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We consider the problem of variable selection in high-dimensional sparse additive models. We focus on the case that the components belong to nonparametric classes of functions. The proposed method is motivated by geometric considerations in…

统计理论 · 数学 2015-02-03 Martin Wahl

In this paper we aim to use different metrics in the Euclidean space and Sobolev type metrics in function spaces in order to produce reliable parameters for the differentiation of point distributions and dynamical systems. The main tool is…

信息论 · 计算机科学 2022-10-21 Dalma Bilbao , Hugo Aimar , Diego M. Mateos

This paper is devoted to the statistical and numerical properties of the geometric median, and its applications to the problem of robust mean estimation via the median of means principle. Our main theoretical results include (a) an upper…

统计理论 · 数学 2023-07-21 Stanislav Minsker , Nate Strawn

A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…

统计理论 · 数学 2022-08-05 Johan Segers

This paper concerns the robust regression model when the number of predictors and the number of observations grow in a similar rate. Theory for M-estimators in this regime has been recently developed by several authors [El Karoui et al.,…

统计理论 · 数学 2016-04-06 Daniel Nevo , Ya'acov Ritov

The number of component classifiers chosen for an ensemble greatly impacts the prediction ability. In this paper, we use a geometric framework for a priori determining the ensemble size, which is applicable to most of existing batch and…

机器学习 · 计算机科学 2018-10-02 Hamed Bonab , Fazli Can

We study Lyapunov vectors (LVs) corresponding to the largest Lyapunov exponents in systems with spatiotemporal chaos. We focus on characteristic LVs and compare the results with backward LVs obtained via successive Gram-Schmidt…

混沌动力学 · 物理学 2008-08-05 Diego Pazó , Ivan G. Szendro , Juan M. López , Miguel A. Rodríguez

Multifractal dimensions allow for characterizing the localization properties of states in complex quantum systems. For ergodic states the finite-size versions of fractal dimensions converge to unity in the limit of large system size.…

统计力学 · 物理学 2019-10-30 Arnd Bäcker , Masudul Haque , Ivan M. Khaymovich

In the random geometric graph $G(n,r_n)$, $n$ vertices are placed randomly in Euclidean $d$-space and edges are added between any pair of vertices distant at most $r_n$ from each other. We establish strong laws of large numbers (LLNs) for a…

概率论 · 数学 2020-06-29 Dieter Mitsche , Mathew D. Penrose

We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…

统计理论 · 数学 2020-07-20 Bruno Ebner , Franz Nestmann , Matthias Schulte

The problem of identifying geometric structure in heterogeneous, high-dimensional data is a cornerstone of representation learning. While there exists a large body of literature on the embeddability of canonical graphs, such as lattices or…

机器学习 · 计算机科学 2019-10-15 Melanie Weber

We bound the variance and other moments of a random vector based on the range of its realizations, thus generalizing inequalities of Popoviciu (1935) and Bhatia and Davis (2000) concerning measures on the line to several dimensions. This is…

概率论 · 数学 2020-02-03 Tongseok Lim , Robert J. McCann

We introduce and initiate the study of new parameters associated with any norm and any log-concave measure on $\mathbb R^n$, which provide sharp distributional inequalities. In the Gaussian context this investigation sheds light to the…

泛函分析 · 数学 2017-10-23 Grigoris Paouris , Petros Valettas

A good generalization of the Euclidean dimension to disordered systems and non crystalline structures is commonly required to be related to large scale geometry and it is expected to be independent of local geometrical modifications. The…

统计力学 · 物理学 2009-10-30 Raffaella Burioni , Davide Cassi

Ensembles, which employ a set of classifiers to enhance classification accuracy collectively, are crucial in the era of big data. However, although there is general agreement that the relation between ensemble size and its prediction…

机器学习 · 计算机科学 2023-08-29 Enes Bektas , Fazli Can

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

物理与社会 · 物理学 2017-06-08 Carl P. Dettmann , Orestis Georgiou , Georgie Knight

We consider a Gaussian rotationally invariant ensemble of random real totally symmetric tensors with independent normally distributed entries, and estimate the largest eigenvalue of a typical tensor in this ensemble by examining the rate of…

数学物理 · 物理学 2021-05-12 Oleg Evnin

We define new geometric constants for normed planes, determine their optimal values, and characterize types of planes for which these optimal values are attained. Relations of these constants to several topics, such as areas and distances…

度量几何 · 数学 2018-01-01 Vitor Balestro , Horst Martini , Ralph Teixeira

Given a measure on the Thurston boundary of Teichmueller space, one can pick a geodesic ray joining some basepoint to a randomly chosen point on the boundary. Different choices of measures may yield typical geodesics with different…

几何拓扑 · 数学 2014-10-21 Vaibhav Gadre , Joseph Maher , Giulio Tiozzo

We considered the problem of obtaining upper bounds for the mathematical expectation of the $q$-norm ($2\leqslant q \leqslant \infty$) of the vector which is uniformly distributed on the unit Euclidean sphere. We finish the paper with…

最优化与控制 · 数学 2020-03-27 Eduard Gorbunov , Evgeniya Vorontsova , Alexander Gasnikov