相关论文: Minimum HGR Correlation Principle: From Marginals …

The projected normal distribution, also known as the angular Gaussian distribution, is obtained by dividing a multivariate normal random variable $\mathbf{x}$ by its norm $\sqrt{\mathbf{x}^T \mathbf{x}}$. The resulting random variable…

The families of $f$-divergences (e.g. the Kullback-Leibler divergence) and Integral Probability Metrics (e.g. total variation distance or maximum mean discrepancies) are widely used to quantify the similarity between probability…

We introduce a natural generalization of the Erd\H{o}s-R\'enyi random graph model in which random instances of a fixed motif are added independently. The binomial random motif graph $G(H,n,p)$ is the random (multi)graph obtained by adding…

Multi-dimensional distributions whose marginal distributions are uniform are called copulas. Among them, the one that satisfies given constraints on expectation and is closest to the independent distribution in the sense of Kullback-Leibler…

We derive criteria for the selection of datapoints used for data-driven reduced-order modeling and other areas of supervised learning based on Gaussian process regression (GPR). While this is a well-studied area in the fields of active…

We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study…

Given two jointly distributed random variables $(X,Y)$, a functional representation of $X$ is a random variable $Z$ independent of $Y$, and a deterministic function $g(\cdot, \cdot)$ such that $X=g(Y,Z)$. The problem of finding a minimum…

We study a new parametric family of distributions on the ordered simplex $\nabla^{d-1} = \{y \in \mathbb{R}^d: y_1 \geq \dots \geq y_d \geq 0, \sum_{k=1}^d y_k = 1\}$, which we call Generalized Rank Dirichlet (GRD) distributions. Their…

Let A be an n*n random matrix with mean zero and independent inhomogeneous non-constant subgaussian entries. We get that for any k<c\sqrt{n}, the probability of the matrix has a lower rank than n-k that is sub-exponential. Furthermore, we…

We propose a novel coupling inequality of the min-max type for two random matrices with finite absolute third moments, which generalizes the quantitative versions of the well-known inequalities by Gordon. Previous results have calculated…

Improving the detection of relevant variables using a new bivariate measure could importantly impact variable selection and large network inference methods. In this paper, we propose a new statistical coefficient that we call the rank…

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

We consider discrete graphical models Markov with respect to a graph $G$ and propose two distributed marginal methods to estimate the maximum likelihood estimate of the canonical parameter of the model. Both methods are based on a…

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…

We consider finite mixtures of generalized linear models with binary output. We prove that cross moment (between the output and the regression variables) until order 3 are sufficient to identify all parameters of the model. We propose a…

We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…

We consider minimum variance estimation within the sparse linear Gaussian model (SLGM). A sparse vector is to be estimated from a linearly transformed version embedded in Gaussian noise. Our analysis is based on the theory of reproducing…

To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this…

In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…

We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum)…