Effect of Dimensionality on the Continuum Percolation of Overlapping Hyperspheres and Hypercubes: II. Simulation Results and Analyses

In the first paper of this series [S. Torquato, J. Chem. Phys. {\bf 136}, 054106 (2012)], analytical results concerning the continuum percolation of overlapping hyperparticles in $d$-dimensional Euclidean space $\mathbb{R}^d$ were obtained, including lower bounds on the percolation threshold. In the present investigation, we provide additional analytical results for certain cluster statistics, such as the concentration of $k$-mers and related quantities, and obtain an upper bound on the percolation threshold $\eta_c$. We utilize the tightest lower bound obtained in the first paper to formulate an efficient simulation method, called the {\it rescaled-particle} algorithm, to estimate continuum percolation properties across many space dimensions with heretofore unattained accuracy. This simulation procedure is applied to compute the threshold $\eta_c$ and associated mean number of overlaps per particle ${\cal N}_c$ for both overlapping hyperspheres and oriented hypercubes for $3 \le d \le 11$. These simulations results are compared to corresponding upper and lower bounds on these percolation properties. We find that the bounds converge to one another as the space dimension increases, but the lower bound provides an excellent estimate of $\eta_c$ and ${\cal N}_c$, even for relatively low dimensions. We confirm a prediction of the first paper in this series that low-dimensional percolation properties encode high-dimensional information. We also show that the concentration of monomers dominate over concentration values for higher-order clusters (dimers, trimers, etc.) as the space dimension becomes large. Finally, we provide accurate analytical estimates of the pair connectedness function and blocking function at their contact values for any $d$ as a function of density.Comment: 24 pages, 10 figure

Finite sample performance of linear least squares estimators under sub-Gaussian martingale difference noise

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required. Surprisingly, bounding the probability of large errors with finitely many samples has been left open, especially when dealing with correlated noise with unknown covariance. In this paper we analyze the finite sample performance of the linear least squares estimator under sub-Gaussian martingale difference noise. In order to analyze this important question we used concentration of measure bounds. When applying these bounds we obtained tight bounds on the tail of the estimator's distribution. We show the fast exponential convergence of the number of samples required to ensure a given accuracy with high probability. We provide probability tail bounds on the estimation error's norm. Our analysis method is simple and uses simple $L_{\infty}$ type bounds on the estimation error. The tightness of the bounds is tested through simulation. The proposed bounds make it possible to predict the number of samples required for least squares estimation even when least squares is sub-optimal and used for computational simplicity. The finite sample analysis of least squares models with this general noise model is novel

Learning the dependence structure of rare events: a non-asymptotic study

Assessing the probability of occurrence of extreme events is a crucial issue in various fields like finance, insurance, telecommunication or environmental sciences. In a multivariate framework, the tail dependence is characterized by the so-called stable tail dependence function (STDF). Learning this structure is the keystone of multivariate extremes. Although extensive studies have proved consistency and asymptotic normality for the empirical version of the STDF, non-asymptotic bounds are still missing. The main purpose of this paper is to fill this gap. Taking advantage of adapted VC-type concentration inequalities, upper bounds are derived with expected rate of convergence in O(k^-1/2). The concentration tools involved in this analysis rely on a more general study of maximal deviations in low probability regions, and thus directly apply to the classification of extreme data

On Modeling and Estimation for the Relative Risk and Risk Difference

A common problem in formulating models for the relative risk and risk difference is the variation dependence between these parameters and the baseline risk, which is a nuisance model. We address this problem by proposing the conditional log odds-product as a preferred nuisance model. This novel nuisance model facilitates maximum-likelihood estimation, but also permits doubly-robust estimation for the parameters of interest. Our approach is illustrated via simulations and a data analysis.Comment: To appear in Journal of the American Statistical Association: Theory and Method