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We consider the best-choice problem for independent (not necessarily iid) observations $X_1, \cdots, X_n$ with the aim of selecting the sample minimum. We show that in this full generality the monotone case of optimal stopping holds and the…

Probability · Mathematics 2021-10-13 Alexander Gnedin , Patryk Kozieł , Małgorzata Sulkowska

Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are…

Machine Learning · Statistics 2021-04-21 YunPeng Li , ZhaoHui Ye

We show how one can use certain deterministic algorithms for higher-value constraint satisfaction problems (CSPs) to speed up deterministic local search for 3-SAT. This way, we improve the deterministic worst-case running time for 3-SAT to…

Data Structures and Algorithms · Computer Science 2010-07-27 Konstantin Kutzkov , Dominik Scheder

We review the methods of constructing confidence intervals that account for a priori information about one-sided constraints on the parameter being estimated. We show that the so-called method of sensitivity limit yields a correct solution…

Data Analysis, Statistics and Probability · Physics 2015-05-20 A. V. Lokhov , F. V. Tkachov

The selection of features that are relevant for a prediction or classification problem is an important problem in many domains involving high-dimensional data. Selecting features helps fighting the curse of dimensionality, improving the…

Machine Learning · Computer Science 2009-09-04 Michel Verleysen , Fabrice Rossi , Damien François

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…

Machine Learning · Computer Science 2024-09-10 Soham Gadgil , Ian Covert , Su-In Lee

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

A new thresholding method, based on L-statistics and called order thresholding, is proposed as a technique for improving the power when testing against high-dimensional alternatives. The new method allows great flexibility in the choice of…

Statistics Theory · Mathematics 2010-10-21 Min Hee Kim , Michael G. Akritas

We consider the problem of decision-making with side information and unbounded loss functions. Inspired by probably approximately correct learning model, we use a slightly different model that incorporates the notion of side information in…

Machine Learning · Computer Science 2007-07-13 Majid Fozunbal , Ton Kalker

The randomized subspace Newton convex methods for the sensor selection problem are proposed. The randomized subspace Newton algorithm is straightforwardly applied to the convex formulation, and the customized method in which the part of the…

Systems and Control · Electrical Eng. & Systems 2021-05-03 Taku Nonomura , Shunsuke Ono , Kumi Nakai , Yuji Saito

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

For several styles of fidelity constraints -- guaranteed distortion, conditional excess distortion, excess distortion -- we show mutual information upper bounds on the minimum expected description length needed to represent a random…

Information Theory · Computer Science 2026-02-10 Victoria Kostina

Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…

Information Theory · Computer Science 2014-07-29 Clive G. Bowsher , Margaritis Voliotis

Cut-set bounds on achievable rates for network communication protocols are not in general tight. In this paper we introduce a new technique for proving converses for the problem of transmission of correlated sources in networks, that…

Information Theory · Computer Science 2011-05-31 Amin Aminzadeh Gohari , Shenghao Yang , Sidharth Jaggi

The optimum interval method for finding an upper limit of a one-dimensionally distributed signal in the presence of an unknown background is extended to the case of high statistics. There is also some discussion of how the method can be…

Data Analysis, Statistics and Probability · Physics 2007-09-19 S. Yellin

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

The identification of anomalies is a critical component of operating complex, and possibly large-scale and geo-graphically distributed cyber-physical systems. While designing anomaly detectors, it is common to assume Gaussian noise models…

Systems and Control · Electrical Eng. & Systems 2021-11-15 Venkatraman Renganathan , Navid Hashemi , Justin Ruths , Tyler H. Summers

We address the fundamental problem of selection under uncertainty by modeling it from the perspective of Bayesian persuasion. In our model, a decision maker with imperfect information always selects the option with the highest expected…

Computer Science and Game Theory · Computer Science 2024-10-16 Siddhartha Banerjee , Kamesh Munagala , Yiheng Shen , Kangning Wang

Propositional satisfiability (SAT) is one of the most fundamental problems in computer science. Its worst-case hardness lies at the core of computational complexity theory, for example in the form of NP-hardness and the (Strong) Exponential…

Discrete Mathematics · Computer Science 2022-09-02 Tobias Friedrich , Ralf Rothenberger