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Kasun Fernando

Publications and source records attributed to Kasun Fernando.

11 recordsLinked to original sources

Statistical properties of mostly expanding fast-slow partially hyperbolic systems

We consider a class of fast-slow $C^4$ partially hyperbolic systems on $\mathbb{T}^2$ given by $\epsilon$-perturbations of maps $F(x,\theta)=(f(x,\theta),\theta)$ where $f(\cdot,\theta)$ are $C^{4}$ expanding maps of the circle. For sufficiently small $\epsilon$ and an open set of perturbations we prove existence and uniqueness of a physical measure and exponential decay of correlations for sufficiently smooth observables with explicit almost optimal bounds on the decay rate. Our result complements previous work by De Simoi and Liverani, which studied the case of mostly contracting centre.

math.DS

Limit theorems for toral partially hyperbolic endomorphisms

Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results apply, but are not limited to, skew-products and their perturbations, and they remain valid even when the system admits multiple, though finitely many, absolutely continuous ergodic invariant measures.

math.DS

On the Reliability of Watermarks for Large Language Models

As LLMs become commonplace, machine-generated text has the potential to flood the internet with spam, social media bots, and valueless content. Watermarking is a simple and effective strategy for mitigating such harms by enabling the detection and documentation of LLM-generated text. Yet a crucial question remains: How reliable is watermarking in realistic settings in the wild? There, watermarked text may be modified to suit a user's needs, or entirely rewritten to avoid detection. We study the robustness of watermarked text after it is re-written by humans, paraphrased by a non-watermarked LLM, or mixed into a longer hand-written document. We find that watermarks remain detectable even after human and machine paraphrasing. While these attacks dilute the strength of the watermark, paraphrases are statistically likely to leak n-grams or even longer fragments of the original text, resulting in high-confidence detections when enough tokens are observed. For example, after strong human paraphrasing the watermark is detectable after observing 800 tokens on average, when setting a 1e-5 false positive rate. We also consider a range of new detection schemes that are sensitive to short spans of watermarked text embedded inside a large document, and we compare the robustness of watermarking to other kinds of detectors.

cs.LG

An error term in the Central Limit Theorem for sums of discrete random variables

We consider sums of independent identically distributed random variables whose distributions have $d+1$ atoms. Such distributions never admit an Edgeworth expansion of order $d$ but we show that for almost all parameters the Edgeworth expansion of order $d-1$ is valid and the error of the order $d-1$ Edgeworth expansion is typically of order $n^{-d/2}.$

math.PR

Limit Theorems for a class of unbounded observables with an application to "Sampling the Lindel\"of hypothesis"

We prove the Central Limit Theorem (CLT), the first order Edgeworth Expansion and a Mixing Local Central Limit Theorem (MLCLT) for Birkhoff sums of a class of unbounded heavily oscillating observables over a family of full-branch piecewise $C^2$ expanding maps of the interval. As a corollary, we obtain the corresponding results for Boolean-type transformations on $\mathbb{R}$. The class of observables in the CLT and the MLCLT on $\mathbb{R}$ include the real part, the imaginary part and the absolute value of the Riemann zeta function. Thus obtained CLT and MLCLT for the Riemann zeta function are in the spirit of the results of Lifschitz & Weber (2009) and Steuding (2012) who have proven the Strong Law of Large Numbers for "Sampling the Lindel\"of hypothesis".

math.DS

Robust normalizing flows using Bernstein-type polynomials

Modeling real-world distributions can often be challenging due to sample data that are subjected to perturbations, e.g., instrumentation errors, or added random noise. Since flow models are typically nonlinear algorithms, they amplify these initial errors, leading to poor generalizations. This paper proposes a framework to construct Normalizing Flows (NF), which demonstrates higher robustness against such initial errors. To this end, we utilize Bernstein-type polynomials inspired by the optimal stability of the Bernstein basis. Further, compared to the existing NF frameworks, our method provides compelling advantages like theoretical upper bounds for the approximation error, higher interpretability, suitability for compactly supported densities, and the ability to employ higher degree polynomials without training instability. We conduct a thorough theoretical analysis and empirically demonstrate the efficacy of the proposed technique using experiments on both real-world and synthetic datasets.

cs.LG

The Bootstrap for Dynamical Systems

Despite their deterministic nature, dynamical systems often exhibit seemingly random behaviour. Consequently, a dynamical system is usually represented by a probabilistic model of which the unknown parameters must be estimated using statistical methods. When measuring the uncertainty of such parameter estimation, the bootstrap stands out as a simple but powerful technique. In this paper, we develop the bootstrap for dynamical systems and establish not only its consistency but also its second-order efficiency via a novel \textit{continuous} Edgeworth expansion for dynamical systems. This is the first time such continuous Edgeworth expansions have been studied. Moreover, we verify the theoretical results about the bootstrap using computer simulations.

math.DS

Expansions in the local and the central limit theorems for dynamical systems

We study higher order expansions both in the Berry-Esséen estimate (Edgeworth expansions) and in the local limit theorems for Birkhoff sums of chaotic probability preserving dynamical systems. We establish general results under technical assumptions, discuss the verification of these assumptions and illustrate our results by different examples (subshifts of finite type, Young towers, Sinai billiards, random matrix products), including situations of unbounded observables with integrability order arbitrarily close to the optimal moment condition required in the i.i.d. setting.

math.DS

Higher order asymptotics for large deviations -- Part II

We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly dependent increments. As a key example, we show that additive functionals of solutions of stochastic differential equations (SDEs) satisfying Hörmander condition on a $d-$dimensional compact manifold admit these asymptotic expansions of all orders.

math.PR

Higher order asymptotics for large deviations -- Part I

For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth Expansions for the Central Limit Theorem. We apply our results to show that Diophantine iid sequences, finite state Markov chains, strongly ergodic Markov chains and Birkhoff sums of smooth expanding maps & subshifts of finite type satisfy these strong large deviation results.

math.PR

Edgeworth expansions for weakly dependent random variables

We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like piece-wise expanding maps, and strongly ergodic Markov chains. We primarily use spectral techniques to obtain the results.

math.PR