English
Related papers

Related papers: Saddle Point Approximation and Central Limit Theor…

200 papers

In Bayesian inference, making deductions about a parameter of interest requires one to sample from or compute an integral against a posterior distribution. A popular method to make these computations cheaper in high-dimensional settings is…

Statistics Theory · Mathematics 2024-06-10 Anya Katsevich

Constant-stepsize stochastic approximation (SA) is widely used in learning for computational efficiency. For a fixed stepsize, the iterates typically admit a stationary distribution that is rarely tractable. Prior work shows that as the…

Machine Learning · Computer Science 2026-02-17 Zedong Wang , Yuyang Wang , Ijay Narang , Felix Wang , Yuzhou Wang , Siva Theja Maguluri

In the Random Subset Sum Problem, given $n$ i.i.d. random variables $X_1, ..., X_n$, we wish to approximate any point $z \in [-1,1]$ as the sum of a suitable subset $X_{i_1(z)}, ..., X_{i_s(z)}$ of them, up to error $\varepsilon$. Despite…

Neural and Evolutionary Computing · Computer Science 2022-11-18 Luca Becchetti , Arthur Carvalho Walraven da Cunha , Andrea Clementi , Francesco d'Amore , Hicham Lesfari , Emanuele Natale , Luca Trevisan

We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed, light-tailed and non-lattice random vectors. The…

Probability · Mathematics 2017-04-26 Santanu Dey , Sandeep Juneja , Ankush Agarwal

Non-asymptotic bounds for Gaussian and bootstrap approximation have recently attracted significant interest in high-dimensional statistics. This paper studies Berry-Esseen bounds for such approximations with respect to the multivariate…

Statistics Theory · Mathematics 2022-02-08 Miles E. Lopes

We prove the large-dimensional Gaussian approximation of a sum of $n$ independent random vectors in $\mathbb{R}^d$ together with fourth-moment error bounds on convex sets and Euclidean balls. We show that compared with classical…

Probability · Mathematics 2021-03-03 Xiao Fang , Yuta Koike

We consider saddle point problems which objective functions are the average of $n$ strongly convex-concave individual components. Recently, researchers exploit variance reduction methods to solve such problems and achieve linear-convergence…

Machine Learning · Computer Science 2019-09-17 Luo Luo , Cheng Chen , Yujun Li , Guangzeng Xie , Zhihua Zhang

In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…

Optimization and Control · Mathematics 2015-11-16 Cong Dang , Guanghui Lan

In this work, we conduct a systematic study of stochastic saddle point problems (SSP) and stochastic variational inequalities (SVI) under the constraint of $(\epsilon,\delta)$-differential privacy (DP) in both Euclidean and non-Euclidean…

Machine Learning · Computer Science 2024-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart

The spatial preferential attachment (SPA) is a model for complex networks. In the SPA model, nodes are embedded in a metric space, and each node has a sphere of influence whose size increases if the node gains an in-link, and otherwise…

Social and Information Networks · Computer Science 2015-06-22 Jeannette Janssen , Pawel Pralat , Rory Wilson

We establish central limit theorems for the Sample Average Approximation (SAA) method in discrete-time, finite-horizon stochastic optimal control. Our analysis is based on an abstract limit theorem for stochastic backward recursions, which…

Optimization and Control · Mathematics 2026-04-21 Johannes Milz , Alexander Shapiro

This paper considers smooth strongly convex and strongly concave (SC-SC) stochastic saddle point (SSP) problems. Suppose there is an arbitrary oracle that in expectation returns an $\epsilon$-solution in the sense of certain gaps, which can…

Optimization and Control · Mathematics 2024-07-01 Dongyang Li , Haobin Li , Junyu Zhang

Recent advances in symbolic dynamic programming (SDP) combined with the extended algebraic decision diagram (XADD) data structure have provided exact solutions for mixed discrete and continuous (hybrid) MDPs with piecewise linear dynamics…

Artificial Intelligence · Computer Science 2013-09-27 Luis Gustavo Vianna , Scott Sanner , Leliane Nunes de Barros

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…

Probability · Mathematics 2026-04-10 Steven Hoehner , Christoph Thäle

We developed a corporative stochastic approximation (CSA) type algorithm for semi-infinite programming (SIP), where the cut generation problem is solved inexactly. First, we provide general error bounds for inexact CSA. Then, we propose two…

Optimization and Control · Mathematics 2018-12-24 Bo Wei , William B. Haskell , Sixiang Zhao

We study the convergence of the Augmented Decomposition Algorithm (ADA) proposed in [32] for solving multi-block separable convex minimization problems subject to linear constraints. We show that the global convergence rate of the exact ADA…

Optimization and Control · Mathematics 2018-08-28 Hongsheng Liu , Shu Lu

We give a general framework for approximations to combinatorial assemblies, especially suitable to the situation where the number $k$ of components is specified, in addition to the overall size $n$. This involves a Poisson process, which,…

Probability · Mathematics 2016-07-06 Richard Arratia , Stephen DeSalvo

Let $X_1,\dots,X_n$ be i.i.d. log-concave random vectors in $\mathbb R^d$ with mean 0 and covariance matrix $\Sigma$. We study the problem of quantifying the normal approximation error for $W=n^{-1/2}\sum_{i=1}^nX_i$ with explicit…

Probability · Mathematics 2023-05-30 Xiao Fang , Yuta Koike

The distribution of sum of independent non-identical binomial random variables is frequently encountered in areas such as genomics, healthcare, and operations research. Analytical solutions to the density and distribution are usually…

Computation · Statistics 2017-12-06 Boxiang Liu , Thomas Quertermous