相关论文: Empirical approximation of the gaussian distributi…

We consider Gaussian signals, i.e. random functions $u(t)$ ($t/L \in [0,1]$) with independent Gaussian Fourier modes of variance $\sim 1/q^{\alpha}$, and compute their statistical properties in small windows $[x, x+\delta]$. We determine…

Given i.i.d. observations of a random vector $X \in \mathbb{R}^p$, we study the problem of estimating both its covariance matrix $\Sigma^*$, and its inverse covariance or concentration matrix {$\Theta^* = (\Sigma^*)^{-1}$.} We estimate…

We deduce, as a consequence of the arithmetic removal lemma, an almost-all version of the Balog-Szemer\'{e}di-Gowers theorem: For any $K\geq 1$ and $\varepsilon > 0$, there exists $\delta = \delta(K,\varepsilon)>0$ such that the following…

We present a new approach to showing that random graphs are nearly optimal expanders. This approach is based on recent deep results in combinatorial group theory. It applies to both regular and irregular random graphs. Let G be a random…

We are interested in the estimation of the distance in total variation $$ \Delta := \|P_{f(X)} - P_{g(X)}\|_{\mathrm var} $$ between distributions of random variables $f(X)$ and $g(X)$ in terms of proximity of $f$ and $g.$ We propose a…

A $\textit{sigma partitioning}$ of a graph $G$ is a partition of the vertices into sets $P_1, \ldots, P_k$ such that for every two adjacent vertices $u$ and $v$ there is an index $i$ such that $u$ and $v$ have different numbers of neighbors…

Several representations of the exact cdf of the sum of squares of n independent gamma-distributed random variables Xi are given, in particular by a series of gamma distribution functions. Using a characterization of the gamma distribution…

Let $X_1,\dots, X_n,\dots$ be i.i.d.\ $d$-dimensional random vectors with common distribution $F$. Then $S_n = X_1+\dots+X_n$ has distribution $F^n$ (degree is understood in the sense of convolution). Let $$ \rho_{\mathcal{C}_d}(F,G) =…

We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space $\mathbb{R}^d$) which converge after normalization to a multidimensional Gaussian distribution. More precisely we refine…

A pair of probability distributions over $\{0,1\}^n$ is said to be $(k,\delta)$-wise indistinguishable if all of the size $k$ marginals are within statistical distance at most $\delta$. Previous works introduced this concept and study when…

Fix $c\in (0,1)$ and let $\Gamma$ be a $\lfloor c n\rfloor$-regular digraph on $n$ vertices drawn uniformly at random. We prove that when $n$ is large, the (non-symmetric) adjacency matrix $M$ of $\Gamma$ is invertible with high…

We propose a general yet simple theorem describing the convergence of SGD under the arbitrary sampling paradigm. Our theorem describes the convergence of an infinite array of variants of SGD, each of which is associated with a specific…

Let $G=(V,E)$ be a $d$-regular graph on $n$ vertices and let $\mu_0$ be a probability measure on $V$. The act of moving to a randomly chosen neighbor leads to a sequence of probability measures supported on $V$ given by $\mu_{k+1} = A…

Let $n>m$, and let $A$ be an $(m\times n)$-matrix of full rank. Then obviously the estimate $\|Ax\|\leq\|A\|\|x\|$ holds for the euclidean norm of $x$ and $Ax$ and the spectral norm as the assigned matrix norm. We study the sets of all $x$…

Let $\Sigma_1,\ldots,\Sigma_k$ be finite alphabets, and let $\mu$ be a distribution over $\Sigma_1 \times \dots \times \Sigma_k$ in which the probability of each atom is at least $\alpha$. We prove that if $\mu$ does not admit Abelian…

We show that the chord-length distribution function $[\gamma"(r)]$ of any bounded polyhedron has an elementary algebraic form, the expression of which changes in the different subdomains of the $r$-range. In each of these, the $\gamma"(r)$…

For a set $S$ of vertices of a graph $G$, we define its density $0 \leq \sigma(S) \leq 1$ as the ratio of the number of edges of $G$ spanned by the vertices of $S$ to ${|S| \choose 2}$. We show that, given a graph $G$ with $n$ vertices and…

We consider the set Sigma(R,C) of all mxn matrices having 0-1 entries and prescribed row sums R=(r_1, ..., r_m) and column sums C=(c_1, ..., c_n). We prove an asymptotic estimate for the cardinality |Sigma(R, C)| via the solution to a…

For a scalar Gaussian process $B$ on $\mathbb{R}_{+}$ with a prescribed general variance function $\gamma^{2}\left(r\right) =\mathrm{Var}\left(B\left(r\right) \right) $ and a canonical metric $\mathrm{E}[\left(B\left(t\right)…

To quantify the dependence between two random vectors of possibly different dimensions, we propose to rely on the properties of the 2-Wasserstein distance. We first propose two coefficients that are based on the Wasserstein distance between…