相关论文: An asymptotic approximation for the permanent of a…

We study the problem of estimating the diagonal of an implicitly given matrix $A$. For such a matrix we have access to an oracle that allows us to evaluate the matrix vector product $Av$. For random variable $v$ drawn from an appropriate…

We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…

In this paper we find asymptotic distribution for some unreliable networks. Using Markov Additive Structure and Adan, Foley, McDonald method, we find the exact asymptotic for the stationary distribution. With the help of MA structure and…

We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order…

We take a random matrix theory approach to random sketching and show an asymptotic first-order equivalence of the regularized sketched pseudoinverse of a positive semidefinite matrix to a certain evaluation of the resolvent of the same…

Under standard regularity assumptions, we provide simple approximations for specific classes of fiducial and confidence distributions and discuss their connections with objective Bayesian posteriors. For a real parameter the approximations…

In many statistical signal processing applications, the estimation of nuisance parameters and parameters of interest is strongly linked to the resulting performance. Generally, these applications deal with complex data. This paper focuses…

In this paper we establish asymptotic (biasymptotic) equivalence between spaces of solutions of a given linear homogeneous system and a perturbed system. The perturbations are of either linear or weakly linear characters. Existence of a…

We construct a quantum-inspired classical algorithm for computing the permanent of Hermitian positive semidefinite matrices, by exploiting a connection between these mathematical structures and the boson sampling model. Specifically, the…

This paper is part of a series of papers in which the asymptotic theory and appropriate symbolic computer code are developed to compute the asymptotic expansion of the solution of an n-th order ordinary differential equation. The paper…

In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

We investigate one-dimensional families of diagonal forms, considering the evolution of the asymptotic formula and error term. We then discuss properties of the average asymptotic formula obtained. The subsequent second moment analysis…

We study the approximation of certain stochastic integrals with respect to a d-dimensional diffusion by corresponding stochastic integrals with piece-wise constant integrands. In finance this corresponds to replacing a continuously adjusted…

We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…

I study the product of independent identically distributed $D\times D$ random probability matrices. Some exact asymptotic results are obtained. I find that both the left and the right products approach exponentially to a probability…

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…

In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…

We perform a non-asymptotic analysis of the contrastive divergence (CD) algorithm, a training method for unnormalized models. While prior work has established that (for exponential family distributions) the CD iterates asymptotically…