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In this paper, we develop a general theory on the coverage probability of random intervals defined in terms of discrete random variables with continuous parameter spaces. The theory shows that the minimum coverage probabilities of random…
We present deterministic techniques for computing upper and lower bounds on marginal probabilities in sigmoid and noisy-OR networks. These techniques become useful when the size of the network (or clique size) precludes exact computations.…
Extreme value theory provides an asymptotically justified framework for estimation of exceedance probabilities in regions where few or no observations are available. For multivariate tail estimation, the strength of extremal dependence is…
This paper provides a general technique for lower bounding the Bayes risk of statistical estimation, applicable to arbitrary loss functions and arbitrary prior distributions. A lower bound on the Bayes risk not only serves as a lower bound…
In their seminal 1990 paper, Wasserman and Kadane establish an upper bound for the Bayes' posterior probability of a measurable set $A$, when the prior lies in a class of probability measures $\mathcal{P}$ and the likelihood is precise.…
The twisted $T$-adic exponential sum associated to a polynomial in one variable is studied. An explicit arithmetic polygon in terms of the highest two exponents of the polynomial is proved to be a lower bound of the Newton polygon of the…
This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…
Given a bounded class of functions G and independent random variables X1, . . . , Xn, we provide an upper bound for the expectation of the supremum of the empirical process over elements of G having a small variance. Our bound applies in…
In the Bayesian approach to sequential decision making, exact calculation of the (subjective) utility is intractable. This extends to most special cases of interest, such as reinforcement learning problems. While utility bounds are known to…
Let $A_1, A_2, \ldots, A_n$ be events in a sample space. Given the probability of the intersection of each collection of up to $k+1$ of these events, what can we say about the probability that at least $r$ of the events occur? This question…
We obtain new lower and upper bounds for probabilities of unions of events.These bounds are sharp. They are stronger than earlier ones. General bounds maybe applied in arbitrary measurable spaces.We have improved the method that has been…
We derive two conditional expectation bounds, which we use to simplify cryptographic security proofs. The first bound relates the expectation of a bounded random variable and the average of its conditional expectations with respect to a set…
We re-examine a lower-tail upper bound for the random variable $$X=\prod_{i=1}^{\infty}\min\left\{\sum_{k=1}^iE_k,1\right\},$$ where $E_1,E_2,\ldots\stackrel{iid}\sim\text{Exp}(1)$. This bound has found use in root-finding and seed-finding…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…
This article is a survey of results concerning an inequality, which may be seen as a versatile tool to solve problems in the domain of Applied Probability. The inequality, which we call BRS-inequality, gives a convenient upper bound for the…
We suggest an upper bound on binomial coefficients that holds over the entire parameter range and whose form repeats the form of the de Moivre-Laplace approximation of the symmetric binomial distribution. Using the bound, we estimate the…
We present a new positive lower bound for the minimum value taken by a polynomial P with integer coefficients in k variables over the standard simplex of R^k, assuming that P is positive on the simplex. This bound depends only on the number…
We obtain assumption-free, non-asymptotic, uniform bounds on the product of the height and the width of uniformly random trees with a given degree sequence, conditioned Bienaym\'e trees and simply generated trees. We show that for a tree of…
Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…