惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

小众软件
小众软件
V
Visual Studio Blog
博客园 - 三生石上(FineUI控件)
Last Week in AI
Last Week in AI
Blog — PlanetScale
Blog — PlanetScale
爱范儿
爱范儿
J
Java Code Geeks
A
About on SuperTechFans
F
Fortinet All Blogs
B
Blog
aimingoo的专栏
aimingoo的专栏
H
Hackread – Cybersecurity News, Data Breaches, AI and More
Engineering at Meta
Engineering at Meta
Y
Y Combinator Blog
有赞技术团队
有赞技术团队
G
Google Developers Blog
Apple Machine Learning Research
Apple Machine Learning Research
V
V2EX
博客园_首页
博客园 - 叶小钗
罗磊的独立博客
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
D
Docker
云风的 BLOG
云风的 BLOG

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Using Expander Graphs to test whether samples are i.i.d
Stefan Steinerberger · 2020-08-04 · via math.ST updates on arXiv.org

The purpose of this note is to point out that the theory of expander graphs leads to an interesting test whether $n$ real numbers $x_1, \dots, x_n$ could be $n$ independent samples of a random variable. To any distinct, real numbers $x_1, \dots, x_n$, we associate a 4-regular graph $G$ as follows: using $π$ to denote the permutation ordering the elements, $x_{π(1)} < x_{π(2)} < \dots < x_{π(n)}$, we build a graph on $\left\{1, \dots, n\right\}$ by connecting $i$ and $i+1$ (cyclically) and $π(i)$ and $π(i+1)$ (cyclically). If the numbers are i.i.d. samples, then a result of Friedman implies that $G$ is close to Ramanujan. This suggests a test for whether these numbers are i.i.d: compute the second largest (in absolute value) eigenvalue of the adjacency matrix. The larger $λ- 2\sqrt{3}$, the less likely it is for the numbers to be i.i.d. We explain why this is a reasonable test and give many examples.