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We examine rules for predicting whether a point in $\mathbb{R}$ generated from a 50-50 mixture of two different probability distributions came from one distribution or the other, given limited (or no) information on the two distributions,…

Statistics Theory · Mathematics 2024-04-09 Kevin Bleakley

An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…

Other Statistics · Statistics 2018-03-05 Hien D. Nguyen , Geoffrey J. McLachlan

It is well known that the entropy $H(X)$ of a discrete random variable $X$ is always greater than or equal to the entropy $H(f(X))$ of a function $f$ of $X$, with equality if and only if $f$ is one-to-one. In this paper, we give tight…

Information Theory · Computer Science 2017-12-22 Ferdinando Cicalese , Luisa Gargano , Ugo Vaccaro

Random $k$-SAT is the single most intensely studied example of a random constraint satisfaction problem. But despite substantial progress over the past decade, the threshold for the existence of satisfying assignments is not known precisely…

Combinatorics · Mathematics 2017-11-29 Amin Coja-Oghlan , Konstantinos Panagiotou

Consider a finite set of sources, each producing i.i.d. observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources under the…

Information Theory · Computer Science 2014-12-09 Jayakrishnan Unnikrishnan

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

Combinatorics · Mathematics 2023-06-22 Harry Crane , Stephen DeSalvo

Tight bounds for several symmetric divergence measures are derived in terms of the total variation distance. It is shown that each of these bounds is attained by a pair of 2 or 3-element probability distributions. An application of these…

Information Theory · Computer Science 2016-11-17 Igal Sason

Deriving generalization bounds for stable algorithms is a classical question in learning theory taking its roots in the early works by Vapnik and Chervonenkis (1974) and Rogers and Wagner (1978). In a series of recent breakthrough papers by…

Machine Learning · Computer Science 2020-05-27 Olivier Bousquet , Yegor Klochkov , Nikita Zhivotovskiy

Elek and Lippner (2010) showed that the convergence of a sequence of bounded-degree graphs implies the existence of a limit for the proportion of vertices covered by a maximum matching. We provide a characterization of the limiting…

Probability · Mathematics 2012-04-12 Charles Bordenave , Marc Lelarge , Justin Salez

Paul Erd\H{o}s and L\'{a}szl\'{o} Lov\'{a}sz proved in a landmark article that, for any positive integer $k$, up to isomorphism there are only finitely many maximal intersecting families of $k-$sets (maximal $k-$cliques). So they posed the…

Combinatorics · Mathematics 2014-03-03 Kaushik Majumder

Expectation Propagation is a very popular algorithm for variational inference, but comes with few theoretical guarantees. In this article, we prove that the approximation errors made by EP can be bounded. Our bounds have an asymptotic…

Computation · Statistics 2016-01-12 Guillaume P Dehaene , Simon Barthelmé

Historically, to bound the mean for small sample sizes, practitioners have had to choose between using methods with unrealistic assumptions about the unknown distribution (e.g., Gaussianity) and methods like Hoeffding's inequality that use…

Statistics Theory · Mathematics 2021-10-27 My Phan , Philip S. Thomas , Erik Learned-Miller

To study the structure of solutions for random k-SAT and random CSPs, this paper introduces the concept of average similarity degree to characterize how solutions are similar to each other. It is proved that under certain conditions, as r…

Artificial Intelligence · Computer Science 2007-05-23 Ke Xu , Wei Li

The existing upper and lower bounds between entropy and error are mostly derived through an inequality means without linking to joint distributions. In fact, from either theoretical or application viewpoint, there exists a need to achieve a…

Information Theory · Computer Science 2013-03-06 Bao-Gang Hu , Hong-Jie Xing

For a random variable with a unimodal distribution and finite second moment Gau\ss \, (1823) proved a sharp bound on the probability of the random variable to be outside a symmetric interval around its mode. An alternative proof for it is…

Probability · Mathematics 2023-12-12 Chris A. J. Klaassen

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…

Probability · Mathematics 2009-01-19 Ester Gabetta , Eugenio Regazzini

We study the asymptotic behavior of the maximum interpoint distance of random points in a $d$-dimensional set with a unique diameter and a smooth boundary at the poles. Instead of investigating only a fixed number of $n$ points as $n$ tends…

Probability · Mathematics 2017-09-13 Michael Schrempp

New bounds for the $k$-th order derivatives of the solutions of the normal and multivariate normal Stein equations are obtained. Our general order bounds involve fewer derivatives of the test function than those in the existing literature.…

Probability · Mathematics 2017-03-21 Robert E. Gaunt

We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…

Probability · Mathematics 2016-09-20 Patricia Alonso Ruiz , Alexander S. Rakitko