Related papers: Solving the 100 Swiss Francs Problem
The classic model of computable randomness considers martingales that take real or rational values. Recent work by Bienvenu et al. (2012) and Teutsch (2014) shows that fundamental features of the classic model change when the martingales…
The following game is played on a weighted graph: Alice selects a matching $M$ and Bob selects a number $k$. Alice's payoff is the ratio of the weight of the $k$ heaviest edges of $M$ to the maximum weight of a matching of size at most $k$.…
Large language models are increasingly used to evaluate other models, yet these judgments typically lack any representation of confidence. This pilot study tests whether framing an evaluation task as a betting game (a fictional prediction…
We conjecture the true rate of growth of the maximum size of the Riemann zeta function and other $L$-functions. We support our conjecture using arguments from random matrix theory, conjectures for moments of $L$-functions, and also by…
Choose $N$ unoriented lines through the origin of ${\bf R}^{d+1}$. The sum of the angles between these lines is conjectured to be maximized if the lines are distributed as evenly as possible amongst the coordinate axes of some orthonormal…
Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature focuses on maximum simulated likelihood (MSL) estimators,…
In the classical best arm identification (Best-$1$-Arm) problem, we are given $n$ stochastic bandit arms, each associated with a reward distribution with an unknown mean. We would like to identify the arm with the largest mean with…
We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time…
We extend Berge's Maximum Theorem to allow for incomplete preferences. We first provide a simple version of the Maximum Theorem for convex feasible sets and a fixed preference. Then, we show that if, in addition to the traditional…
In this paper a new distribution is proposed. This new model provides more flexibility to modeling data with upside-down bathtub hazard rate function. A significant account of mathematical properties of the new distribution is presented.…
A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these nominal distributions are themselves estimated from data,…
Probabilistic models for the distribution of primes in the natural numbers are constructed in the article. The author found and proved the probabilistic estimates of the deviation $R(x)=|\pi(x)- Li(x)|$. The author has analyzed the…
A celebrated unresolved conjecture of Peter Frankl states that every finite union-closed collection of sets ($B$), with non-empty universe, admits an abundant element. The best result in the literature states that if $|B|=n$, then there…
New mathematical formulation of liquidity preference theory is suggested. On the base of comparison between suggested model and real prices paradoxical conclusion could be derived. The whole yield curve could be described only on the base…
We solve some famous conjectures on the distribution of primes. These conjectures are to be listed as Legendre's, Andrica's, Oppermann's, Brocard's, Cram\'{e}r's, Shanks', and five Smarandache's conjectures. We make use of both…
Metrics of model goodness-of-fit, model comparison, and model parameter estimation are the main categories of statistical problems in science. Bayesian and frequentist methods that address these questions often rely on a likelihood…
Since the mathematicians of ancient Greece until Fermat, since Gauss until today; the way how the primes along the numerical straight line are distributed has become perhaps the most difficult math problem; many people believe that their…
In this paper we provide a provably convergent algorithm for the multivariate Gaussian Maximum Likelihood version of the Behrens--Fisher Problem. Our work builds upon a formulation of the log-likelihood function proposed by Buot and…
A conjecture concerning some pairs of interfering estimates for some integrals is formulated in three equivalent versions. Its importance for the the Paley problem for plurisubharmonic functions and for certain classes of extremal problems…
Aligning large language models (LLMs) with human preferences has become a critical step in their development. Recent research has increasingly focused on test-time alignment, where additional compute is allocated during inference to enhance…