Related papers: Vector-valued self-normalized concentration inequa…
In this paper, we establish Berry--Esseen bounds for both self-normalized and non-self-normalized sums of locally dependent random variables. The proofs are based on Stein's method together with a concentration inequality approach. We…
Graph neural networks (GNNs) are able to achieve promising performance on multiple graph downstream tasks such as node classification and link prediction. Comparatively lesser work has been done to design GNNs which can operate directly for…
We introduce a dimension-free Bernstein-type tail inequality for self-normalised martingales, where the normalisation uses the predictable quadratic variation and the radius depends on the information gain of the observed covariance. As…
We propose a data-efficient Gaussian process-based Bayesian approach to the semi-supervised learning problem on graphs. The proposed model shows extremely competitive performance when compared to the state-of-the-art graph neural networks…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
Recent development in high-dimensional statistical inference has necessitated concentration inequalities for a broader range of random variables. We focus on sub-Weibull random variables, which extend sub-Gaussian or sub-exponential random…
We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated by its potential applications in various areas and its…
In this paper we study the regularity of paths in terms of properties of admissible nets. We show the right concentration inequality above the modulus of continuity. Using the approach we prove the Bernstein type inequality for the…
We derive, up to a constant factor, matching lower and upper bounds on the concentration functions of suprema of separable centered Gaussian processes and order statistics of Gaussian random fields. These bounds reveal that suprema of…
In this work, we study scaling limits of shallow Bayesian neural networks (BNNs) via their connection to Gaussian processes (GPs), with an emphasis on statistical modeling, identifiability, and scalable inference. We first establish a…
The asymptotic properties of Bayesian Neural Networks (BNNs) have been extensively studied, particularly regarding their approximations by Gaussian processes in the infinite-width limit. We extend these results by showing that posterior…
We establish in-expectation and tail bounds on the generalization error of representation learning type algorithms. The bounds are in terms of the relative entropy between the distribution of the representations extracted from the training…
(1) The enhanced capability of Graph Neural Networks (GNNs) in unsupervised community detection of clustered nodes is attributed to their capacity to encode both the connectivity and feature information spaces of graphs. The identification…
We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide…
Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…
We focus on a specific class of shallow neural networks with a single hidden layer, namely those with $L_2$-normalised data and either a sigmoid-shaped Gaussian error function ("erf") activation or a Gaussian Error Linear Unit (GELU)…
Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…
We study the behavior of the posterior distribution in high-dimensional Bayesian Gaussian linear regression models having $p\gg n$, with $p$ the number of predictors and $n$ the sample size. Our focus is on obtaining quantitative finite…
This article provides an original understanding of the behavior of a class of graph-oriented semi-supervised learning algorithms in the limit of large and numerous data. It is demonstrated that the intuition at the root of these methods…
The univariate generalized extreme value (GEV) distribution is the most commonly used tool for analyzing the properties of rare events. The ever greater utilization of Bayesian methods for extreme value analysis warrants detailed…