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Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…

Probability · Mathematics 2026-01-06 Mykola Pratsiovytyi , Sofiia Ratushniak

We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are…

Applications · Statistics 2018-12-11 Maxim Finkelstein , Nil Kamal Hazra

Gene expression depends on thousands of factors and we usually only have access to tens or hundreds of observations of gene expression levels meaning we are in a high-dimensional setting. Additionally we don't always observe or care about…

Applications · Statistics 2017-04-04 Emiliano Diaz

We draw a random subset of $k$ rows from a frame with $n$ rows (vectors) and $m$ columns (dimensions), where $k$ and $m$ are proportional to $n$. For a variety of important deterministic equiangular tight frames (ETFs) and tight non-ETF…

Information Theory · Computer Science 2022-06-08 Marina Haikin , Ram Zamir , Matan Gavish

The problem of non-iterative one-shot and non-destructive correction of unavoidable mistakes arises in all Artificial Intelligence applications in the real world. Its solution requires robust separation of samples with errors from samples…

Machine Learning · Computer Science 2017-09-05 A. N. Gorban , I. Y. Tyukin

This paper mainly discusses the $H_{\infty}$ filtering of general nonlinear discrete time-varying stochastic systems. A nonlinear discrete-time stochastic bounded real lemma (SBRL) is firstly obtained by means of the smoothness of the…

Optimization and Control · Mathematics 2018-12-21 Tianliang Zhang , Feiqi Deng , Weihai Zhang

Optimal design of distributed decision policies can be a difficult task, illustrated by the famous Witsenhausen counterexample. In this paper we characterize the optimal control designs for the vector-valued setting assuming that it results…

Information Theory · Computer Science 2021-02-05 Maël Le Treust , Tobias Oechtering

We consider distributed stochastic variational inequalities (VIs) on unbounded domains with the problem data that is heterogeneous (non-IID) and distributed across many devices. We make a very general assumption on the computational network…

Construct a random set by independently selecting each finite subset of the integers with some probability depending on the set up to translations and taking the union of the selected sets. We show that when the only sets selected with…

Probability · Mathematics 2025-06-06 Yinon Spinka

We study the scenario approach for solving chance-constrained optimization in time-coupled dynamic environments. Scenario generation methods approximate the true feasible region from scenarios generated independently and identically from…

Optimization and Control · Mathematics 2024-04-02 Apurv Shukla , Qian Zhang , Le Xie

The scenario approach developed by Calafiore and Campi to attack chance-constrained convex programs utilizes random sampling on the uncertainty parameter to substitute the original problem with a representative continuous convex…

Metric Geometry · Mathematics 2015-08-25 J. A. De Loera , R. N. La Haye , D. Oliveros , E. Roldán-Pensado

Semi-device-independent (SDI) randomness generation protocols based on Kochen-Specker contextuality offer the attractive features of compact devices, high rates, and ease of experimental implementation over fully device-independent (DI)…

Quantum Physics · Physics 2025-08-05 Yuan Liu , Ravishankar Ramanathan

In this paper we derive sharp lower and upper bounds for the covariance of two bounded random variables when knowledge about their expected values, variances or both is available. When only the expected values are known, our result can be…

Probability · Mathematics 2021-06-21 Ola Hössjer , Arvid Sjölander

The framework of non-extensive statistical mechanics, proposed by Tsallis, has been used to describe a variety of systems. The non-extensive statistical mechanics is usually introduced in a formal way, thus simple models exhibiting some…

Statistical Mechanics · Physics 2014-08-06 Julius Ruseckas

In this paper, we analyze the set of all possible aggregate distributions of the sum of standard uniform random variables, a simply stated yet challenging problem in the literature of distributions with given margins. Our main results are…

Probability · Mathematics 2019-10-02 Tiantian Mao , Bin Wang , Ruodu Wang

The problem of lossless fixed-rate streaming coding of discrete memoryless sources with side information at the decoder is studied. A random time-varying tree-code is used to sequentially bin strings and a Stack Algorithm with a variable…

Information Theory · Computer Science 2007-07-13 Hari Palaiyanur , Anant Sahai

The variational autoencoder is a well defined deep generative model that utilizes an encoder-decoder framework where an encoding neural network outputs a non-deterministic code for reconstructing an input. The encoder achieves this by…

Machine Learning · Computer Science 2021-09-23 Amur Ghose , Abdullah Rashwan , Pascal Poupart

Using a probabilistic approach, we derive some interesting combinatorial identities involving gamma and beta functions. These results generalize certain well-known combinatorial identities involving binomial coefficients and special…

Probability · Mathematics 2026-05-15 Palaniappan Vellaisamy , Puja Pandey

We characterize the identified sets of a wide range of stochastic choice models, including random utility, various models of boundedly-rational behavior, and dynamic discrete choice. In each of these settings, we show two distributions over…

Theoretical Economics · Economics 2026-02-24 Peter Caradonna , Christopher Turansick

We consider the problem of extracting randomness from \textit{sumset sources}, a general class of weak sources introduced by Chattopadhyay and Li (STOC, 2016). An $(n,k,C)$-sumset source $\mathbf{X}$ is a distribution on $\{0,1\}^n$ of the…

Computational Complexity · Computer Science 2021-10-26 Eshan Chattopadhyay , Jyun-Jie Liao