Related papers: Boundary Crossing Probabilities for General Expone…
In this paper we propose a new family of distribution considering Generalized Marshal-Olkin distribution as the base line distribution in the Beta-G family of Construction. The new family includes Beta-G (Eugene et al. 2002 and Jones, 2004)…
Kappa distributions are widely used in space plasma physics to model velocity distribution functions with heavy tails. Parameter estimation in these distributions is, however, complicated by the fact that the kappa distribution does not…
Theoretical expressions for the distribution of the ratio of consecutive level spacings for quantum systems with transiting dynamics remain unknown. We propose a family of one-parameter distributions $P(r)\equiv P(r;\beta)$, where…
In this article, we generalize known formulas for crossing probabilities. Prior crossing results date back to J. Cardy's prediction of a formula for the probability that a percolation cluster in two dimensions connects the left and right…
Using Okounkov's $q$-integral representation of Macdonald polynomials we construct an infinite sequence $\Omega_1,\Omega_2,\Omega_3,\dots$ of countable sets linked by transition probabilities from $\Omega_N$ to $\Omega_{N-1}$ for each…
This paper considers a multi-armed bandit game where the number of arms is much larger than the maximum budget and is effectively infinite. We characterize necessary and sufficient conditions on the total budget for an algorithm to return…
We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic generalization of the strategy proposed by J. Bather for the…
Recent progress in model selection raises the question of the fundamental limits of these techniques. Under specific scrutiny has been model selection for general contextual bandits with nested policy classes, resulting in a COLT2020 open…
A long-standing open question is which graph class is the most general one permitting constant-time constant-factor approximations for dominating sets. The approximation ratio has been bounded by increasingly general parameters such as…
The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…
Let K be a random variable following a truncated exponential distribution. Such distributions are described by a single parameter here denoted by $\gamma$. The determination of $\gamma$ by Maximum Likelihood methods leads to a…
A family $\mathcal{F}$ is $t$-$\it{intersecting}$ if any two members have at least $t$ common elements. Erd\H os, Ko, and Rado proved that the maximum size of a $t$-intersecting family of subsets of size $k$ is equal to $ {{n-t} \choose…
Given a multi-armed bandit problem it may be desirable to achieve a smaller-than-usual worst-case regret for some special actions. I show that the price for such unbalanced worst-case regret guarantees is rather high. Specifically, if an…
We study the empirical spectral distribution (ESD) for complex n x n matrix polynomials of degree k. We obtain exact formulae for the almost sure limit of the ESD in two distinct scenarios: (1) n -> \infty with k constant and (2) k ->…
One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…
We investigate the non-stationary stochastic linear bandit problem where the reward distribution evolves each round. Existing algorithms characterize the non-stationarity by the total variation budget $B_K$, which is the summation of the…
Two families $\mathcal{F}$ and $\mathcal{G}$ are called cross-intersecting if for every $F\in \mathcal{F}$ and $G\in \mathcal{G}$, the intersection $F\cap G$ is non-empty. It is significant to determine the maximum sum of sizes of…
The probability distribution of sums of iterates of the logistic map at the edge of chaos has been recently shown [see U. Tirnakli, C. Beck and C. Tsallis, Phys. Rev. E 75, 040106(R) (2007)] to be numerically consistent with a q-Gaussian,…
We study a constrained contextual linear bandit setting, where the goal of the agent is to produce a sequence of policies, whose expected cumulative reward over the course of $T$ rounds is maximum, and each has an expected cost below a…
In this paper considering the transformation $X=\frac{Y}{1+Y}$, where $Y \sim\text{Lindley}(\theta)$, we propose the unit-Lindley distribution and investigate some of its mathematical properties. A important fact associated with this new…