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Related papers: Refined Berry-Esseen bounds under local dependence

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We give improved constants for data dependent and variance sensitive confidence bounds, called empirical Bernstein bounds, and extend these inequalities to hold uniformly over classes of functionswhose growth function is polynomial in the…

Machine Learning · Statistics 2009-07-23 Andreas Maurer , Massimiliano Pontil

This note provides a conditional Berry-Esseen bound for the sum of a martingale difference sequence $\{X_i\}_{i=1}^n$ in $\mathbb{R}^d$, $d\ge 1$, adapted to a filtration $\{\mathcal{F}_i\}_{i=1}^n$. We approximate the conditional…

Probability · Mathematics 2022-03-14 Denis Kojevnikov , Kyungchul Song

We propose an estimator for the singular vectors of high-dimensional low-rank matrices corrupted by additive subgaussian noise, where the noise matrix is allowed to have dependence within rows and heteroskedasticity between them. We prove…

Statistics Theory · Mathematics 2022-09-15 Joshua Agterberg , Zachary Lubberts , Carey Priebe

Shearer's inequality bounds the sum of joint entropies of random variables in terms of the total joint entropy. We give another lower bound for the same sum in terms of the individual entropies when the variables are functions of…

Probability · Mathematics 2021-03-23 Endre Csóka , Viktor Harangi , Bálint Virág

We study the asymptotic behaviour of Betti numbers, twisted torsion and other spectral invariants of sequences of locally symmetric spaces. Our main results are uniform versions of the DeGeorge--Wallach Theorem, of a theorem of Delorme and…

Representation Theory · Mathematics 2017-01-03 Miklos Abert , Nicolas Bergeron , Ian Biringer , Tsachik Gelander , Nikolay Nikolov , Jean Raimbault , Iddo Samet

We study the random conductance model on the lattice $\mathbb{Z}^d$, i.e. we consider a linear, finite-difference, divergence-form operator with random coefficients and the associated random walk under random conductances. We allow the…

Probability · Mathematics 2018-10-10 Sebastian Andres , Stefan Neukamm

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

Statistics Theory · Mathematics 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

We provide a systematic approach to deal with the following problem. Let $X_1,\ldots,X_n$ be, possibly dependent, $[0,1]$-valued random variables. What is a sharp upper bound on the probability that their sum is significantly larger than…

Probability · Mathematics 2015-07-27 Christos Pelekis , Jan Ramon

Let $(\xi_i)_{i=1,...,n}$ be a sequence of independent and symmetric random variables. We consider the upper bounds on tail probabilities of self-normalized deviations $$ \mathbf{P} \Big( \max_{1\leq k \leq n} \sum_{i=1}^{k} |\xi_i|\big/…

Probability · Mathematics 2017-05-05 Xiequan Fan

Similarity metrics are central in the theory of large networks and graph limits. For bounded-degree graphs, the Benjamini--Schramm metric records the distribution of rooted neighbourhoods, while the stronger colored-neighbourhood metric…

Combinatorics · Mathematics 2026-05-15 Balazs Szegedy

We show how to detect optimal Berry--Esseen bounds in the normal approximation of functionals of Gaussian fields. Our techniques are based on a combination of Malliavin calculus, Stein's method and the method of moments and cumulants, and…

Probability · Mathematics 2009-12-09 Ivan Nourdin , Giovanni Peccati

Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of…

Statistics Theory · Mathematics 2015-07-28 Rémi Bardenet , Odalric-Ambrym Maillard

We give estimates on the rate of convergence in the Boolean central limit theorem for the L\'evy distance. In the case of measures with bounded support we obtain a sharp estimate by giving a qualitative description of this convergence.

Probability · Mathematics 2017-11-27 Octavio Arizmendi , Mauricio Salazar

We establish concentration inequalities for Lipschitz functions of dependent random variables, whose dependencies are specified by forests. We also give concentration results for decomposable functions, improving Janson's Hoeffding-type…

Probability · Mathematics 2021-11-01 Rui-Ray Zhang

Two different aspects of parabolic iteration in the complex upper half-plane are considered here. First, from a noncommutative probability perspective, a Berry-Esseen type estimate for the convergence speed of the monotone central limit…

Functional Analysis · Mathematics 2018-12-03 Octavio Arizmendi , Mauricio Salazar , Jiun-Chau Wang

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…

Probability · Mathematics 2022-03-01 Marwa Banna , Tobias Mai

We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of…

Probability · Mathematics 2014-07-07 Xiao Fang

Let $ (Z_{n})_{n\geq 0} $ be a supercritical branching process in an independent and identically distributed random environment. We establish an optimal convergence rate in the Wasserstein-$1$ distance for the process $ (Z_{n})_{n\geq 0} $,…

Probability · Mathematics 2025-12-08 Hao Wu , Xiequan Fan , Zhiqiang Gao , Yinna Ye

Stein's method allows to prove distributional convergence of a sequence of random variables and to quantify it with respect to a given metric such as Kolmogorov's (a Berry-Ess\'een type theorem). Mod-* convergence quantifies the convergence…

Probability · Mathematics 2017-01-12 Yacine Barhoumi-Andréani

Initially motivated by the study of the non-asymptotic properties of non-parametric tests based on permutation methods, concentration inequalities for uniformly permuted sums have been largely studied in the literature. Recently, Delyon et…

Probability · Mathematics 2018-05-10 Mélisande Albert