Results 71 to 80 of about 7,821,936 (179)

High-dimensional random landscapes: From typical to large deviations

SciPost Physics Lecture Notes
We discuss tools and concepts that emerge when studying high-dimensional random landscapes, i.e., random functions on high-dimensional spaces. As an illustrative example, we consider an inference problem in two forms: low-rank matrix estimation (case 1 ...
Valentina Ros
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Equivalence of ensembles for two-species zero-range invariant measures [PDF]

, 2008
We study the equivalence of ensembles for stationary measures of interacting particle systems with two conserved quantities and unbounded local state space.
Grosskinsky, Stefan
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Large deviations and equilibrium selection in large populations [PDF]

Journal of Economic Theory, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Minimum Description Length Codes Are Critical

Entropy, 2018
In the Minimum Description Length (MDL) principle, learning from the data is equivalent to an optimal coding problem. We show that the codes that achieve optimal compression in MDL are critical in a very precise sense.
Ryan John Cubero, Matteo Marsili, Yasser Roudi   +2 more
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Precise Large Deviations for Subexponential Distributions in a Multi Risk Model

Risks, 2018
The precise large deviations asymptotics for the sums of independent identical random variables when the distribution of the summand belongs to the class S ∗ of heavy tailed distributions is studied.
Dimitrios G. Konstantinides
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Universal and non-universal large deviations in critical systems

SciPost Physics
Rare events play a crucial role in understanding complex systems. Characterizing and analyzing them in scale-invariant situations is challenging due to strong correlations.
Ivan Balog, Bertrand Delamotte, Adam Rançon
doaj   +1 more source

Learning and Model Validation [PDF]

This paper studies the following problem. An agent takes actions based on a possibly misspecified model. The agent is 'large', in the sense that his actions influence the model he is trying to learn about.
Kenneth Kasa, In-Koo Cho
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Large deviations

, 2016
The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three ...
Varadhan, S R S, Staff, Courant Institute of Mathematical Sciences   +1 more
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ON PROBABILITIES OF LARGE DEVIATIONS [PDF]

Proceedings of the National Academy of Sciences, 1968
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Large Deviation Principles for Posterior Distributions of the Normal Parameters [PDF]

, 2012
Suppose that X1,X2,... are conditionally i.i.d. random variables with distribution Pθ given ＝θ，where is an unknown parameter. If Pθ is a normal distribution with mean θ and known variance σ2, and if the prior of is chosen from the conjugate family N(μ,
Shikimi, Takuhisa
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