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Unit-level models for survey data offer many advantages over their area-level counterparts, such as potential for more precise estimates and a natural benchmarking property. However two main challenges occur in this context: accounting for…

Methodology · Statistics 2020-05-18 Paul A. Parker , Scott H. Holan , Ryan Janicki

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

This contribution derives from a rather extensive study on the foundations of probability. We start by discussing critically the two main models of the random event in Probability Theroy and cast light over a number of incongruities. We…

Probability · Mathematics 2007-05-23 Paolo Rocchi , Leonida Gianfagna

Techniques for decision making with knowledge of linear constraints on condition probabilities are examined. These constraints arise naturally in many situations: upper and lower condition probabilities are known; an ordering among the…

Artificial Intelligence · Computer Science 2013-04-10 Michael Pittarelli

This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…

Machine Learning · Computer Science 2023-01-02 Xingsheng Sun , Burigede Liu

In this paper alternative formulations of the conventional uncertainty relation are studied in the context of decoherent histories. The results are given in terms of Shannon information. A variety of methods are developed to evaluate the…

High Energy Physics - Theory · Physics 2007-05-23 Bernhard Meister

We utilize quantum superposition principle to establish the improvable upper and lower bounds on the stronger uncertainty relation, i.e., the "weighted-like" sum of the variances of observables. Our bounds include some free parameters which…

Quantum Physics · Physics 2017-04-17 Jun Zhang , Yang Zhang , Chang-shui Yu

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-05-28 Ville Satopää , Robin Pemantle , Lyle Ungar

Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…

Data Structures and Algorithms · Computer Science 2021-10-29 Lorenzo Beretta , Jakub Tětek

Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This work introduces a novel mutual information bound for…

Machine Learning · Statistics 2025-08-18 El Mahdi Khribch , Pierre Alquier

Estimating the mutual information from samples from a joint distribution is a challenging problem in both science and engineering. In this work, we realize a variational bound that generalizes both discriminative and generative approaches.…

Machine Learning · Statistics 2023-06-05 Marco Federici , David Ruhe , Patrick Forré

For a broad class of input-output maps, arguments based on the coding theorem from algorithmic information theory (AIT) predict that simple (low Kolmogorov complexity) outputs are exponentially more likely to occur upon uniform random…

Data Analysis, Statistics and Probability · Physics 2019-10-03 Kamaludin Dingle , Guillermo Valle Pérez , Ard A. Louis

Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…

Probability · Mathematics 2007-05-23 Hock Peng Chan , Tze Leung Lai

We consider the Last-Success-Problem with $n$ independent Bernoulli random variables with parameters $p_i>0$. We improve the lower bound provided by F.T. Bruss for the probability of winning and provide an alternative proof to the one given…

Probability · Mathematics 2020-12-21 J. M. Grau Ribas

This manuscript is intended as an accompaniment to Guth's "A restriction estimate using polynomial partitioning". We begin by summarizing the core ideas of the proof, elaborating the history and development of the techniques therein. From…

Classical Analysis and ODEs · Mathematics 2024-02-07 John Green , Terry Harris , Kaiyi Huang , Arian Nadjimzadah

The aim of this work is to provide bounds connecting two probability measures of the same event using R\'enyi $\alpha$-Divergences and Sibson's $\alpha$-Mutual Information, a generalization of respectively the Kullback-Leibler Divergence…

Information Theory · Computer Science 2020-01-20 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

We introduce methods to bound the mean of a discrete distribution (or finite population) based on sample data, for random variables with a known set of possible values. In particular, the methods can be applied to categorical data with…

Statistics Theory · Mathematics 2021-11-16 Eric Bax , Frédéric Ouimet

In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management. We introduce a common approach to substantially sharpen such…

Optimization and Control · Mathematics 2020-03-09 Jiayi Guo , Simai He , Zi Ling , Yicheng Liu

In this paper, we consider Bayesian point estimation and predictive density estimation in the binomial case. After presenting preliminary results on these problems, we compare the risk functions of the Bayes estimators based on the…

Statistics Theory · Mathematics 2021-09-13 Yasuyuki Hamura

We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature. In particular, we consider negative binomial and Poisson copulas and present a…

Risk Management · Quantitative Finance 2020-12-17 Dietmar Pfeifer , Andreas Mändle , Olena Ragulina
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