English
Related papers

Related papers: Optimal linear Bernoulli factories for small mean …

200 papers

Generation and manipulation of randomness is a relevant task for several applications of information technology. It has been shown that quantum mechanics offers some advantages for this type of task. A promising model for randomness…

This article introduces an algorithm to draw random discrete uniform variables within a given range of size n from a source of random bits. The algorithm aims to be simple to implement and optimal both with regards to the amount of random…

Data Structures and Algorithms · Computer Science 2013-04-09 Jérémie Lumbroso

The Coin Change problem, also known as the Change-Making problem, is a well-studied combinatorial optimization problem, which involves minimizing the number of coins needed to make a specific change amount using a given set of coin…

Computational Complexity · Computer Science 2024-11-28 Shreya Gupta , Boyang Huang , Russell Impagliazzo

We provide a polynomial time reduction from Bayesian incentive compatible mechanism design to Bayesian algorithm design for welfare maximization problems. Unlike prior results, our reduction achieves exact incentive compatibility for…

Computer Science and Game Theory · Computer Science 2020-11-10 Shaddin Dughmi , Jason Hartline , Robert Kleinberg , Rad Niazadeh

We study a sequential coin-flipping game in which a player starts with~$n$ coins, each landing heads independently with probability~$p$. In each round the player flips all remaining coins and must set aside at least one coin showing heads;…

Probability · Mathematics 2026-04-28 Peter Pfaffelhuber

Many applications in the field of statistics require Markov chain Monte Carlo methods. Determining appropriate starting values and run lengths can be both analytically and empirically challenging. A desire to overcome these problems has led…

Computation · Statistics 2012-03-09 James M. Flegal , Radu Herbei

Bernoulli factory MCMC algorithms implement accept-reject Markov chains without explicit computation of acceptance probabilities, and are used to target posterior distributions associated with intractable likelihood models. Intractable…

Computation · Statistics 2025-07-18 Timothée Stumpf-Fétizon , Flávio B. Gonçalves

We study the problem of generating a random variate $X$ from a finite discrete probability distribution $P$ using an entropy source of independent fair coin flips. A classic result from Knuth and Yao shows that the optimal expected number…

Data Structures and Algorithms · Computer Science 2026-04-28 Thomas L. Draper , Feras A. Saad

We show that neural networks with access to randomness can outperform deterministic networks by using amplification. We call such networks Coin-Flipping Neural Networks, or CFNNs. We show that a CFNN can approximate the indicator of a…

Machine Learning · Computer Science 2022-06-23 Yuval Sieradzki , Nitzan Hodos , Gal Yehuda , Assaf Schuster

An iterative randomness extraction algorithm which generalized the Von Neumann's extraction algorithm is detailed, analyzed and implemented in standard C++. Given a sequence of independently and identically distributed biased Bernoulli…

Information Theory · Computer Science 2021-01-08 Claude Gravel

We study the problem of learning a most biased coin among a set of coins by tossing the coins adaptively. The goal is to minimize the number of tosses until we identify a coin i* whose posterior probability of being most biased is at least…

Data Structures and Algorithms · Computer Science 2013-09-10 Karthekeyan Chandrasekaran , Richard Karp

Given a sequence of numbers $\{p_n\}$ in $[0,1]$, consider the following experiment. First, we flip a fair coin and then, at step $n$, we turn the coin over to the other side with probability $p_n$, $n\ge 2$. What can we say about the…

Probability · Mathematics 2016-06-13 Janos Englander , Stanislav Volkov

A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…

Computation · Statistics 2013-01-18 Matthew T. Harrison , Jeffrey W. Miller

Simple Monte Carlo is a versatile computational method with a convergence rate of $O(n^{-1/2})$. It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, $Y$, are widely used to…

Numerical Analysis · Mathematics 2014-11-06 Lan Jiang , Fred J. Hickernell

You play the following game: you start out with $n$ coins that all have probability $p$ to land heads. You toss all of them and you then need to set aside at least one of them, which will not be tossed again. Now you repeat the process with…

Combinatorics · Mathematics 2024-06-25 Wouter van Doorn

In fixed budget bandit identification, an algorithm sequentially observes samples from several distributions up to a given final time. It then answers a query about the set of distributions. A good algorithm will have a small probability of…

Machine Learning · Statistics 2023-07-03 Rémy Degenne

Given a mixture between two populations of coins, "positive" coins that each have -- unknown and potentially different -- bias $\geq\frac{1}{2}+\Delta$ and "negative" coins with bias $\leq\frac{1}{2}-\Delta$, we consider the task of…

Machine Learning · Computer Science 2021-02-08 Jasper C. H. Lee , Paul Valiant

In this paper we present a concrete design for a probabilistic (p-) computer based on a network of p-bits, robust classical entities fluctuating between -1 and +1, with probabilities that are controlled through an input constructed from the…

Emerging Technologies · Computer Science 2020-08-25 Brian Sutton , Rafatul Faria , Lakshmi A. Ghantasala , Risi Jaiswal , Kerem Y. Camsari , Supriyo Datta

Suppose Alice has a coin with heads probability $q$ and Bob has one with heads probability $p>q$. Now each of them will toss their coin $n$ times, and Alice will win iff she gets more heads than Bob does. Evidently the game favors Bob, but…

Combinatorics · Mathematics 2015-03-13 Vittorio Addona , Stan Wagon , Herb Wilf

We consider probabilistic circuits working over the real numbers, and using arbitrary semialgebraic functions of bounded description complexity as gates. In particular, such circuits can use all arithmetic operations +, -, x, /,…

Computational Complexity · Computer Science 2020-12-24 Stasys Jukna