Search

We prove a new concentration inequality for U-statistics of order two for uniformly ergodic Markov chains. Working with bounded and $\pi$-canonical kernels, we show that we can recover the convergence rate of Arcones and Gin{\'e} who proved a concentration result for U-statistics of independent random variables and canonical kernels. Our result allows for a dependence of the kernels $h_{i,j}$ with the indexes in the sums, which prevents the use of standard blocking tools. Our proof relies on an inductive analysis where we use martingale techniques, uniform ergodicity, Nummelin splitting and Bernstein's type inequality. Assuming further that the Markov chain starts from its invariant distribution, we prove a Bernstein-type concentration inequality that provides sharper convergence rate for small variance terms., Comment: Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, In press

This work is concerned with the recovery of piecewise constant images from noisy linear measurements. We study the noise robustness of a variational reconstruction method, which is based on total (gradient) variation regularization. We show that, if the unknown image is the superposition of a few simple shapes, and if a non-degenerate source condition holds, then, in the low noise regime, the reconstructed images have the same structure: they are the superposition of the same number of shapes, each a smooth deformation of one of the unknown shapes. Moreover, the reconstructed shapes and the associated intensities converge to the unknown ones as the noise goes to zero.

The Random Geometric Graph (RGG) is a random graph model for network data with an underlying spatial representation. Geometry endows RGGs with a rich dependence structure and often leads to desirable properties of real-world networks such as the small-world phenomenon and clustering. Originally introduced to model wireless communication networks, RGGs are now very popular with applications ranging from network user profiling to protein-protein interactions in biology. RGGs are also of purely theoretical interest since the underlying geometry gives rise to challenging mathematical questions. Their resolutions involve results from probability, statistics, combinatorics or information theory, placing RGGs at the intersection of a large span of research communities. This paper surveys the recent developments in RGGs from the lens of high dimensional settings and non-parametric inference. We also explain how this model differs from classical community based random graph models and we review recent works that try to take the best of both worlds. As a by-product, we expose the scope of the mathematical tools used in the proofs., This is a research report that is part of a Chapter of a PhD thesis. An updated version will be available soon

To understand the behavior of large dynamical systems like transportation networks, one must often rely on measurements transmitted by a set of sensors, for instance individual vehicles. Such measurements are likely to be incomplete and imprecise, which makes it hard to recover the underlying signal of interest.Hoping to quantify this phenomenon, we study the properties of a partially-observed state-space model. In our setting, the latent state $X$ follows a high-dimensional Vector AutoRegressive process $X_t = \theta X_{t-1} + \varepsilon_t$. Meanwhile, the observations $Y$ are given by a noise-corrupted random sample from the state $Y_t = \Pi_t X_t + \eta_t$. Several random sampling mechanisms are studied, allowing us to investigate the effect of spatial and temporal correlations in the distribution of the sampling matrices $\Pi_t$.We first prove a lower bound on the minimax estimation error for the transition matrix $\theta$. We then describe a sparse estimator based on the Dantzig selector and upper bound its non-asymptotic error, showing that it achieves the optimal convergence rate for most of our sampling mechanisms. Numerical experiments on simulated time series validate our theoretical findings, while an application to open railway data highlights the relevance of this model for public transport traffic analysis.

We consider nonnegative time series forecasting framework. Based on recent advances in Nonnegative Matrix Factorization (NMF) and Archetypal Analysis, we introduce two procedures referred to as Sliding Mask Method (SMM) and Latent Clustered Forecast (LCF). SMM is a simple and powerful method based on time window prediction using Completion of Nonnegative Matrices. This new procedure combines low nonnegative rank decomposition and matrix completion where the hidden values are to be forecasted. LCF is two stage: it leverages archetypal analysis for dimension reduction and clustering of time series, then it uses any black-box supervised forecast solver on the clustered latent representation. Theoretical guarantees on uniqueness and robustness of the solution of NMF Completion-type problems are also provided for the first time. Finally, numerical experiments on real-world and synthetic data-set confirms forecasting accuracy for both the methodologies.

In this first revised version, we provide applications of our growth model with a hypothesis test and link prediction problems.; We introduce Markov Random Geometric Graphs (MRGGs), a growth model for temporal dynamic networks. It is based on a Markovian latent space dynamic: consecutive latent points are sampled on the Euclidean Sphere using an unknown Markov kernel; and two nodes are connected with a probability depending on a unknown function of their latent geodesic distance. More precisely, at each stamp-time k we add a latent point X k sampled by jumping from the previous one X k−1 in a direction chosen uniformly Y k and with a length r k drawn from an unknown distribution called the latitude function. The connection probabilities between each pair of nodes are equal to the envelope function of the distance between these two latent points. We provide theoretical guarantees for the non-parametric estimation of the latitude and the envelope functions. We propose an efficient algorithm that achieves those non-parametric estimation tasks based on an ad-hoc Hierarchical Agglomerative Clustering approach, and we deploy this analysis on a real data-set given by exchange of messages on a social network.

We establish a result which states that regularizing an inverse problem with the gauge of a convex set $C$ yields solutions which are linear combinations of a few extreme points or elements of the extreme rays of $C$. These can be understood as the \textit{atoms} of the regularizer. We then explicit that general principle by using a few popular applications. In particular, we relate it to the common wisdom that total gradient variation minimization favors the reconstruction of piecewise constant images., in Proceedings of iTWIST'18, Paper-ID: 30, Marseille, France, November, 21-23, 2018

We present a new approach to the design of D-optimal experiments with multivariate polynomial regressions on compact semi-algebraic design spaces. We apply the moment-sum-of-squares hierarchy of semidefinite programming problems to solve numerically and approximately the optimal design problem. The geometry of the design is recovered with semidefinite programming duality theory and the Christoffel polynomial.