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This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…

Statistics Theory · Mathematics 2022-11-07 Zihao Li , Huangjun Zhu , Masahito Hayashi

There are many randomness notions. On the classical account, many of them are about whether a given infinite binary sequence is random for some given probability. If so, this probability turns out to be the same for all these notions, so…

Probability · Mathematics 2021-07-19 Floris Persiau , Jasper De Bock , Gert de Cooman

We study a repeated information design problem faced by an informed sender who tries to influence the behavior of a self-interested receiver. We consider settings where the receiver faces a sequential decision making (SDM) problem. At each…

Machine Learning · Computer Science 2022-09-09 Martino Bernasconi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Francesco Trovo

This paper considers the problem of recovering the permutation of an n-dimensional random vector X observed in Gaussian noise. First, a general expression for the probability of error is derived when a linear decoder (i.e., linear estimator…

Information Theory · Computer Science 2021-05-10 Minoh Jeong , Alex Dytso , Martina Cardone

We propose and demonstrate a technique for quantum random number generation based on the random population of the output spatial modes of a beam splitter when both inputs are simultaneously fed with indistinguishable weak coherent states.…

Quantum Physics · Physics 2016-08-19 T. Ferreira da Silva , G. B. Xavier , G. C. Amaral , G. P. Temporão , J. P. von der Weid

This work studies the deviations of the error exponent of the constant composition code ensemble around its expectation, known as the error exponent of the typical random code (TRC). In particular, it is shown that the probability of…

Information Theory · Computer Science 2019-12-23 Ran Tamir , Neri Merhav , Nir Weinberger , Albert Guillen i Fabregas

A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…

Information Theory · Computer Science 2016-04-11 Gil Katz , Pablo Piantanida , Merouane Debbah

We consider a high-dimensional mean estimation problem over a binary hidden Markov model, which illuminates the interplay between memory in data, sample size, dimension, and signal strength in statistical inference. In this model, an…

Statistics Theory · Mathematics 2022-10-13 Yihan Zhang , Nir Weinberger

When we test a theory using data, it is common to focus on correctness: do the predictions of the theory match what we see in the data? But we also care about completeness: how much of the predictable variation in the data is captured by…

Machine Learning · Computer Science 2017-06-22 Jon Kleinberg , Annie Liang , Sendhil Mullainathan

In this paper, we draw an analogy between processing natural languages and processing multivariate event streams from vehicles in order to predict $\textit{when}$ and $\textit{what}$ error pattern is most likely to occur in the future for a…

Computation and Language · Computer Science 2024-12-18 Hugo Math , Rainer Lienhart , Robin Schön

Randomized experiments have long been the gold standard for scientists seeking to learn about cause and effect. When randomized experiments are infeasible, scientists often resort to observational studies, which are widely available and…

Methodology · Statistics 2026-04-13 Bohan Wu , Sebastian Salazar , Donald P. Green , David M. Blei

A random number generator is proposed based on a theorem about existence of chaos in fixed point iteration of x= cot2(x). Digital computer simulation of this function iteration exhibits random behavior. A method is proposed to extract…

Discrete Mathematics · Computer Science 2013-01-23 Nabarun Mondal , Partha P. Ghosh

The focus of this paper is the random sequences in the form $\{X_{0},X_{1},$ $X_{n}=X_{n-2}+X_{n-1},n=2,3,..\dot{\}},$ referred to as Fibonacci Random Sequence (FRS). The initial random variables $X_{0}$ and $X_{1}$ are assumed to be…

Other Statistics · Statistics 2019-02-27 Ismihan Bayramoglu

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

We observe a length-$n$ sample generated by an unknown,stationary ergodic Markov process (\emph{model}) over a finite alphabet $\mathcal{A}$. Given any string $\bf{w}$ of symbols from $\mathcal{A}$ we want estimates of the conditional…

Information Theory · Computer Science 2014-06-11 Meysam Asadi , Ramezan Paravi Torghabeh , Narayana P. Santhanam

Random testing approaches work by generating inputs at random, or by selecting inputs randomly from some pre-defined operational profile. One long-standing question that arises in this and other testing contexts is as follows: When can we…

Software Engineering · Computer Science 2024-06-25 Neil Walkinshaw , Michael Foster , Jose Miguel Rojas , Robert M Hierons

We study covariance matrix estimation for the case of partially observed random vectors, where different samples contain different subsets of vector coordinates. Each observation is the product of the variable of interest with a $0-1$…

Machine Learning · Statistics 2018-04-06 Eduardo Pavez , Antonio Ortega

Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…

Machine Learning · Statistics 2026-05-19 Tobias Brock , Thomas Nagler

The Ricker model was introduced in the context of managing fishing stocks. It is a discrete non-linear iterative model given by $N(t+1)=rN(t)\exp(-N(t))$ where $N(t)$ is the population at time $t$. The model treated in this paper includes a…

Applications · Statistics 2017-03-08 Laurie Davies

Let $(\xi_i)_{i=1,...,n}$ be a sequence of independent and symmetric random variables. We consider the upper bounds on tail probabilities of self-normalized deviations $$ \mathbf{P} \Big( \max_{1\leq k \leq n} \sum_{i=1}^{k} |\xi_i|\big/…

Probability · Mathematics 2017-05-05 Xiequan Fan
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