中文
相关论文

相关论文: The central limit problem for random vectors with …

200 篇论文

This paper gives sharp rates of convergence for natural versions of the Metropolis algorithm for sampling from the uniform distribution on a convex polytope. The singular proposal distribution, based on a walk moving locally in one of a…

谱理论 · 数学 2011-04-06 Persi Diaconis , Gilles Lebeau , Laurent Michel

In this paper we present the successive centralization of the circumcenter reflection scheme with several control sequences for solving the convex feasibility problem in Euclidean space. Assuming that a standard error bound holds, we prove…

最优化与控制 · 数学 2023-08-22 Roger Behling , Yunier Bello-Cruz , Alfredo Iusem , Di Liu , Luiz-Rafael Santos

We propose a way of finding a Stein type characterization of a given absolutely continuous distribution $\mu$ on $\R$ which is motivated by a regression property satisfied by an exchangeable pair $(W,W')$ where $\calL(W)$ is supposed or…

概率论 · 数学 2012-07-24 Christian Döbler

We consider distributed optimization methods for problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We leverage randomized sketches for reducing the problem dimensions as well as…

最优化与控制 · 数学 2022-03-21 Burak Bartan , Mert Pilanci

Let W be either the number of descents or inversions of a permutation. Stein's method is applied to show that W satisfies a central limit theorem with error rate n^(-1/2). The construction of an exchangeable pair (W,W') used in Stein's…

概率论 · 数学 2007-05-23 Jason Fulman

We provide non-asymptotic bounds and asymptotic limits for convex transport costs between the distribution of partial sums of independent and identically distributed square integrable and centered random variables and the normal…

概率论 · 数学 2026-03-03 Jérôme Dedecker , Florence Merlevède , Emmanuel Rio

In this paper, we propose a modification to the density approach to Stein's method for intervals for the unit circle $\mathbb{S}^1$ which is motivated by the differing geometry of $\mathbb{S}^1$ to Euclidean space. We provide an upper bound…

概率论 · 数学 2021-05-28 Alexander Lewis

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

概率论 · 数学 2022-07-14 Yun Li , Longjie Xie

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to…

机器学习 · 统计学 2015-03-29 Conrado S. Miranda , Fernando J. Von Zuben

The exploration of associations between random objects with complex geometric structures has catalyzed the development of various novel statistical tests encompassing distance-based and kernel-based statistics. These methods have various…

统计方法学 · 统计学 2024-10-28 Zhe Gao , Roulin Wang , Xueqin Wang , Heping Zhang

The paper considers the wave equation, with constant or variable coefficients in $\R^n$, with odd $n\geq 3$. We study the asymptotics of the distribution $\mu_t$ of the random solution at time $t\in\R$ as $t\to\infty$. It is assumed that…

数学物理 · 物理学 2007-05-23 T. V. Dudnikova , A. I. Komech , N. E. Ratanov , Yu. M. Suhov

We construct new testing procedures for spherical and elliptical symmetry based on the characterization that a random vector $X$ with finite mean has a spherical distribution if and only if $\Ex[u^\top X | v^\top X] = 0$ holds for any two…

统计理论 · 数学 2020-04-29 Isaia Albisetti , Fadoua Balabdaoui , Hajo Holzmann

Consider the problem of approximating a given probability distribution on the cube $[0,1]^n$ via the use of a square lattice discretization with mesh-size $1/N$ and the Metropolis algorithm. Here the dimension $n$ is fixed and we focus for…

概率论 · 数学 2022-02-01 Laurent Saloff-Coste , Sophie Uluatam

In this paper, we derive a joint central limit theorem for random vector whose components are function of random sesquilinear forms. This result is a natural extension of the existing central limit theory on random quadratic forms. We also…

概率论 · 数学 2014-11-06 Qinwen Wang , Zhonggen Su , Jianfeng Yao

In this paper, analytical solutions describing static and spherically symmetric sources in the decoupling limit of massive gravity are derived. We analyze the model parameter range and specify when a Vainshtein mechanism is possible.…

广义相对论与量子宇宙学 · 物理学 2011-11-28 Stefan Sjors , Edvard Mortsell

It is shown that the method of exchangeable pairs introduced by Stein [Approximate Computation of Expectations (1986) IMS, Hayward, CA] for normal approximation can effectively be used for translated Poisson approximation. Introducing an…

概率论 · 数学 2010-04-06 Adrian Röllin

The angular bispectrum of spherical random fields has recently gained an enormous importance, especially in connection with statistical inference on cosmological data. In this paper, we provide expressions for its moments of arbitrary order…

概率论 · 数学 2008-06-05 D. Marinucci

We consider random permutations which are spherically symmetric with respect to a metric on the symmetric group $S_n$ and are consistent as $n$ varies. The extreme infinitely spherically symmetric permutation-valued processes are identified…

概率论 · 数学 2016-11-08 Alexander Gnedin , Vadim Gorin

We present a method to obtain upper bounds on covering numbers. As applications of this method, we reprove and generalize results of Rogers on economically covering Euclidean $n$-space with translates of a convex body, or more generally,…

度量几何 · 数学 2015-10-12 Márton Naszódi

We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…

最优化与控制 · 数学 2025-07-23 Casey Garner , Gilad Lerman , Shuzhong Zhang