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This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…

Statistics Theory · Mathematics 2023-12-25 Qianqian Jiang , Jiaxin Qiu , Zeng Li

We study the distribution of the maximum of a set of random fitnesses with fixed number of mutations in a model of biological evolution. The fitness variables are not independent and the correlations can be varied via a parameter…

Statistical Mechanics · Physics 2015-05-14 Kavita Jain , Abhishek Dasgupta , Gayatri Das

Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case…

Disordered Systems and Neural Networks · Physics 2016-09-21 Ulisse Ferrari

A central issue of many statistical learning problems is to select an appropriate model from a set of candidate models. Large models tend to inflate the variance (or overfitting), while small models tend to cause biases (or underfitting)…

Statistics Theory · Mathematics 2020-12-25 Jie Ding , Enmao Diao , Jiawei Zhou , Vahid Tarokh

We investigate the estimation of parameters in the random coefficient autoregressive model. We consider a nonstationary RCA process and show that the innovation variance parameter cannot be estimated by the quasi-maximum likelihood method.…

Methodology · Statistics 2009-03-03 Istvan Berkes , Lajos Horvath , Shiqing Ling

We investigate the fitness advantage associated with the robustness of a phenotype against deleterious mutations using deterministic mutation-selection models of quasispecies type equipped with a mesa shaped fitness landscape. We obtain…

Populations and Evolution · Quantitative Biology 2015-05-13 Andrea Wolff , Joachim Krug

We present a new methodology for computing sensitivities in evolutionary systems using a model-driven low-rank approximation. To this end, we formulate a variational principle that seeks to minimize the distance between the time derivative…

Optimization and Control · Mathematics 2020-12-29 Michael Donello , Mark Carpenter , Hessam Babaee

The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…

Probability · Mathematics 2022-07-08 Martina Favero , Henrik Hult

Given a reaction-diffusion equation with unknown right-hand side, we consider a nonlinear inverse problem of estimating the associated leading eigenvalues and initial condition modes from a finite number of non-local noisy measurements. We…

Optimization and Control · Mathematics 2026-01-08 Rami Katz , Giulia Giordano , Dmitry Batenkov

Model selection criteria are one of the most important tools in statistics. Proofs showing a model selection criterion is asymptotically optimal are tailored to the type of model (linear regression, quantile regression, penalized…

Statistics Theory · Mathematics 2025-10-17 Amaze Lusompa

We give a simple proof of the well known fact that the approximate eigenvalues provided by the Rayleigh-Ritz variational method are increasingly accurate upper bounds to the exact ones. To this end, we resort to the variational principle,…

Quantum Physics · Physics 2023-11-07 Francisco M. Fernández

Given data generated by an observable stochastic process, we study how to construct statistically optimal decisions for general stochastic optimization problems. Our setting encompasses non-standard data structures, including data…

Optimization and Control · Mathematics 2025-08-01 Radek Salač , Michael Kupper , Tobias Sutter

The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…

Probability · Mathematics 2022-04-08 Conrad J. Burden , Robert C. Griffiths

We discuss importance sampling of exit problems that involve unbounded stopping times; examples are mean first passage times, transition rates or committor probabilities in molecular dynamics. The naive application of variance minimization…

Probability · Mathematics 2024-02-14 Carsten Hartmann , Annika Jöster

Sample complexity bounds are a common performance metric in the Reinforcement Learning literature. In the discounted cost, infinite horizon setting, all of the known bounds have a factor that is a polynomial in $1/(1-\gamma)$, where $\gamma…

Machine Learning · Computer Science 2020-07-09 Adithya M. Devraj , Sean P. Meyn

With the multiallelic parent-independent mutation-drift model, the equilibrium proportions of alleles are known to be Dirichlet distributed. A special case is the biallelic model, in which the proportions are beta distributed. A sample…

Populations and Evolution · Quantitative Biology 2019-05-07 Claus Vogl , Lynette Caitlin Mikula

We consider the infinite-horizon linear Markov Decision Processes (MDPs), where the transition probabilities of the dynamic model can be linearly parameterized with the help of a predefined low-dimensional feature mapping. While the…

Machine Learning · Computer Science 2023-10-19 Yu-Heng Hung , Ping-Chun Hsieh , Akshay Mete , P. R. Kumar

The absolute change in the Rayleigh quotient (RQ) for a Hermitian matrix with respect to vectors is bounded in terms of the norms of the residual vectors and the angle between vectors in [\doi{10.1137/120884468}]. We substitute…

Numerical Analysis · Mathematics 2017-01-12 Andrew Knyazev , Peizhen Zhu

We use traveling-wave theory to derive expressions for the rate of accumulation of deleterious mutations under Muller's ratchet and the speed of adaptation under positive selection in asexual populations. Traveling-wave theory is a…

Populations and Evolution · Quantitative Biology 2007-12-19 Igor M. Rouzine , Eric Brunet , Claus O. Wilke

Sample covariance matrices from multi-population typically exhibit several large spiked eigenvalues, which stem from differences between population means and are crucial for inference on the underlying data structure. This paper…

Statistics Theory · Mathematics 2024-09-16 Weiming Li , Zeng Li , Junpeng Zhu