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We generalize a famous tail Doob's inequality, relative two non-negative random variables, arising in the martingale theory, in two directions: on the more general source data and on the random variables belonging to the so-called Grand…
I briefly report on some unexpected results that I obtained when optimizing the model parameters of the Lasso. In simulations with varying observations-to-variables ratio n=p, I typically observe a strong peak in the test error curve at the…
We discuss some seemingly unrelated observations on integers, whose close or farther away neighbors show a complex of combinatorial, ordering, arithmetical or probabilistic properties, emphasizing puzzlement in more common expectations.
Let $\{a_1, . . . , a_n\}$ be a set of positive integers with $a_1 < \dots < a_n$ such that all $2^n$ subset sums are distinct. A famous conjecture by Erd\H{o}s states that $a_n>c\cdot 2^n$ for some constant $c$, while the best result known…
This paper presents a detailed comparison of a recently proposed algorithm for optimizing decision trees, tree alternating optimization (TAO), with other popular, established algorithms. We compare their performance on a number of…
Large deviation theory has provided important clues for the choice of importance sampling measures for Monte Carlo evaluation of exceedance probabilities. However, Glasserman and Wang [Ann. Appl. Probab. 7 (1997) 731--746] have given…
The performance of two pivoting algorithms, due to Lemke and Cottle and Dantzig, is studied on linear complementarity problems (LCPs) that arise from infinite games, such as parity, average-reward, and discounted games. The algorithms have…
We consider the problem of choosing the best of $n$ samples, out of a large random pool, when the sampling of each member is associated with a certain cost. The quality (worth) of the best sample clearly increases with $n$, but so do the…
Proving a conjecture of Talagrand, a fractional version of the 'expectation-threshold' conjecture of Kalai and the second author, we show for any increasing family $F$ on a finite set $X$ that $p_c (F) =O( q_f (F) \log \ell(F))$, where…
The idea of generating prime numbers through sequence of sets of co-primes was the starting point of this paper that ends up by proving two conjectures, the existence of infinitely many twin primes and the Goldbach conjecture. The main idea…
Large language models (LLMs) increasingly help people solve problems, from debugging code to repairing machinery. This process requires generating plausible hypotheses from partial descriptions, then updating them as more information…
We prove that if $f(n)$ is a Steinhaus or Rademacher random multiplicative function, there almost surely exist arbitrarily large values of $x$ for which $|\sum_{n \leq x} f(n)| \geq \sqrt{x} (\log\log x)^{1/4+o(1)}$. This is the first such…
By Maynard's theorem and the subsequent improvements by the Polymath Project, there exists a positive integer $b\leq 246$ such that there are infinitely many primes $p$ such that $p+b$ is also prime. Let $P_1,...,P_t\in \mathbb{Z}[y]$ with…
Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…
The authors are doing the readers of Statistical Science a true service with a well-written and up-to-date overview of boosting that originated with the seminal algorithms of Freund and Schapire. Equally, we are grateful for high-level…
We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent…
A sequence $(x_n)$ in a lattice-normed space $(X,p,E)$ is statistical $p$-convergent to $x\in X$ if there exists a statistical $p$-decreasing sequence $q\stpd 0$ with an index set $K$ such that $\delta(K)=1$ and $p(x_{n_k}-x)\leq q_{n_k}$…
This is a comment on the article "Probabilistic Integration: A Role in Statistical Computation?" by F.-X. Briol, C. J. Oates, M. Girolami, M. A. Osborne and D. Sejdinovic to appear in Statistical Science. There is a role for statistical…
We study diophantine equations of the form ${a_1 + \ldots + a_n = 0}$ where the $a_i$'s are assumed to be coprime and to satisfy certain subsum conditions. We are interested in the limit superior of the qualities of the admissible solutions…
Variable selection is a problem of statistics that aims to find the subset of the $N$-dimensional possible explanatory variables that are truly related to the generation process of the response variable. In high-dimensional setups, where…