相关论文: Three rates of convergence or separation via U-sta…

This paper presents uniform estimation and inference theory for a large class of nonparametric partitioning-based M-estimators. The main theoretical results include: (i) uniform consistency for convex and non-convex objective functions;…

Minimizing the inclusive Kullback-Leibler (KL) divergence with stochastic gradient descent (SGD) is challenging since its gradient is defined as an integral over the posterior. Recently, multiple methods have been proposed to run SGD with…

In this paper, we derive non-asymptotic achievability and converse bounds on the random number generation with/without side-information. Our bounds are efficiently computable in the sense that the computational complexity does not depend on…

This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…

We propose sequential Monte Carlo based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas from approximate Bayesian computation. The static parameter…

In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

In this work and the supporting Parts II [2] and III [3], we provide a rather detailed analysis of the stability and performance of asynchronous strategies for solving distributed optimization and adaptation problems over networks. We…

Markov chain Monte Carlo (MCMC) methods generate samples that are asymptotically distributed from a target distribution of interest as the number of iterations goes to infinity. Various theoretical results provide upper bounds on the…

These lecture notes present some new concentration inequalities for Feynman-Kac particle processes. We analyze different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution…

In a paper entitled singularities of invariant densities for random switching between two linear odes in 2D, Bakhtin et al [5], consider a Markov process obtained by random switching between two stable linear vector fields in the plane and…

We consider nonparametric estimation of the transition operator $P$ of a Markov chain and its transition density $p$ where the singular values of $P$ are assumed to decay exponentially fast. This is for instance the case for periodised,…

The use of higher-order stochastic processes such as nonlinear Markov chains or vertex-reinforced random walks is significantly growing in recent years as they are much better at modeling high dimensional data and nonlinear dynamics in…

Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov chain if the transition probability…

To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target distribution as its invariant measure. For any MCMC method, an important question is how to…

We consider a Markov chain $(x_n)$ whose kernel is indexed by a scaling parameter $\gamma>0$, refered to as the step size. The aim is to analyze the behavior of the Markov chain in the doubly asymptotic regime where $n\to\infty$ then…

Nonlinear Markov chains with finite state space have been introduced in Kolokoltsov (2010). The characteristic property of these processes is that the transition probabilities do not only depend on the state, but also on the distribution of…

We focus on the distribution regression problem: regressing to vector-valued outputs from probability measures. Many important machine learning and statistical tasks fit into this framework, including multi-instance learning and point…

We investigate the transportation cost-information inequalities for bifurcating Markov chains which are a class of processes indexed by binary tree. These processes provide models for cell growth when each individual in one generation gives…

Lifted probabilistic inference algorithms have been successfully applied to a large number of symmetric graphical models. Unfortunately, the majority of real-world graphical models is asymmetric. This is even the case for relational…