We develop constructions for exchangeable sequences of point processes that are rendered conditionally-i.i.d. negative binomial processes by a (possibly unknown) random measure called the base measure. Negative binomial processes are useful in Bayesian nonparametrics as models for random multisets, and in applications …
arXiv research
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Random walk constructs Morse functions on surfaces.
The paper studies pseudo-Anosov maps from typical Thurston constructions.
A new random forest algorithm improves tree construction for optimal performance.
We provide two constructions of hyperbolic metrics on 3-manifolds with Heegaard splittings that satisfy certain topological conditions, which both apply to random Heegaard splittings with asymptotic probability 1. These constructions provide a lot of control on the resulting metric, allowing us to prove various results…
Improved Random Forests detect pure interactions better.
We propose a new randomized ensemble technique with a provable security guarantee against black-box transfer attacks. Our proof constructs a new security problem for random binary classifiers which is easier to empirically verify and a reduction from the security of this new model to the security of the ensemble classi…
We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all models that can be represented using completely random measures. Several existing …
We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that…
The paper constructs noncompact hyperbolic surfaces with uniform spectral gaps using random graph models.
Matrices satisfying the Restricted Isometry Property (RIP) play an important role in the areas of compressed sensing and statistical learning. RIP matrices with optimal parameters are mainly obtained via probabilistic arguments, as explicit constructions seem hard. It is therefore interesting to ask whether a fixed mat…
A new tree-based model improves uncertainty estimation in sequential optimization.
G-Net constructs binary neural networks with high accuracy using randomized binary embeddings.
Developed a random walk analog of geodesic flow on hyperbolic groups.
We present a model for random simple graphs with a degree distribution that obeys a power law (i.e., is heavy-tailed). To attain this behavior, the edge probabilities in the graph are constructed from Bertoin-Fujita-Roynette-Yor (BFRY) random variables, which have been recently utilized in Bayesian statistics for the c…
This is supplementary material for the main Geodesics article by the authors. In Appendix A, we present some general results on the construction of Gaussian random fields. In Appendix B, we restate our Shape Theorem, specialized to the setting of this article. In Appendix C, we state some straightforward consequences o…
Test-asset construction affects factor model performance.
Study finds root vertex in large networks with high probability.
Detects dense subhypergraphs in heterogeneous random hypergraphs.
Positive-definite kernel functions are fundamental elements of kernel methods and Gaussian processes. A well-known construction of such functions comes from Bochner's characterization, which connects a positive-definite function with a probability distribution. Another construction, which appears to have attracted less…
In this work, we propose the kernel Pitman-Yor process (KPYP) for nonparametric clustering of data with general spatial or temporal interdependencies. The KPYP is constructed by first introducing an infinite sequence of random locations. Then, based on the stick-breaking construction of the Pitman-Yor process, we defin…
Paper proposes a method to improve prediction intervals for neural networks.
The fields of compressed sensing (CS) and matrix completion have shown that high-dimensional signals with sparse or low-rank structure can be effectively projected into a low-dimensional space (for efficient acquisition or processing) when the projection operator achieves a stable embedding of the data by satisfying th…
IDPGs extend RDPGs with a Poisson process for random latent positions.
Random surfaces with long systoles created from graph theory ideas.
We determine the asymptotic growth rate of the diameter of the random hyperbolic surfaces constructed by Brooks and Makover. This model consists of a uniform gluing of hyperbolic ideal triangles along their sides followed by a compactification to get a random hyperbolic surface of genus roughly . We show that…
In this paper a new connection between the discrete conformal geometry problem of disk pattern construction and the continuous conformal geometry problem of metric uniformization is presented. In a nutshell, we discuss how to construct disk patterns by optimizing an objective function, which turns out to be intimately …
Given a graph embedded in an orientable surface, a process consisting of random excitations and random node and face balancing is constructed and analyzed. It is shown that given a priori bounds g' on the genus and n' on the number of nodes, one can determine the genus of the surface from local observations of the proc…
Random forests are stable and provide reliable prediction intervals.
Random walks on cell complexes link to Laplacians and Novikov-Shubin invariants.
New random forest method provides optimal rates and confidence bands.
We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Mark…
Deviation inequalities and limit laws for random walks on metric spaces.
Paper develops SINNOs for approximating stochastic processes.
Dictionaries are collections of vectors used for representations of random vectors in Euclidean spaces. Recent research on optimal dictionaries is focused on constructing dictionaries that offer sparse representations, i.e., -optimal representations. Here we consider the problem of finding optimal dictionaries …
We analyze cross-correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of 1000 US stocks for the 2-yr period 1994--95 (ii) 30-min returns of 881 US stock…
Random branched covers of groups are homotopy equivalent to geometrically small cancellation complexes.
We present a new, fully generative model for constructing astronomical catalogs from optical telescope image sets. Each pixel intensity is treated as a random variable with parameters that depend on the latent properties of stars and galaxies. These latent properties are themselves modeled as random. We compare two pro…
Study on length spectrum of random hyperbolic 3-manifolds.
BoostForest combines multiple BoostTree models for improved accuracy.
In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing randomized matrix algorithms in large-scale parallel and distributed environments. Ra…
Constructs manifolds from quantum codes with novel geometric properties.
We prove that the minimal diameter of a hyperbolic compact orientable surface of genus is asymptotic to as . The proof relies on a random construction, which we analyse using lattice point counting theory and the exploration of random trivalent graphs.
Echo state networks with random weights can approximate any continuous system.
Transforms offline algorithms to online with low regret in random order model.
This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold . To construct such a random walk we first address several issues related to the degeneracy of such a manifold. In particular, we define a family of sub-Laplacian operators natur…
We present Random Partition Kernels, a new class of kernels derived by demonstrating a natural connection between random partitions of objects and kernels between those objects. We show how the construction can be used to create kernels from methods that would not normally be viewed as random partitions, such as Random…
A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be constructed from their finite-dimensional marginals---the most prominent example being the…