Related papers: Stein's Method, Jack Measure, and the Metropolis A…
This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…
The set $X$ of $k$-subsets of an $n$-set has a natural graph structure where two $k$-subsets are connected if and only if the size of their intersection is $k-1$. This is known as the Johnson graph. The symmetric group $S_n$ acts on the…
Peng (2008)(\cite{P08b}) proved the Central Limit Theorem under a sublinear expectation: \textit{Let $(X_i)_{i\ge 1}$ be a sequence of i.i.d random variables under a sublinear expectation $\hat{\mathbf{E}}$ with…
The log-partition function $ \log W_N(\beta)$ of the two-dimensional directed polymer in random environment is known to converge in distribution to a normal distribution when considering temperature in the subcritical regime…
The multi-point Metropolis algorithm is an advanced MCMC technique based on drawing several correlated samples at each step and choosing one of them according to some normalized weights. We propose a variation of this technique where the…
Let $f:[0,1)^d \to {\mathbb R}$ be an integrable function. An objective of many computer experiments is to estimate $\int_{[0,1)^d} f(x) dx$ by evaluating f at a finite number of points in [0,1)^d. There is a design issue in the choice of…
We study the long-range one-dimensional Riesz gas on the circle, a continuous system of particles interacting through a Riesz kernel. We establish near-optimal rigidity estimates on gaps valid at any scale. Leveraging these local laws…
We improve an estimate (obtained in "A.Brudnyi, Small amplitude limit cycles and the distribution of zeros of families of analytic functions, Ann. of Math. 154 (2) (2001), 227-243") for the average number of limit cycles of a planar…
We consider random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem…
We propose a new functional analytic approach to Stein's method of exchangeable pairs that does not require the pair at hand to satisfy any approximate linear regression property. We make use of this theory in order to derive abstract…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
We study a new Selberg-type integral with $n+m$ indeterminates, which turns out to be related to the deformed Calogero-Sutherland systems. We show that the integral satisfies a holonomic system of $n+m$ non-symmetric linear partial…
Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…
We investigate the characteristic polynomials of the Gaussian $\beta$-ensemble for general $\beta>0$ through its transfer matrix recurrence. We show that the rescaled characteristic polynomial converges to a random entire function in a…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…
We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…
We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…
In this paper we examine the implications of the statistical large sample theory for the computational complexity of Bayesian and quasi-Bayesian estimation carried out using Metropolis random walks. Our analysis is motivated by the…
A factorisation problem in the symmetric group is central if conjugate permutations always have the same number of factorisations. We give the first fully combinatorial proof of the centrality of transitive star factorisations that is valid…
We consider estimation of a multivariate normal mean vector under sum of squared error loss. We propose a new class of smooth estimators parameterized by \alpha dominating the James-Stein estimator. The estimator for \alpha=1 corresponds to…