相关论文: Large deviations for conditional guesswork

This work focus on the large deviation principle for a two-time scale McKean-Vlasov system with jumps. Based on the variational framework of the McKean-Vlasov system with jumps, it is turned into weak convergence for the controlled system.…

We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…

As a means of improving analysis of biological shapes, we propose an algorithm for sampling a Riemannian manifold by sequentially selecting points with maximum uncertainty under a Gaussian process model. This greedy strategy is known to be…

We consider list versions of sparse approximation problems, where unlike the existing results in sparse approximation that consider situations with unique solutions, we are interested in multiple solutions. We introduce these problems and…

We prove an large deviation principle for multivalued sdes

Starting with the large deviation principle (LDP) for the Erd\H{o}s-R\'enyi binomial random graph $\mathcal{G}(n,p)$ (edge indicators are i.i.d.), due to Chatterjee and Varadhan (2011), we derive the LDP for the uniform random graph…

Motivated by real-world machine learning applications, we consider a statistical classification task in a sequential setting where test samples arrive sequentially. In addition, the generating distributions are unknown and only a set of…

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…

We develop a general operational framework that formalizes the concept of conditional uncertainty in a measure-independent fashion. Our formalism is built upon a mathematical relation which we call conditional majorization. We define…

Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…

Variable-length compression without prefix-free constraints and with side-information available at both encoder and decoder is considered. Instead of requiring the code to be error-free, we allow for it to have a non-vanishing error…

We prove a large deviations principle for the class of multidimensional affine stochastic volatility models considered in (Gourieroux, C. and Sufana, R., J. Bus. Econ. Stat., 28(3), 2010), where the volatility matrix is modelled by a…

Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

We identify the upper large deviation probability for the number of edges in scale-free geometric random graph models as the space volume goes to infinity. Our result covers the models of scale-free percolation, the Boolean model with…

Motivated by the celebrated Beck-Fiala conjecture, we consider the random setting where there are $n$ elements and $m$ sets and each element lies in $t$ randomly chosen sets. In this setting, Ezra and Lovett showed an $O((t \log t)^{1/2})$…

Consider the following experiment: a deck with $m$ copies of $n$ different card types is randomly shuffled, and a guesser attempts to guess the cards sequentially as they are drawn. Each time a guess is made, some amount of "feedback" is…

We establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…