Related papers: On approximate pattern matching for a class of Gib…
Nearest neighbor cells in $R^d,d\in\mathbb{N}$, are used to define coefficients of divergence ($\phi$-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a…
Several numerical approximation strategies for the expectation-propagation algorithm are studied in the context of large-scale learning: the Laplace method, a faster variant of it, Gaussian quadrature, and a deterministic version of…
We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…
Let $\pi_n$ be a uniformly chosen random permutation on $[n]$. Using an analysis of the probability that two overlapping consecutive $k$-permutations are order isomorphic, the authors of a recent paper showed that the expected number of…
Distribution of the sum of independent identically distributed symmetric lattice vectors is approximated by the accompanying compound Poisson law and the second-order Hipp-type signed compound Poisson measure. Bergstr\"om -type asymptotic…
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
Many statistical models have likelihoods which are intractable: it is impossible or too expensive to compute the likelihood exactly. In such settings, a common approach is to replace the likelihood with an approximation, and proceed with…
This work is devoted to the analysis of a Gibbs partition model, also known as a composition scheme. We consider a natural new condition on the component weights. It leads to a new behavior for the total number of components. We discover a…
We study the error of the number of points of the lattice $\mathbb{Z}^{d}$ that fall into a dilated and translated hypercube centred around $0$ and whose axis are parallel to the axis of coordinates. We show that if $t$, the factor of…
We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…
We characterise the convergence of the Gibbs sampler which samples from the joint posterior distribution of parameters and missing data in hierarchical linear models with arbitrary symmetric error distributions. We show that the convergence…
For any stationary $\mZ^d$-Gibbs measure that satisfies strong spatial mixing, we obtain sequences of upper and lower approximations that converge to its entropy. In the case, $d=2$, these approximations are efficient in the sense that the…
We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…
The problem of the approximation of convolutions by accompanying laws in the scheme of series satisfying the infinitesimality condition is considered. It is shown that the quality of approximation depends essentially on the choice of…
Expectation Propagation (EP) provides a framework for approximate inference. When the model under consideration is over a latent Gaussian field, with the approximation being Gaussian, we show how these approximations can systematically be…
In [Compositio Math. 155 (2019)] Kleinbock and Wadleigh proved a "zero-one law" for uniform inhomogeneous Diophantine approximations. We generalize this statement with arbitrary weight functions and establish a new and simple proof of this…
An approximation method is presented for probabilistic inference with continuous random variables. These problems can arise in many practical problems, in particular where there are "second order" probabilities. The approximation, based on…
We are thankful to the discussants for their hard, interesting work. The main purpose of our paper was to give reasonably sharp rates of convergence for some simple examples of the Gibbs sampler. We chose examples from expository accounts…
We derive a new perturbation scheme for treating the large d limit of lattice models at arbitrary filling. The results are compared with exact diagonalization data for the Hubbard model and found to be in good agreement.
We study the path behaviour of a simple random walk on the 2-dimensional comb lattice ${\mathbb C}^2$ that is obtained from ${\mathbb Z}^2$ by removing all horizontal edges off the x-axis. In particular, we prove a strong approximation…