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Given only aggregate choice data and limited information about how menus are distributed across the population, we describe what can be inferred robustly about the distribution of preferences (or more general decision rules). We strengthen…

Theoretical Economics · Economics 2024-05-16 Larry G Epstein , Kaushil Patel

This paper considers the classical problem of sampling with Monte Carlo methods a target rare event distribution defined by a score function that is very expensive to compute. We assume we can build using evaluations of the true score, an…

Computation · Statistics 2024-10-25 Frédéric Cérou , Patrick Héas , Mathias Rousset

Zipf's law describes the empirical size distribution of the components of many systems in natural and social sciences and humanities. We show, by solving a statistical model, that Zipf's law co-occurs with the maximization of the diversity…

Statistical Mechanics · Physics 2021-10-05 Onofrio Mazzarisi , Amanda de Azevedo-Lopes , Jeferson J. Arenzon , Federico Corberi

We consider the problem of inferring the probability distribution associated with a language, given data consisting of an infinite sequence of elements of the languge. We do this under two assumptions on the algorithms concerned: (i) like a…

Machine Learning · Computer Science 2014-07-16 Paul M. B. Vitanyi , Nick Chater

Given samples from a distribution, how many new elements should we expect to find if we continue sampling this distribution? This is an important and actively studied problem, with many applications ranging from unseen species estimation to…

Machine Learning · Computer Science 2017-07-14 Aditi Raghunathan , Greg Valiant , James Zou

The problem of statistical inference in its various forms has been the subject of decades-long extensive research. Most of the effort has been focused on characterizing the behavior as a function of the number of available samples, with far…

Machine Learning · Computer Science 2024-11-12 Tomer Berg , Or Ordentlich , Ofer Shayevitz

The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…

Statistics Theory · Mathematics 2022-07-04 Anamitra Chaudhuri , Georgios Fellouris

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…

Probability · Mathematics 2018-05-30 Marcos Costa Santos Carreira

This paper considers the problem of sequentially detecting a change in the joint distribution of multiple data sources under a sampling constraint. Specifically, the channels or sources generate observations that are independent over time,…

Methodology · Statistics 2024-03-26 Anamitra Chaudhuri , Georgios Fellouris , Ali Tajer

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

We study the problem of generating a random variate $X$ from a finite discrete probability distribution $P$ using an entropy source of independent fair coin flips. A classic result from Knuth and Yao shows that the optimal expected number…

Data Structures and Algorithms · Computer Science 2026-04-28 Thomas L. Draper , Feras A. Saad

For probability distributions on $\mathbb{R}^n$, we study the optimal sample size N = N(n,p) that suffices to uniformly approximate the pth moments of all one-dimensional marginals. Under the assumption that the marginals have bounded 4p…

Probability · Mathematics 2014-05-21 Roman Vershynin

This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…

Statistics Theory · Mathematics 2024-05-14 José A. Díaz-García , Francisco J. Caro-Lopera

We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribution of the three dimensional scan…

Computation · Statistics 2013-03-18 Alexandru Amarioarei , Cristian Preda

We study person-level differentially private (DP) mean estimation in the case where each person holds multiple samples. DP here requires the usual notion of distributional stability when $\textit{all}$ of a person's datapoints can be…

Data Structures and Algorithms · Computer Science 2024-07-22 Sushant Agarwal , Gautam Kamath , Mahbod Majid , Argyris Mouzakis , Rose Silver , Jonathan Ullman

Conversation is a cornerstone of social connection and is linked to well-being outcomes. Conversations vary widely in type with some portion generating complex, dynamic stories. One approach to studying how conversations unfold in time is…

Recent years, local differential privacy (LDP) has been adopted by many web service providers like Google \cite{erlingsson2014rappor}, Apple \cite{apple2017privacy} and Microsoft \cite{bolin2017telemetry} to collect and analyse users' data…

Information Theory · Computer Science 2022-03-15 Zhongzheng Xiong , Jialin Sun , Xiaojun Mao , Jian Wang , Shan Ying , Zengfeng Huang

The secrecy of a communication system in which both the legitimate receiver and an eavesdropper are allowed some distortion is investigated. The secrecy metric considered is the exponent of the probability that the eavesdropper estimates…

Information Theory · Computer Science 2017-04-04 Ibrahim Issa , Aaron B. Wagner

Generating data from discrete distributions is important for a number of application domains including text, tabular data, and genomic data. Several groups have recently used random $k$-satisfiability ($k$-SAT) as a synthetic benchmark for…

Machine Learning · Computer Science 2026-03-24 Alankrita Bhatt , Mukur Gupta , Germain Kolossov , Andrea Montanari

Many discrete-time optimal stopping problems are known to have more tractable limit forms based on a planar Poisson process. Using this tool we find a solution to the optimal stopping problem for i.i.d. sequence of $n$ discrete uniform…

Probability · Mathematics 2026-01-09 Alexander Gnedin
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