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We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order…

Machine Learning · Statistics 2018-12-11 Gilles Blanchard , Oleksandr Zadorozhnyi

We consider Gibbs measures on the configuration space $S^{\mathbb{Z}^d}$, where mostly $d\geq 2$ and $S$ is a finite set. We start by a short review on concentration inequalities for Gibbs measures. In the Dobrushin uniqueness regime, we…

Probability · Mathematics 2017-10-25 J. -R. Chazottes , P. Collet , F. Redig

Kernel density estimation is a convenient way to estimate the probability density of a distribution given the sample of data points. However, it has certain drawbacks: proper description of the density using narrow kernels needs large data…

Data Analysis, Statistics and Probability · Physics 2015-02-27 Anton Poluektov

Bayesian inference and kernel methods are well established in machine learning. The neural network Gaussian process in particular provides a concept to investigate neural networks in the limit of infinitely wide hidden layers by using…

Disordered Systems and Neural Networks · Physics 2023-11-10 Javed Lindner , David Dahmen , Michael Krämer , Moritz Helias

We prove a uniform generalized gaussian bound for the powers of a discrete convolution operator in one space dimension. Our bound is derived under the assumption that the Fourier transform of the coefficients of the convolution operator is…

Numerical Analysis · Mathematics 2021-11-23 Jean-François Coulombel , Grégory Faye

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

Probability · Mathematics 2017-04-18 Stanislav Minsker

We consider kernel smoothed Grenander-type estimators for a monotone hazard rate and a monotone density in the presence of randomly right censored data. We show that they converge at rate $n^{2/5}$ and that the limit distribution at a fixed…

Statistics Theory · Mathematics 2018-05-18 Hendrik P. Lopuhaä , Eni Musta

We review definitions and properties of reproducing kernel Hilbert spaces attached to Gaussian variables and processes, with a view to applications in nonparametric Bayesian statistics using Gaussian priors. The rate of contraction of…

Functional Analysis · Mathematics 2008-12-18 A. W. van der Vaart , J. H. van Zanten

The successes of modern deep machine learning methods are founded on their ability to transform inputs across multiple layers to build good high-level representations. It is therefore critical to understand this process of representation…

Machine Learning · Statistics 2023-05-26 Adam X. Yang , Maxime Robeyns , Edward Milsom , Ben Anson , Nandi Schoots , Laurence Aitchison

In this paper, we consider the problem of estimating a conditional density in moderately large dimensions. Much more informative than regression functions, conditional densities are of main interest in recent methods, particularly in the…

Methodology · Statistics 2018-01-22 Minh-Lien Jeanne Nguyen

In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…

Data Structures and Algorithms · Computer Science 2020-11-16 Moses Charikar , Michael Kapralov , Navid Nouri , Paris Siminelakis

Dimension is an inherent bottleneck to some modern learning tasks, where optimization methods suffer from the size of the data. In this paper, we study non-isotropic distributions of data and develop tools that aim at reducing these…

Machine Learning · Statistics 2025-02-12 Mathieu Even , Laurent Massoulié

The mean shift (MS) is a non-parametric, density-based, iterative algorithm with prominent usage in clustering and image segmentation. A rigorous proof for the convergence of its mode estimate sequence in full generality remains unknown. In…

Machine Learning · Statistics 2026-03-17 Susovan Pal

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Probability · Mathematics 2009-09-30 Ivan Nourdin , Giovanni Peccati

Using entropic inequalities from information theory, we provide new bounds on the total variation and 2-Wasserstein distances between a conditionally Gaussian law and a Gaussian law with invertible covariance matrix. We apply our results to…

Probability · Mathematics 2025-06-04 Lucia Celli , Giovanni Peccati

Practical applications of kernel methods often use variable bandwidth kernels, also known as self-tuning kernels, however much of the current theory of kernel based techniques is only applicable to fixed bandwidth kernels. In this paper, we…

Spectral Theory · Mathematics 2015-01-15 Tyrus Berry , John Harlim

This paper studies the optimality of kernel methods in high-dimensional data clustering. Recent works have studied the large sample performance of kernel clustering in the high-dimensional regime, where Euclidean distance becomes less…

Machine Learning · Statistics 2019-12-03 Leena Chennuru Vankadara , Debarghya Ghoshdastidar

In the setting of a Gaussian channel without power constraints, proposed by Poltyrev, the codewords are points in an n-dimensional Euclidean space (an infinite constellation) and the tradeoff between their density and the error probability…

Information Theory · Computer Science 2013-02-28 Amir Ingber , Ram Zamir , Meir Feder

Mixtures of Gaussian (or normal) distributions arise in a variety of application areas. Many heuristics have been proposed for the task of finding the component Gaussians given samples from the mixture, such as the EM algorithm, a…

Probability · Mathematics 2007-05-23 Sanjeev Arora , Ravi Kannan

The sample complexity of estimating or maximising an unknown function in a reproducing kernel Hilbert space is known to be linked to both the effective dimension and the information gain associated with the kernel. While the information…

Machine Learning · Statistics 2026-01-16 Hamish Flynn