Related papers: Maximum Probability of Independence in Transitive …
We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…
Having observed an $m\times n$ matrix $X$ whose rows are possibly correlated, we wish to test the hypothesis that the columns are independent of each other. Our motivation comes from microarray studies, where the rows of $X$ record…
We study the motion of independent particles in a dynamical random environment on the integer lattice. The environment has a product distribution. For the multidimensional case, we characterize the class of spatially ergodic invariant…
Let (X,L) be a (semi-) polarized complex projective variety and T a real torus acting holomorphically on X with moment polytope P. Given a probability density g on P we introduce a new type of Monge-Ampere measure on X, defined for singular…
Using the theory of group action, we first introduce the concept of the automorphism group of an exponential family or a graphical model, thus formalizing the general notion of symmetry of a probabilistic model. This automorphism group…
Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper…
A transversal matroid $M$ of rank $r$ on $[n]$ can be associated to a family of binary matrices corresponding to different presentations of $M$. We describe those matrices which arise from unique maximal presentations of size $r$- giving a…
We consider a finite family of invertible $2 \times 2$ real matrices and a transitive Markov shift on the index set. Let $\lambda$ be the top Lyapunov exponent for random matrix products driven by the Markov shift. We prove that, if the…
Motivated by the growing interest in correlation-robust stochastic optimization, we investigate stochastic selection problems beyond independence. Specifically, we consider the instructive case of pairwise-independent priors and matroid…
The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…
We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…
Let $M_n$ be the maximum of $n$ zero-mean gaussian variables $X_1,..,X_n$ with covariance matrix of minimum eigenvalue $\lambda$ and maximum eigenvalue $\Lambda$. Then, for $n \ge 70$, $$\Pr\{M_n \ge \lambda \left (2 \log n - 2.5 - \log(2…
Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…
We propose a distributionally robust model for the influence maximization problem. Unlike the classic independent cascade model \citep{kempe2003maximizing}, this model's diffusion process is adversarially adapted to the choice of seed set.…
In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…
A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…
A matroid is uniform if and only if it has no minor isomorphic to $U_{1,1}\oplus U_{0,1}$ and is paving if and only if it has no minor isomorphic to $U_{2,2}\oplus U_{0,1}$. This paper considers, more generally, when a matroid $M$ has no…
In a previous part of this work, we gave a new tableau formula for the modified Macdonald polynomials $\widetilde{H}_{\lambda}(X;q,t)$, using a weight on tableaux involving the \emph{queue inversion} (quinv) statistic. In this paper we…
We investigate a certain class of Ind-scheme morphisms corresponding to homomorphisms between the automorphism group of the $n$-th complex Weyl algebra and the group of Poisson structure-preserving automorphisms of the commutative complex…
We study the prophet inequality when the gambler has an access only to a single sample from each distribution. Rubinstein, Wang and Weinberg showed that an optimal guarantee of 1/2 can be achieved when the underlying matroid has rank 1,…