10-10 Alexis Knezevitch

Consider a Gaussian memoryless multiple source with $m$ components with joint probability distribution known only to lie in a given class of distributions. A subset of $k \leq m$ components are sampled and compressed with the objective of…

Information Theory · Computer Science 2018-03-16 Vinay Praneeth Boda

Diffusion models have become a standard approach for generative modeling in continuous domains, yet their application to discrete data remains challenging. We investigate why Gaussian diffusion models with the DDPM solver struggle to sample…

Computation and Language · Computer Science 2026-05-28 Alexander Shabalin , Simon Elistratov , Viacheslav Meshchaninov , Ildus Sadrtdinov , Dmitry Vetrov

An attempt is made to compare statistical properties of self-diffusion of particles constituting gases in infinite volume and on torus. In this second part, derivation, from BBGKY equations, of roughened model of self-diffusion is revised…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

Learning a categorical distribution comes with its own set of challenges. A successful approach taken by state-of-the-art works is to cast the problem in a continuous domain to take advantage of the impressive performance of the generative…

Machine Learning · Computer Science 2023-03-09 Florence Regol , Mark Coates

We investigate the zero set of a stationary Gaussian process on the real line, and in particular give lower bounds for the variance of the number of points on a large interval, in all generality. We prove that this point process is never…

Probability · Mathematics 2020-07-28 Raphaël Lachièze-Rey

We study the problem of generalized uniformity testing \cite{BC17} of a discrete probability distribution: Given samples from a probability distribution $p$ over an {\em unknown} discrete domain $\mathbf{\Omega}$, we want to distinguish,…

Data Structures and Algorithms · Computer Science 2017-09-08 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart