Related papers: A lower bound on the probability that a binomial r…
The existing upper and lower bounds between entropy and error probability are mostly derived from the inequality of the entropy relations, which could introduce approximations into the analysis. We derive analytical bounds based on the…
We present deviation bounds for self-normalized averages and applications to estimation with a random number of observations. The results rely on a peeling argument in exponential martingale techniques that represents an alternative to the…
Given a bounded class of functions G and independent random variables X1, . . . , Xn, we provide an upper bound for the expectation of the supremum of the empirical process over elements of G having a small variance. Our bound applies in…
We establish bounds on the probability that two different agents, who share an initial opinion expressed as a probability distribution on an abstract probability space, given two different sources of information, may come to radically…
Let $S$ and $X$ be independent random variables, assuming values in the set of non-negative integers, and suppose further that both $\mathbb{E}(S)$ and $\mathbb{E}(X)$ are integers satisfying $\mathbb{E}(S)\ge \mathbb{E}(X)$. We establish a…
We study weakest precondition reasoning about the (co)variance of outcomes and the variance of run-times of probabilistic programs with conditioning. For outcomes, we show that approximating (co)variances is computationally more difficult…
This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…
In this note we obtain lower bounds for $\P(\xi\geq 0)$ and $\P(\xi>0)$ under assumptions on the moments of a centered random variable $\xi$. The obtained estimates are shown to be optimal and improve results from the literature. The…
Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…
We study the asymptotic probability that a random walk with heavy-tailed increments crosses a high boundary on a random time interval. We use new techniques to extend results of Asmussen [Ann. Appl. Probab. 8 (1998) 354-374] to completely…
A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…
In this note, we study the relationship between the variational gap and the variance of the (log) likelihood ratio. We show that the gap can be upper bounded by some form of dispersion measure of the likelihood ratio, which suggests the…
In this paper, we develop a computational approach for estimating the mean value of a quantity in the presence of uncertainty. We demonstrate that, under some mild assumptions, the upper and lower bounds of the mean value are efficiently…
Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…
We derive a tight lower bound on equivocation (conditional entropy), or equivalently a tight upper bound on mutual information between a signal variable and channel outputs. The bound is in terms of the joint distribution of the signals and…
We investigate the accuracy of the two most common estimators for the maximum expected value of a general set of random variables: a generalization of the maximum sample average, and cross validation. No unbiased estimator exists and we…
Given a stream of Bernoulli random variables, consider the problem of estimating the mean of the random variable within a specified relative error with a specified probability of failure. Until now, the Gamma Bernoulli Approximation Scheme…
We give an exponential lower bound for Berge-Ramsey problems.
A degree-$d$ polynomial $p$ in $n$ variables over a field $\F$ is {\em equidistributed} if it takes on each of its $|\F|$ values close to equally often, and {\em biased} otherwise. We say that $p$ has a {\em low rank} if it can be expressed…
Exact upper bounds on the Winsorised-tilted mean of a random variable in terms of its first two moments are given. Such results are needed in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics. As another…