Related papers: Some deviation inequalities
We study in details the isoperimetric profile of product probability measures with tails between the exponential and the Gaussian regime. In particular we exhibit many examples where coordinate half-spaces are approximate solutions of the…
This paper considers approximately sparse signal and low-rank matrix's recovery via truncated norm minimization $\min_{x}\|x_T\|_q$ and $\min_{X}\|X_T\|_{S_q}$ from noisy measurements. We first introduce truncated sparse approximation…
In the classification of a class imbalance dataset, the performance measure used for the model selection and comparison to competing methods is a major issue. In order to overcome this problem several performance measures are defined and…
We derive tight and computable bounds on the bias of statistical estimators, or more generally of quantities of interest, when evaluated on a baseline model P rather than on the typically unknown true model Q. Our proposed method combines…
We show how the problem of estimating conditional Kendall's tau can be rewritten as a classification task. Conditional Kendall's tau is a conditional dependence parameter that is a characteristic of a given pair of random variables. The…
We consider the problem of estimating small ball probabilities $\mathbb P\{f(G) \leqslant \delta \mathbb Ef(G)\}$ for sub-additive,positively homogeneous functions $f$ with respect to the Gaussian measure. We establish estimates that depend…
We study the connection between the concavity properties of a measure $\nu$ and the convexity properties of the associated relative entropy $D(\cdot \Vert \nu)$ along optimal transport. As a corollary we prove a new dimensional…
Stable distributions is an interesting and important class of probability distributions. They were discovered explicitly by Paul L\'{e}vy in 1925 \cite{lk}. They possess many interesting properties, most importantly they are by definiton…
In this paper, we first explore exponential stability by using Monotonicity inequality and use this information to obtain the existence of Invariant measure for linear Stochastic PDEs with potential in the space of tempered distributions.…
The uncertainty relation and the probability interpretation of quantum mechanics are intrinsically connected, as is evidenced by the evaluation of standard deviations. It is thus natural to ask if one can associate a very small uncertainty…
We survey several Talagrand type inequalities and their application to influences with the tool of hypercontractivity for both discrete and continuous, and product and non-product models. The approach covers similarly by a simple…
This work adresses the question of density of piecewise constant (resp. rigid) functions in the space of vector valued functions with bounded variation (resp. deformation) with respect to the strict convergence. Such an approximation…
Performance guarantees for compression in nonlinear models under non-Gaussian observations can be achieved through the use of distributional characteristics that are sensitive to the distance to normality, and which in particular return the…
Fine-tuning LLMs on tabular classification tasks can lead to the phenomenon of fine-tuning multiplicity where equally well-performing models make conflicting predictions on the same input. Fine-tuning multiplicity can arise due to…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…
Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous…
We give a simple criterion on the set of probability tangent measures $\mathrm{Tan}(\mu,x)$ of a positive Radon measure $\mu$, which yields lower bounds on the Hausdorff dimension of $\mu$. As an application, we give an elementary and…
We show that thermodynamic uncertainties (TU) it preserve their form in passing from Boltzmann-Gibbs' statistics to Tsallis' one provided that we express these TU in terms of the appropriate variable conjugate to the temperature in a…
The type $\tau$($\alpha$) of an irrational number $\alpha$ measures the extent to which rational numbers can closely approximate $\alpha$. More precisely, $\tau$($\alpha$) is the infimum over those t$\in$R for which…