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Recently, several convergence rate results for Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) have been presented in the literature. In this paper, we show linea...
We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. This yields information about th...
We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. This yields information about th...
Abstract—Multidimensional scaling (MDS) is a class of projective algorithms traditionally used to produce twoor three-dimensional visualizations of datasets consisting of multidimensional objects o...
In this paper we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, mult...
In several recent publications, Bettencourt, West and collaborators claim that properties of cities such as gross economic production, personal income, numbers of patents filed, number of crimes commi...
In several recent publications, Bettencourt, West and collaborators claim that properties of cities such as gross economic production, personal income, numbers of patents filed, number of crimes commi...
In this note, which develops a part of our paper [2], we consider independence properties between Brownian motion, after Brownian scaling on a random interval (a, b), and the length (b-a) of the in...
Component sizes of the random graph outside the scaling window.
The Brownian excursion measure is a conformally invariant innite measure on curves. It gured prominently in one of rst major applications of SLE, namely the explicit calculations of the planar Brownia...
This paper proves that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean. We show that under suitable cond...
This paper proves that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean. We show that under suitable cond...
In general, if the large deviation principle holds for a sequence of probability measures and its rate functional admits a unique minimizer, then the measures asymptotically concentrate in its neighbo...
This paper considers the stability and ergodicity of an adaptive random walk Metropolis algorithm. The algorithm adjusts the scale of the symmetric proposal distribution continuously, based on the o...

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