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We establish a central limit theorem (CLT) for families of products of $\epsilon$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework…

概率论 · 数学 2025-04-15 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

The sum of $n$ {non-independent} Bernoulli random variables could be modeled in several different ways. One of these is the Multiplicative Binomial Distribution (MBD), introduced by Altham (1978) and revised by Lovison (1998). In this work,…

统计理论 · 数学 2018-02-26 Francesca Fortunato

We present the first $\varepsilon$-differentially private, computationally efficient algorithm that estimates the means of product distributions over $\{0,1\}^d$ accurately in total-variation distance, whilst attaining the optimal sample…

数据结构与算法 · 计算机科学 2024-01-29 Vikrant Singhal

This article considers the popular MCMC method of unadjusted Langevin Monte Carlo (LMC) and provides a non-asymptotic analysis of its sampling error in 2-Wasserstein distance. The proof is based on a refinement of mean-square analysis in Li…

机器学习 · 计算机科学 2022-02-22 Ruilin Li , Hongyuan Zha , Molei Tao

The Ewens-Pitman model defines a distribution on random partitions of $\{1,\ldots,n\}$, with parameters $\alpha \in [0,1)$ and $\theta > -\alpha$; the case $\alpha=0$ reduces to the classical Ewens model from population genetics. We…

概率论 · 数学 2026-01-28 Bernard Bercu , Claudia Contardi , Emanuele Dolera , Stefano Favaro

In his 1996 paper, Talagrand highlighted that the Law of Large Numbers (LLN) for independent random variables can be viewed as a geometric property of multidimensional product spaces. This phenomenon is known as the concentration of…

概率论 · 数学 2025-01-24 Haim Bar , Vladimir Pozdnyakov

Clinical randomized controlled trials (RCTs) collect hundreds of measurements spanning various metric types (e.g., laboratory tests, cognitive/motor assessments, etc.) across 100s-1000s of subjects to evaluate the effect of a treatment, but…

机器学习 · 计算机科学 2024-06-25 Sayeri Lala , Niraj K. Jha

We study the problem, introduced by Qiao and Valiant, of learning from untrusted batches. Here, we assume $m$ users, all of whom have samples from some underlying distribution $p$ over $1, \ldots, n$. Each user sends a batch of $k$ i.i.d.…

数据结构与算法 · 计算机科学 2019-11-07 Sitan Chen , Jerry Li , Ankur Moitra

For "large" class $\mathcal{C}$ of continuous probability density functions (p.d.f.), we demonstrate that for every $w\in\mathcal{C}$ there is mixture of discrete Binomial distributions (MDBD) with $T\geq N\sqrt{\phi_{w}/\delta}$ distinct…

离散数学 · 计算机科学 2016-04-22 Gorav Jindal , Pavel Kolev

We introduce a new method for obtaining quantitative convergence rates for the central limit theorem (CLT) in a high dimensional setting. Using our method, we obtain several new bounds for convergence in transportation distance and entropy,…

概率论 · 数学 2020-09-08 Ronen Eldan , Dan Mikulincer , Alex Zhai

The goal of this paper is to attract attention of the reader to a dimension-free geometric inequality that can be proved using the classical needle decomposition. This inequality allows us to derive sharp dimension-free estimates for the…

经典分析与常微分方程 · 数学 2007-05-23 F. Nazarov , M. Sodin , A. Volberg

The "typical" asymptotic behavior of the weighted sums of independent random vectors in $k$-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order…

概率论 · 数学 2024-05-30 Sagak A. Ayvazyan , Vladimir V. Ulyanov

We study the nonparametric maximum likelihood estimator $\widehat{\pi}$ for Gaussian location mixtures in one dimension. It has been known since (Lindsay, 1983) that given an $n$-point dataset, this estimator always returns a mixture with…

统计理论 · 数学 2025-03-27 Yury Polyanskiy , Mark Sellke

The $k$-Maximum Dispersion Problem with Cardinality Constraints ($k$-MDCC) asks for a partition of a given item set with pairwise dissimilarities into $k$ cardinality-constrained groups such that the minimum pairwise intra-group…

数据结构与算法 · 计算机科学 2026-04-28 Nguyen Khoa Tran , Lin Mu , Martin Papenberg , Gunnar W. Klau

In applied multivariate statistics, estimating the number of latent dimensions or the number of clusters, $k$, is a fundamental and recurring problem. We study a sequence of statistics called "cross-validated eigenvalues." Under a large…

统计方法学 · 统计学 2025-12-24 Fan Chen , Sebastien Roch , Karl Rohe , Shuqi Yu

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

概率论 · 数学 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

概率论 · 数学 2007-05-23 Greg Anderson , Ofer Zeitouni

In this paper, we introduce the $k\times n$ (with $k\leq n$) truncated, supplemented Pascal matrix which has the property that any $k$ columns form a linearly independent set. This property is also present in Reed-Solomon codes; however,…

组合数学 · 数学 2018-03-16 M. Hua , S. B. Damelin , J. Sun , M. Yu

A well-known bottleneck of Min-Sum-of-Square Clustering (MSSC, the celebrated $k$-means problem) is to tackle the presence of outliers. In this paper, we propose a Partial clustering variant termed PMSSC which considers a fixed number of…

计算复杂性 · 计算机科学 2023-06-01 Nicolas Dupin , Frank Nielsen

The $k$-median and $k$-means clustering objectives are classic objectives for modeling clustering in a metric space. Given a set of points in a metric space, the goal of the $k$-median (resp. $k$-means) problem is to find $k$ representative…

计算几何 · 计算机科学 2026-03-11 Vincent Cohen-Addad , Karthik C. S. , David Saulpic , Chris Schwiegelshohn