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Related papers: Entropy method for the left tail

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We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff bound and Bernstein inequality except with the explicit…

Probability · Mathematics 2011-05-16 Daniel Hsu , Sham M. Kakade , Tong Zhang

We give a definition of topological entropy for tree shifts, prove that the limit in the definition exists, and show that it dominates the topological entropy of the associated one-dimensional shift of finite type when the labeling of the…

Dynamical Systems · Mathematics 2018-05-29 Karl Petersen , Ibrahim Salama

We investigate the use of optimization to compute bounds for extremal performance measures. This approach takes a non-parametric viewpoint that aims to alleviate the issue of model misspecification possibly encountered by conventional…

Methodology · Statistics 2017-11-03 Clementine Mottet , Henry Lam

The aim of this study is to generalise recent results of the two last authors on en-tropy methods for measure solutions of the renewal equation to other classes of structured population problems. Specifically, we develop a generalised…

Analysis of PDEs · Mathematics 2018-04-11 Tomasz Dębiec , Marie Doumic , Piotr Gwiazda , Emil Wiedemann

Learning the tail behavior of a distribution is a notoriously difficult problem. By definition, the number of samples from the tail is small, and deep generative models, such as normalizing flows, tend to concentrate on learning the body of…

Machine Learning · Computer Science 2022-06-28 Mike Laszkiewicz , Johannes Lederer , Asja Fischer

A theoretical expression is derived for the mean squared error of a nonparametric estimator of the tail dependence coefficient, depending on a threshold that defines which rank delimits the tails of a distribution. We propose a new method…

Methodology · Statistics 2023-07-25 Matthieu Garcin , Maxime L. D. Nicolas

In this paper, we present a new framework to obtain tail inequalities for sums of random matrices. Compared with existing works, our tail inequalities have the following characteristics: 1) high feasibility--they can be used to study the…

Machine Learning · Computer Science 2019-10-10 Chao Zhang , Min-Hsiu Hsieh , Dacheng Tao

In this thesis, we provide an initial investigation into bounds for topological entropy of switched linear systems. Entropy measures, roughly, the information needed to describe the behavior of a system with finite precision on finite time…

Optimization and Control · Mathematics 2016-10-14 James Schmidt

A convenient measure of a map or flow's chaotic action is the topological entropy. In many cases, the entropy has a homological origin: it is forced by the topology of the space. For example, in simple toral maps, the topological entropy is…

Dynamical Systems · Mathematics 2013-05-28 Sarah Tumasz , Jean-Luc Thiffeault

The method of maximum entropy has been very successful but there are cases where it has either failed or led to paradoxes that have cast doubt on its general legitimacy. My more optimistic assessment is that such failures and paradoxes…

Data Analysis, Statistics and Probability · Physics 2015-06-12 Ariel Caticha

Whereas for strings, higher-order empirical entropy is the standard entropy measure, several different notions of empirical entropy for trees have been proposed in the past, notably label entropy, degree entropy, conditional versions of the…

Information Theory · Computer Science 2020-06-03 Danny Hucke , Markus Lohrey , Louisa Seelbach Benkner

To consider a high-dimensional random process, we propose a notion about stochastic tensor-valued random process (TRP). In this work, we first attempt to apply a generic chaining method to derive tail bounds for all p-th moments of the…

Probability · Mathematics 2023-02-02 Shih-Yu Chang

We discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a…

Probability · Mathematics 2018-11-27 Jean-Dominique Deuschel , Ryoki Fukushima

We deduce in this paper the sufficient conditions for weak convergence of centered and normed deviation of the u-statistics with values in the space of the real valued continuous function defined on some compact metric space. We obtain also…

Statistics Theory · Mathematics 2016-08-12 E. Ostrovsky , L. Sirota

We consider shift spaces in which elements of the alphabet may overlap nontransitively. We define a notion of entropy for such spaces, give several techniques for computing lower bounds for it, and show that it is equal to a limit of…

Dynamical Systems · Mathematics 2010-11-16 Fabio Drucker , David Richeson , Jim Wiseman

An adaptive proximal method for a special class of variational inequalities and related problems is proposed. For example, the so-called mixed variational inequalities and composite saddle problems are considered. Some estimates of the…

Optimization and Control · Mathematics 2020-08-25 Fedor S. Stonyakin

We show that the one-sided Dyck shift has a unique tail invariant topologically $\sigma$-finite measure (up to scaling). This invariant measure of the one sided Dyck turns out to be a shift-invariant probability. Furthermore, it is one of…

Dynamical Systems · Mathematics 2007-11-07 Tom Meyerovitch

We explore the relation between entanglement entropy of quantum many body systems and the distribution of corresponding, properly selected, observables. Such a relation is necessary to actually measure the entanglement entropy. We show that…

Statistical Mechanics · Physics 2009-11-11 Israel Klich , Gil Refael , Alessandro Silva

Starting from one-point tail bounds, we establish an upper tail large deviation principle for the directed landscape at the metric level. Metrics of finite rate are in one-to-one correspondence with measures supported on a set of countably…

Probability · Mathematics 2024-05-27 Sayan Das , Duncan Dauvergne , Bálint Virág

We consider a multivariate distributional recursion of sum-type as arising in the probabilistic analysis of algorithms and random trees. We prove an upper tail bound for the solution using Chernoff's bounding technique by estimating the…

Probability · Mathematics 2011-06-21 Goetz Olaf Munsonius