Related papers: A Computable Measure of Algorithmic Probability by…
In distribution compression, one aims to accurately summarize a probability distribution $\mathbb{P}$ using a small number of representative points. Near-optimal thinning procedures achieve this goal by sampling $n$ points from a Markov…
The LZ-End parsing [Kreft & Navarro, 2011] of an input string yields compression competitive with the popular Lempel-Ziv 77 scheme, but also allows for efficient random access. Kempa and Kosolobov showed that the parsing can be computed in…
We present an efficient algorithm that, given a discrete random variable $X$ and a number $m$, computes a random variable whose support is of size at most $m$ and whose Kolmogorov distance from $X$ is minimal, also for the one-sided…
Given an LZW/LZ78 compressed text, we want to find an approximate occurrence of a given pattern of length m. The goal is to achieve time complexity depending on the size n of the compressed representation of the text instead of its length.…
We develop a pseudo-metric analogue of bisimulation for generalized semi-Markov processes. The kernel of this pseudo-metric corresponds to bisimulation; thus we have extended bisimulation for continuous-time probabilistic processes to a…
Data compression algorithms are generally perceived as being of interest for data communication and storage purposes only. However, their use in the field of data classification and analysis is also of equal importance. Automatic data…
The aim of this paper is twofold: In the first part, we leverage recent results on scenario design to develop randomized algorithmsfor approximating the image set of a nonlinear mapping, that is, a (possibly noisy) mapping of a set via a…
The compression-complexity trade-off of lossy compression algorithms that are based on a random codebook or a random database is examined. Motivated, in part, by recent results of Gupta-Verd\'{u}-Weissman (GVW) and their underlying…
In this paper, we develop an approach for the exact determination of the minimum sample size for estimating the parameter of an integer-valued random variable, which is parameterized by its expectation. Under some continuity and unimodal…
The measured relative entropies of quantum states and channels find operational significance in quantum information theory as achievable error rates in hypothesis testing tasks. They are of interest in the near term, as they correspond to…
We present an algorithm that takes a discrete random variable $X$ and a number $m$ and computes a random variable whose support (set of possible outcomes) is of size at most $m$ and whose Kolmogorov distance from $X$ is minimal. In addition…
The entropy of a finite probability space $X$ measures the observable cardinality of large independent products $X^{\otimes n}$ of the probability space. If two probability spaces $X$ and $Y$ have the same entropy, there is an almost…
Since human randomness production has been studied and widely used to assess executive functions (especially inhibition), many measures have been suggested to assess the degree to which a sequence is random-like. However, each of them…
This article deals with stochastic processes endowed with the Markov (memoryless) property and evolving over general (uncountable) state spaces. The models further depend on a non-deterministic quantity in the form of a control input, which…
We apply the results of Andresen A. and Spokoiny V. on profile M-estimators and the alternating maximization procedure to analyse a sieve profile quasi maximum likelihood estimator in the single index model with linear index function. The…
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…
Kolmogorov complexity measures the algorithmic complexity of a finite binary string $\sigma$ in terms of the length of the shortest description $\sigma^*$ of $\sigma$. Traditionally, the length of a string is taken to measure the amount of…
We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML…
Sharp bounds on partially identified parameters are often given by the values of linear programs (LPs). This paper introduces a novel estimator of the LP value. Unlike existing procedures, our estimator is root-n-consistent, pointwise in…
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…