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Estimating frequency moments of data streams is a very well studied problem and tight bounds are known on the amount of space that is necessary and sufficient when the stream is adversarially ordered. Recently, motivated by various…

Data Structures and Algorithms · Computer Science 2008-08-19 Alexandr Andoni , Andrew McGregor , Krzysztof Onak , Rina Panigrahy

We address the recently suggested problem of causal lossless coding of a randomly arriving source samples. We construct variable-to-fixed coding schemes and show that they outperform the previously considered fixed-to-variable schemes when…

Information Theory · Computer Science 2020-10-27 Uri Abend , Anatoly Khina

We consider the problem of sequential anomaly identification over multiple independent data streams, under the presence of a sampling constraint. The goal is to quickly identify those that exhibit anomalous statistical behavior, when it is…

Statistics Theory · Mathematics 2025-12-23 Aristomenis Tsopelakos , Georgios Fellouris

We consider the problem of zero error source coding with limited feedback when side information is present at the receiver. First, we derive an achievable rate region for arbitrary joint distributions on the source and the side information.…

Information Theory · Computer Science 2010-01-15 Mayank Bakshi , MIchelle Effros

Using the techniques of [arXiv:0911.4271], upper bounds for a given confidence level are modified in an optimal fashion to incorporate the a priori information that the parameter being estimated is non-negative. A paradox with different…

Data Analysis, Statistics and Probability · Physics 2009-12-09 Fyodor V. Tkachov

We consider transmission of discrete memoryless sources (DMSes) across discrete memoryless channels (DMCs) using variable-length lossy source-channel codes with feedback. The reliability function (optimum error exponent) is shown to be…

Information Theory · Computer Science 2019-04-09 Lan V. Truong , Vincent Y. F. Tan

In this paper, we revisit the discrete lossy Gray-Wyner problem. In particular, we derive its optimal second-order coding rate region, its error exponent (reliability function) and its moderate deviations constant under mild conditions on…

Information Theory · Computer Science 2017-01-05 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

We consider the problem of lossless compression of individual sequences using finite-state (FS) machines, from the perspective of the best achievable empirical cumulant generating function (CGF) of the code length, i.e., the normalized…

Information Theory · Computer Science 2016-05-05 Neri Merhav

Locally decodable channel codes form a special class of error-correcting codes with the property that the decoder is able to reconstruct any bit of the input message from querying only a few bits of a noisy codeword. It is well known that…

Information Theory · Computer Science 2013-08-28 Ali Makhdoumi , Shao-Lun Huang , Muriel Medard , Yury Polyanskiy

We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard…

Econometrics · Economics 2021-01-15 Timothy B. Armstrong , Michal Kolesár

We analyze the practices of reservoir computing in the framework of statistical learning theory. In particular, we derive finite sample upper bounds for the generalization error committed by specific families of reservoir computing systems…

Machine Learning · Computer Science 2019-10-31 Lukas Gonon , Lyudmila Grigoryeva , Juan-Pablo Ortega

We study the mismatched successive refinement problem where one uses Gaussian codebooks to compress an arbitrary memoryless source with successive minimum Euclidean distance encoding under the quadratic distortion measure. Specifically, we…

Information Theory · Computer Science 2023-02-10 Lin Bai , Zhuangfei Wu , Lin Zhou

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

Moment restrictions and their conditional counterparts emerge in many areas of machine learning and statistics ranging from causal inference to reinforcement learning. Estimators for these tasks, generally called methods of moments, include…

Machine Learning · Computer Science 2023-06-14 Heiner Kremer , Yassine Nemmour , Bernhard Schölkopf , Jia-Jie Zhu

Akaike's information criterion (AIC) is a measure of the quality of a statistical model for a given set of data. We can determine the best statistical model for a particular data set by the minimization of the AIC. Since we need to evaluate…

Optimization and Control · Mathematics 2019-11-21 Keiji Kimura , Hayato Waki

This work provides data-processing and majorization inequalities for $f$-divergences, and it considers some of their applications to coding problems. This work also provides tight bounds on the R\'{e}nyi entropy of a function of a discrete…

Information Theory · Computer Science 2021-04-01 Igal Sason

We show how universal codes can be used for solving some of the most important statistical problems for time series. By definition, a universal code (or a universal lossless data compressor) can compress any sequence generated by a…

Information Theory · Computer Science 2008-09-09 Boris Ryabko

Language models (LMs) are trained on billions of tokens in an attempt to recover the true language distribution. Still, vanilla random sampling from LMs yields low quality generations. Decoding algorithms attempt to restrict the LM…

Machine Learning · Computer Science 2026-01-06 Kareem Ahmed , Sameer Singh

The entropic moments of the probability density of a quantum system in position and momentum spaces describe not only some fundamental and/or experimentally accessible quantities of the system, but also the entropic uncertainty measures of…

Quantum Physics · Physics 2017-11-16 D. Puertas-Centeno , N. M. Temme , I. V. Toranzo , J. S. Dehesa

"Bounds on information combining" are entropic inequalities that determine how the information (entropy) of a set of random variables can change when these are combined in certain prescribed ways. Such bounds play an important role in…

Quantum Physics · Physics 2019-08-27 Christoph Hirche , David Reeb
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