Related papers: A Computable Measure of Algorithmic Probability by…
This paper investigates model reduction methods for efficiently approximating the solution of parameter-dependent PDEs with a multi-parameter vector $\vec{\mu} \in \mathbb{R}^p$. In cases where the Kolmogorov $N$-width decays fast enough,…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
Approximate Bayesian Computation (ABC) is a popular sampling method in applications involving intractable likelihood functions. Without evaluating the likelihood function, ABC approximates the posterior distribution by the set of accepted…
We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…
The capacity of a channel can usually be characterized as a maximization of certain entropic quantities. From a practical point of view it is of primary interest to not only compute the capacity value, but also to find the corresponding…
Product measures of dimension $n$ are known to be concentrated in Hamming distance: for any set $S$ in the product space of probability $\epsilon$, a random point in the space, with probability $1-\delta$, has a neighbor in $S$ that is…
Given an implicit $n\times n$ matrix $A$ with oracle access $x^TA x$ for any $x\in \mathbb{R}^n$, we study the query complexity of randomized algorithms for estimating the trace of the matrix. This problem has many applications in quantum…
A new class of distances appropriate for measuring similarity relations between sequences, say one type of similarity per distance, is studied. We propose a new ``normalized information distance'', based on the noncomputable notion of…
Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a non-compact space. Our motivation is to apply this result to measure-valued P\'olya processes (MVPPs, also…
In this paper, using the concept of $A$-statistical convergence which is a regular (non-matrix) summability method, we obtain a general Korovkin type approximation theorem which concerns the problem of approximating a function $f$ by means…
Finite state space hidden Markov models are flexible tools to model phenomena with complex time dependencies: any process distribution can be approximated by a hidden Markov model with enough hidden states.We consider the problem of…
Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…
An impurity measures $I:{R}^k \to {R}^+$ maps a $k$-dimensional vector ${\bf v}$ to a non-negative value $I({\bf v})$ so that the more homogeneous ${\bf v}$, the larger its impurity. We study clustering based on impurity measures: given a…
We show that a very simple randomised algorithm for numerical integration can produce a near optimal rate of convergence for integrals of functions in the $d$-dimensional weighted Korobov space. This algorithm uses a lattice rule with a…
Estimating entropy and mutual information consistently is important for many machine learning applications. The Kozachenko-Leonenko (KL) estimator (Kozachenko & Leonenko, 1987) is a widely used nonparametric estimator for the entropy of…
We develop a synthesis of Turing's paradigm of computation and von Neumann's quantum logic to serve as a model for quantum computation with recursion, such that potentially non-terminating computation can take place, as in a quantum Turing…
This paper establishes an abstract Korovkin-type approximation theorem in general spaces, extending the framework of approximation theory to accommodate broader contexts. A critical result supporting this theorem is the proof that any…
In order to construct accurate proposers for Metropolis-Hastings Markov Chain Monte Carlo, we integrate ideas from probabilistic graphical models and neural networks in an open-source framework we call Lightweight Inference Compilation…
This paper studies sequence prediction based on the monotone Kolmogorov complexity Km=-log m, i.e. based on universal deterministic/one-part MDL. m is extremely close to Solomonoff's universal prior M, the latter being an excellent…
Random sequences attain the highest entropy rate. The estimation of entropy rate for an ergodic source can be done using the Lempel Ziv complexity measure yet, the exact entropy rate value is only reached in the infinite limit. We prove…