Related papers: Testing of sequences by simulation
Distributed frameworks are widely used to handle massive data, where sample size $n$ is very large, and data are often stored in $k$ different machines. For a random vector $X\in \mathbb{R}^p$ with expectation $\mu$, testing the mean vector…
Let $(Y,(X_i)_{i\in\mathcal{I}})$ be a zero mean Gaussian vector and $V$ be a subset of $\mathcal{I}$. Suppose we are given $n$ i.i.d. replications of the vector $(Y,X)$. We propose a new test for testing that $Y$ is independent of…
We study the best approximation problem: \[ \displaystyle \min_{\alpha\in \mathbb R^m}\max_{1\leq i\leq n}\left|y_i -\sum_{j=1}^m \alpha_j \Gamma_j ({\bf x}_i) \right|. \] Here: $\Gamma:=\left\{\Gamma_1,...,\Gamma_m\right\}$ is a list of…
We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…
We propose a general methodology for testing whether a given polynomial with integer coefficients is identically zero. The methodology evaluates the polynomial at efficiently computable approximations of suitable irrational points. In…
Simulation-based planning with rollouts is a widely-deployed technique for decision making in stochastic environments. The primary instrument of simulation-based planning is a sampling model, which is repeatedly called to generate…
Clustering is an unsupervised technique of Data Mining. It means grouping similar objects together and separating the dissimilar ones. Each object in the data set is assigned a class label in the clustering process using a distance measure.…
In urgent decision making applications, ensemble simulations are an important way to determine different outcome scenarios based on currently available data. In this paper, we will analyze the output of ensemble simulations by considering…
In this work we propose a framework for constructing goodness of fit tests in both low and high-dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or Lasso…
In this paper, we propose a probabilistic algorithm suitable for any linear code $C$ to determine whether a given vector $\mathbf{x}$ belongs to $ C$. The algorithm achieves $O(n\log n)$ time complexity, $ O(n^2)$ space complexity and with…
We consider two algorithms which can be used for proving positivity of sequences that are defined by a linear recurrence equation with polynomial coefficients (P-finite sequences). Both algorithms have in common that while they do succeed…
When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…
Nested simulation is a natural approach to tackle nested estimation problems in operations research and financial engineering. The outer-level simulation generates outer scenarios and the inner-level simulations are run in each outer…
Assessing the validity of user simulators when used for the evaluation of information retrieval systems remains an open question, constraining their effective use and the reliability of simulation-based results. To address this issue, we…
Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…
PARITY is the problem of determining the parity of a string $f$ of $n$ bits given access to an oracle that responds to a query $x\in\{0,1,...,n-1\}$ with the $x^{\rm th}$ bit of the string, $f(x)$. Classically, $n$ queries are required to…
We give a distribution-free testing algorithm for decision lists with $\tilde{O}(n^{11/12}/\varepsilon^3)$ queries. This is the first sublinear algorithm for this problem, which shows that, unlike halfspaces, testing is strictly easier than…
In the hypothesis selection problem, we are given sample and query access to finite set of candidate distributions (hypotheses), $\mathcal{H} = \{H_1, \ldots, H_n\}$, and samples from an unknown distribution $P$, both over a domain…
Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…
We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…