Results 31 to 40 of about 676 (93)
Multivariate subexponential distributions
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Cline, Daren B.H., Resnick, Sidney I.
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Robust Distance Correlation for Variable Screening
ABSTRACT In modern statistical applications, identifying critical features in high‐dimensional data is essential for scientific discoveries. Traditional best subset selection methods face computational challenges, while regularization approaches such as Lasso, SCAD and their variants often exhibit poor performance with ultrahigh‐dimensional data.
Tianzhou Ma +3 more
wiley +1 more source
Subexponential algorithms for partial cover problems [PDF]
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Fomin, Fedor +3 more
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Improving the Convergence of Markov Chains via Permutations and Projections
ABSTRACT This paper aims at improving the convergence to equilibrium of finite ergodic Markov chains via permutations and projections. First, we prove that a specific mixture of permuted Markov chains arises naturally as a projection under the KL divergence or the squared‐Frobenius norm.
Michael C. H. Choi +2 more
wiley +1 more source
Soft Subexponentials and Multiplexing [PDF]
Linear logic and its refinements have been used as a specification language for a number of deductive systems. This has been accomplished by carefully studying the structural restrictions of linear logic modalities. Examples of such refinements are subexponentials, light linear logic, and soft linear logic. We bring together these refinements of linear
Kanovich, Max +3 more
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Forward‐looking experimentation of correlated alternatives
This paper studies how a forward‐looking decision maker experiments on unknown alternatives of correlated utilities. The utilities are modeled by a Brownian motion such that similar alternatives yield similar utilities. Experimentation trades off between the continuation value of exploration and the opportunity cost of exploitation.
Yu Fu Wong
wiley +1 more source
On Subexponential and FPT-Time Inapproximability [PDF]
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Bonnet, Edouard +3 more
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On an Erdős similarity problem in the large
Abstract In a recent paper, Kolountzakis and Papageorgiou ask if for every ε∈(0,1]$\epsilon \in (0,1]$, there exists a set S⊆R$S \subseteq \mathbb {R}$ such that |S∩I|⩾1−ε$\vert S \cap I\vert \geqslant 1 - \epsilon$ for every interval I⊂R$I \subset \mathbb {R}$ with unit length, but that does not contain any affine copy of a given increasing sequence ...
Xiang Gao +2 more
wiley +1 more source
Subexponential-Time Algorithms for Sparse PCA
We study the computational cost of recovering a unit-norm sparse principal component $x \in \mathbb{R}^n$ planted in a random matrix, in either the Wigner or Wishart spiked model (observing either $W + λxx^\top$ with $W$ drawn from the Gaussian orthogonal ensemble, or $N$ independent samples from $\mathcal{N}(0, I_n + βxx^\top)$, respectively).
Ding, Yunzi +3 more
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Multivariate Subexponential Distributions and Their Applications [PDF]
We propose a new definition of a multivariate subexponential distribution. We compare this definition with the two existing notions of multivariate subexponentiality, and compute the asymptotic behaviour of the ruin probability in the context of ...
Samorodnitsky, Gennady, Sun, Julian
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