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U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

Probability · Mathematics 2014-06-24 Viktor Benes , Marketa Zikmundova

In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…

Probability · Mathematics 2023-10-13 Chuchu Chen , Tonghe Dang , Jialin Hong , Guoting Song

We introduce a new version of Stein's method that reduces a large class of normal approximation problems to variance bounding exercises, thus making a connection between central limit theorems and concentration of measure. Unlike Skorokhod…

Probability · Mathematics 2009-09-29 Sourav Chatterjee

Tackling semi-supervised learning problems with graph-based methods has become a trend in recent years since graphs can represent all kinds of data and provide a suitable framework for studying continuum limits, e.g., of differential…

Machine Learning · Computer Science 2022-02-07 Tim Roith , Leon Bungert

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…

Optimization and Control · Mathematics 2024-12-19 Andrey Sadchikov , Savelii Chezhegov , Aleksandr Beznosikov , Alexander Gasnikov

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

Probability · Mathematics 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

In a bounded domain $\Omega \subset \mathbb{R}^d$ over time interval $(0,T)$, we consider mean field game equations whose principal coefficients depend on the time and state variables with a general Hamiltonian. We attach the non-zero Robin…

Analysis of PDEs · Mathematics 2023-07-11 Oleg Imanuvilov , Hongyu Liu , Masahiro Yamamoto

We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic \chi^2-goodness-of-fit test.…

Statistics Theory · Mathematics 2012-05-24 Lothar Heinrich , Sebastian Lück , Volker Schmidt

We present new mixture representations for the generalized Linnik distribution in terms of normal, Laplace, exponential and stable laws and establish the relationship between the mixing distributions in these representations. Based on these…

Probability · Mathematics 2019-07-10 V. Yu. Korolev , A. K. Gorshenin , A. I. Zeifman

This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…

Optimization and Control · Mathematics 2025-12-12 Chenglong Bao , Yancheng Yuan , Shulan Zhu

Stochastic localization is a pathwise analysis technique originating from convex geometry. This paper explores certain algorithmic aspects of stochastic localization as a computational tool. First, we unify various existing stochastic…

Statistics Theory · Mathematics 2025-05-20 Tom Alberts , Yiming Xu , Qiang Ye

We provide full theoretical guarantees for the convergence behaviour of diffusion-based generative models under the assumption of strongly log-concave data distributions while our approximating class of functions used for score estimation…

Machine Learning · Computer Science 2025-02-18 Stefano Bruno , Ying Zhang , Dong-Young Lim , Ömer Deniz Akyildiz , Sotirios Sabanis

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

Probability · Mathematics 2013-03-07 Mikko Stenlund

We study the asymptotic nature of geometric structures formed from a point cloud of observations of (generally heavy tailed) distributions in a Euclidean space of dimension greater than one. A typical example is given by the Betti numbers…

Probability · Mathematics 2016-01-11 Takashi Owada , Robert J. Adler

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Statistical Mechanics · Physics 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry

We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…

Optimization and Control · Mathematics 2008-06-19 D. Leventhal , A. S. Lewis

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

Probability · Mathematics 2011-10-20 Katarzyna Bartkiewicz , Adam Jakubowski , Thomas Mikosch , Olivier Wintenberger

Level statistics of systems that undergo many--body localization transition are studied. An analysis of the gap ratio statistics from the perspective of inter- and intra-sample randomness allows us to pin point differences between…

Disordered Systems and Neural Networks · Physics 2019-03-27 Piotr Sierant , Jakub Zakrzewski

Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this paper. Problems, where the constraints are verified…

Optimization and Control · Mathematics 2011-07-27 Yaroslav D. Sergeyev , Dmitri E. Kvasov , Falah M. H. Khalaf

[B{\l}aszczyszyn, Yogeshwaran and Yukich (2019)] established central limit theorems for geometric statistics of point processes having fast decay dependence. As limit theorems are of limited use unless we understand their errors involved in…

Probability · Mathematics 2022-05-27 Tianshu Cong , Aihua Xia
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