相关论文: Exponential inequalities for empirical unbounded c…

We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…

Finite-state tree automata are a well studied formalism for representing term languages. This paper studies the problem of determining the regularity of the set of instances of a finite set of terms with variables, where each variable is…

This paper studies random-coding error exponents of randomised list decoding, in which the decoder randomly selects $L$ messages with probabilities proportional to the decoding metric of the codewords. The exponents (or bounds) are given…

Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…

We study the problem of computing the tightest upper and lower bounds on the probability that the sum of $n$ dependent Bernoulli random variables exceeds an integer $k$. Under knowledge of all pairs of bivariate distributions denoted by a…

We consider the problem of \emph{pruning} a classification tree, that is, selecting a suitable subtree that balances bias and variance, in common situations with inhomogeneous training data. Namely, assuming access to mostly data from a…

We consider the problem of model selection type aggregation in the context of density estimation. We first show that empirical risk minimization is sub-optimal for this problem and it shares this property with the exponential weights…

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

The unconstrained exponential family of random graphs assumes no prior knowledge of the graph before sampling, but it is natural to consider situations where partial information about the graph is known, for example the total number of…

This paper studies probabilistic rates of convergence for consensus+innovations type of algorithms in random, generic networks. For each node, we find a lower and also a family of upper bounds on the large deviations rate function, thus…

Phylogenetics uses alignments of molecular sequence data to learn about evolutionary trees. Substitutions in sequences are modelled through a continuous-time Markov process, characterised by an instantaneous rate matrix, which standard…

We prove optimal bounds for the convergence rate of ordinal embedding (also known as non-metric multidimensional scaling) in the 1-dimensional case. The examples witnessing optimality of our bounds arise from a result in additive number…

We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…

This paper studies the estimation of low-rank Markov chains from empirical trajectories. We propose a non-convex estimator based on rank-constrained likelihood maximization. Statistical upper bounds are provided for the Kullback-Leiber…

Tree-based ensemble methods such as random forests, gradient-boosted trees, and Bayesianadditive regression trees have been successfully used for regression problems in many applicationsand research studies. In this paper, we study ensemble…

We investigate the capacity of transformers to learn algorithms involving their context while solely being trained using next token prediction. We set up Markov chains with random transition matrices and we train transformers to predict the…

We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such trees. These imprecise probability trees can be seen as…

Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…

Real-valued time series are ubiquitous in the sciences and engineering. In this work, a general, hierarchical Bayesian modelling framework is developed for building mixture models for times series. This development is based, in part, on the…

In this paper, we investigate the statistical convergence rate of a Bayesian low-rank tensor estimator. Our problem setting is the regression problem where a tensor structure underlying the data is estimated. This problem setting occurs in…