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Stationary ergodic processes with finite alphabets are estimated by finite memory processes from a sample, an n-length realization of the process, where the memory depth of the estimator process is also estimated from the sample using…

Statistics Theory · Mathematics 2013-07-25 Zsolt Talata

Ensemble methods are among the state-of-the-art predictive modeling approaches. Applied to modern big data, these methods often require a large number of sub-learners, where the complexity of each learner typically grows with the size of…

Machine Learning · Computer Science 2018-10-29 Amichai Painsky , Saharon Rosset

Memorization in large language models poses critical risks for privacy and fairness as these systems scale to billions of parameters. While previous studies established correlations between memorization and factors like token frequency and…

Machine Learning · Computer Science 2025-09-01 Jie Zhang , Qinghua Zhao , Chi-ho Lin , Zhongfeng Kang , Lei Li

Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…

Methodology · Statistics 2021-07-06 Jun Yu , HaiYing Wang , Mingyao Ai , Huiming Zhang

Relational arrays represent measures of association between pairs of actors, often in varied contexts or over time. Trade flows between countries, financial transactions between individuals, contact frequencies between school children in…

Methodology · Statistics 2022-06-23 Frank W. Marrs , Bailey K. Fosdick , Tyler H. McCormick

We consider a decision maker who is unaware of objects to be sampled and thus cannot form beliefs about the occurrence of particular objects. Ex ante she can form beliefs about the occurrence of novelty and the frequencies of yet to be…

Theoretical Economics · Economics 2025-02-21 Burkhard C. Schipper

We argue for the use of separate exchangeability as a modeling principle in Bayesian nonparametric (BNP) inference. Separate exchangeability is de facto widely applied in the Bayesian parametric case, e.g., it naturally arises in simple…

Methodology · Statistics 2025-07-29 Giovanni Rebaudo , Qiaohui Lin , Peter Mueller

We study random families of subsets of $\mathbb{N}$ that are similar to exchangeable random partitions, but do not require constituent sets to be disjoint: Each element of ${\mathbb{N}}$ may be contained in multiple subsets. One class of…

Probability · Mathematics 2015-10-27 Lancelot F. James , Peter Orbanz , Yee Whye Teh

The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli

This article discusses the usage of a partiton based Fubini calculus for Poisson processes. The approach is an amplification of Bayesian techniques developed in Lo and Weng for gamma/Dirichlet processes. Applications to models are…

Probability · Mathematics 2007-05-23 Lancelot F. James

The use of hierarchical mixture priors with shared atoms has recently flourished in the Bayesian literature for partially exchangeable data. Leveraging on nested levels of mixtures, these models allow the estimation of a two-layered data…

Methodology · Statistics 2024-06-21 Laura D'Angelo , Francesco Denti

The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…

Image and Video Processing · Electrical Eng. & Systems 2022-09-28 Matteo Ferrante , Tommaso Boccato , Nicola Toschi

Approximate Bayesian Computation (ABC) methods have become essential tools for performing inference when likelihood functions are intractable or computationally prohibitive. However, their scalability remains a major challenge in…

Methodology · Statistics 2025-07-09 Antoine Luciano , Charly Andral , Christian P. Robert , Robin J. Ryder

Conditional inference on arbitrary subsets of variables is a core problem in probabilistic inference with important applications such as masked language modeling and image inpainting. In recent years, the family of Any-Order Autoregressive…

Machine Learning · Computer Science 2022-10-25 Andy Shih , Dorsa Sadigh , Stefano Ermon

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Applications · Statistics 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…

Methodology · Statistics 2023-11-16 Haohui Han , Liya Fu

In this paper, redundant random matrix ensembles (abbreviated as redundant random ensembles) are defined and their stopping set (SS) weight distributions are analyzed. A redundant random ensemble consists of a set of binary matrices with…

Information Theory · Computer Science 2016-11-15 Tadashi Wadayama

Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…

Information Theory · Computer Science 2020-12-22 Yuval Shalev , Amichai Painsky , Irad Ben-Gal

Bayesian nonparametric approaches, in particular the Pitman-Yor process and the associated two-parameter Chinese Restaurant process, have been successfully used in applications where the data exhibit a power-law behavior. Examples include…

Machine Learning · Statistics 2025-02-06 Fadhel Ayed , Juho Lee , François Caron

In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…

Statistics Theory · Mathematics 2021-04-06 Alec Koppel , Amrit Singh Bedi , Brian M. Sadler , Victor Elvira