Related papers: Likelihood that a pseudorandom sequence generator …
In "Recognizing the Maximum of a Sequence", Gilbert and Mosteller analyze a full information game where n measurements from an uniform distribution are drawn and a player (knowing n) must decide at each draw whether or not to choose that…
Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such…
We consider the asymptotic consistency of maximum likelihood parameter estimation for dynamical systems observed with noise. Under suitable conditions on the dynamical systems and the observations, we show that maximum likelihood parameter…
Nonparametric density estimation is considered for a discretely observed stationary continuous-time process. For each of three given time sampling procedures either random or deterministic, we establish that histograms and frequency…
We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials…
Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting an array in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric for…
We consider a simple system with a local synchronous generator and a load whose power consumption is a random process. The most probable scenario of system failure (synchronization loss) is considered, and it is argued that its knowledge is…
In some particular cases we give criteria for morphic sequences to be almost periodic (=uniformly recurrent). Namely, we deal with fixed points of non-erasing morphisms and with automatic sequences. In both cases a polynomial-time algorithm…
A linear-programming decoder for \emph{nonbinary} expander codes is presented. It is shown that the proposed decoder has the maximum-likelihood certificate properties. It is also shown that this decoder corrects any pattern of errors of a…
Linear constrained switching systems are linear switched systems whose switching sequences are constrained by a deterministic finite automaton. This work investigates how to generate a sequence of matrices with an asymptotic growth rate…
The Probabilistic Serial mechanism is well-known for its desirable fairness and efficiency properties. It is one of the most prominent protocols for the random assignment problem. However, Probabilistic Serial is not incentive-compatible,…
A recent trend in the signal/image processing literature is the optimization of Fourier sampling schemes for specific datasets of signals. In this paper, we explain why choosing optimal non Cartesian Fourier sampling patterns is a difficult…
The probability that $m$ randomly chosen elements of a finite power associative loop $C$ have prescribed orders and generate $C$ is calculated in terms of certain constants related to the action of $Aut(C)$ on the subloop lattice of $C$. As…
Leveraging recent developments in black-box risk-aware verification, we provide three algorithms that generate probabilistic guarantees on (1) optimality of solutions, (2) recursive feasibility, and (3) maximum controller runtimes for…
This paper examines the problem of testing whether a discrete time-series vector contains a periodic signal or is merely noise. To do this we examine the stochastic behaviour of the maximum intensity of the observed time-series vector and…
Chains of resonators in the form of spring-mass systems have long been known to exhibiting interesting properties such as band gaps. Such features can be leveraged to manipulate the propagation of waves such as the filtering of specific…
In this work we review and derive some elementary properties of the discrete renewal sequences based on a positive, finite and integer-valued random variable. Our results consider these sequences as dependent on the probability masses of…
Random Forest has become one of the most popular tools for feature selection. Its ability to deal with high-dimensional data makes this algorithm especially useful for studies in neuroimaging and bioinformatics. Despite its popularity and…
The statistical properties of nonlinear phase noise, often called the Gordon-Mollenauer effect, is studied analytically when the number of fiber spans is very large. The joint characteristic functions of the nonlinear phase noise with…
Consider a sequence of $n$ independent random variables with a common continuous distribution $F$, and consider the task of choosing an increasing subsequence where the observations are revealed sequentially and where an observation must be…