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Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

Probability · Mathematics 2011-06-28 Marc Arnaudon , Clément Dombry , Anthony Phan , Le Yang

We examine a wide class of stochastic approximation algorithms for solving (stochastic) nonlinear problems on Riemannian manifolds. Such algorithms arise naturally in the study of Riemannian optimization, game theory and optimal transport,…

Optimization and Control · Mathematics 2022-12-29 Mohammad Reza Karimi , Ya-Ping Hsieh , Panayotis Mertikopoulos , Andreas Krause

In graph motivated learning, label propagation largely depends on data affinity represented as edges between connected data points. The affinity assignment implicitly assumes even distribution of data on the manifold. This assumption may…

Machine Learning · Computer Science 2021-01-01 Abhishek , Shekhar Verma

We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…

Functional Analysis · Mathematics 2013-01-16 Almut Burchard , Marc Fortier

The problem of estimating the frequencies of an exponential sum has been studied extensively over the last years. It can be understood as a sparse estimation problem, as it strives to identify the sparse representation of a signal using…

Numerical Analysis · Mathematics 2019-05-21 Benedikt Diederichs

In this paper, we develop a theoretical analysis to efficiently handle superpositions of waves with concentrated wavevector and frequency spectra, allowing an easy analytical description of fields with interesting transverse profiles.…

Recently in Gao and Stoev (2018) it was established that the concentration of maxima phenomenon is the key to solving the exact sparse support recovery problem in high dimensions. This phenomenon, known also as relative stability, has been…

Statistics Theory · Mathematics 2020-05-05 Rafail Kartsioukas , Zheng Gao , Stilian Stoev

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

We investigate the asymptotic behavior, in the long time limit, of the random homology associated to realizations of stochastic diffusion processes on a compact Riemannian manifold. In particular a rigidity result is established: if the…

Probability · Mathematics 2024-06-26 Artem Galkin , Mauro Mariani

Let $k,d $ be positive integers. We determine a sequence of constants that are asymptotic to the probability that the cluster at the origin in a $d$-dimensional Poisson Boolean model with balls of fixed radius is of order $k$, as the…

Probability · Mathematics 2025-04-10 Mathew D. Penrose , Xiaochuan Yang

Let $\Gamma$ be the fundamental group of a closed orientable surface of genus at least two. Consider the composition of a uniformly random element of $\mathrm{Hom}(\Gamma,S_n)$ with the $(n-1)$-dimensional irreducible representation of…

Geometric Topology · Mathematics 2025-04-30 Michael Magee , Doron Puder , Ramon van Handel

An $n \times n$ matrix with $\pm 1$ entries which acts on $\mathbb{R}^n$ as a scaled isometry is called Hadamard. Such matrices exist in some, but not all dimensions. Combining number-theoretic and probabilistic tools we construct matrices…

Probability · Mathematics 2023-03-10 Xiaoyu Dong , Mark Rudelson

Concentration inequalities are fundamental tools in probabilistic combinatorics and theoretical computer science for proving that random functions are near their means. Of particular importance is the case where f(X) is a function of…

Combinatorics · Mathematics 2022-06-01 Lutz Warnke

The probability that two randomly selected phylogenetic trees of the same size are isomorphic is found to be asymptotic to a decreasing exponential modulated by a polynomial factor. The number of symmetrical nodes in a random phylogenetic…

Probability · Mathematics 2009-01-07 Miklos Bona , Philippe Flajolet

We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…

Probability · Mathematics 2025-03-21 Tatiana Brailovskaya , Ramon van Handel

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida

We establish central limit theorems for natural volumes of random inscribed polytopes in projective Riemannian or Finsler geometries. In addition, normal approximation of dual volumes and the mean width of random polyhedral sets are…

Metric Geometry · Mathematics 2020-05-22 Florian Besau , Daniel Rosen , Christoph Thäle

The polymer model framework is a classical tool from statistical mechanics that has recently been used to obtain approximation algorithms for spin systems on classes of bounded-degree graphs; examples include the ferromagnetic Potts model…

Data Structures and Algorithms · Computer Science 2022-03-29 Andreas Galanis , Leslie Ann Goldberg , James Stewart

We study algorithmic randomness notions via effective versions of almost-everywhere theorems from analysis and ergodic theory. The effectivization is in terms of objects described by a computably enumerable set, such as lower semicomputable…

Logic · Mathematics 2016-03-22 Kenshi Miyabe , André Nies , Jing Zhang

The concentration of measure prenomenon roughly states that, if a set $A$ in a product $\Omega^N$ of probability spaces has measure at least one half, ``most'' of the points of $\Omega^N$ are ``close'' to $A$. We proceed to a systematic…

Probability · Mathematics 2016-09-06 Michel Talagrand