Limit theorems for random structures and functions of exchangeable structures
Limit theorems for random structures and functions of exchangeable structures
Limit theorems are the theoretical foundation of statistical inference. Motivated by applications in statistics and machine learning we extend those beyond classical settings. Firstly, we consider empirical averages on distributionally "structured" random objects- i.e random objects whose distribution is invariant under the action of an amenable group. We show, under mild moment and mixing conditions, a series of universal second and third order limit theorems: central-limit theorems, concentration inequalities听 and Berry-Esseen bounds. Beyond empirical averages, we consider general functions听of exchangeable structures, for which we provide-under mild stability conditions general central-limit theorems. The utility of these will be illustrated by a series of听example in machine learning theory, network theory and statistics.
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