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Related papers: On Identifying a Massive Number of Distributions

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We consider sequential selection of an alternating subsequence from a sequence of independent, identically distributed, continuous random variables, and we determine the exact asymptotic behavior of an optimal sequentially selected…

Probability · Mathematics 2011-08-15 Alessandro Arlotto , Robert W. Chen , Lawrence A. Shepp , J. Michael Steele

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

Information Theory · Computer Science 2018-12-07 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independent and identically distributed (i.i.d.) random variables to…

Information Theory · Computer Science 2009-04-16 Savas Dayanik , Christian Goulding , H. Vincent Poor

In the uniformity testing task, an algorithm is provided with samples from an unknown probability distribution over a (known) finite domain, and must decide whether it is the uniform distribution, or, alternatively, if its total variation…

Data Structures and Algorithms · Computer Science 2025-08-05 Guy Blanc , Clément L. Canonne , Erik Waingarten

In this work, we present a method to generate probability distributions and classes of probability distributions, which broadens a process of probability distribution construction. In this method, distribution classes are built from…

Statistics Theory · Mathematics 2021-08-16 Cícero Carlos Ramos de Brito , Leandro Chaves Rêgo , Wilson Rosa de Oliveira

Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…

Machine Learning · Statistics 2024-07-31 Abhranil Das , Wilson S Geisler

We study the adversarial binary hypothesis testing problem in the sequential setting. Associated with each hypothesis is a closed, convex set of distributions. Given the hypothesis, each observation is generated according to a distribution…

Information Theory · Computer Science 2025-11-14 Eeshan Modak , Mayank Bakshi , Bikash Kumar Dey , Vinod M. Prabhakaran

A comprehensive new approach is presented for deriving probability densities of physical properties characterizing lens or source that constitute an observed galactic microlensing event. While previously encountered problems are overcome,…

Astrophysics · Physics 2009-11-11 M. Dominik

We propose a new setting for testing properties of distributions while receiving samples from several distributions, but few samples per distribution. Given samples from $s$ distributions, $p_1, p_2, \ldots, p_s$, we design testers for the…

Data Structures and Algorithms · Computer Science 2019-11-19 Maryam Aliakbarpour , Sandeep Silwal

Biological sequences do not come at random. Instead, they appear with particular frequencies that reflect properties of the associated system or phenomenon. Knowing how biological sequences are distributed in sequence space is thus a…

Biological Physics · Physics 2024-04-18 Wei-Chia Chen , Juannan Zhou , David M. McCandlish

In this work, we revisit outlier hypothesis testing and propose exponentially consistent, low-complexity fixed-length tests that achieve a better tradeoff between detection performance and computational complexity than existing…

Signal Processing · Electrical Eng. & Systems 2026-01-28 Lina Zhu , Lin Zhou

We develop a model in which interactions between nodes of a dynamic network are counted by non homogeneous Poisson processes. In a block modelling perspective, nodes belong to hidden clusters (whose number is unknown) and the intensity…

Machine Learning · Statistics 2017-07-11 Marco Corneli , Pierre Latouche , Fabrice Rossi

The task of the binary classification problem is to determine which of two distributions has generated a length-$n$ test sequence. The two distributions are unknown; two training sequences of length $N$, one from each distribution, are…

Information Theory · Computer Science 2016-04-18 Dayu Huang , Sean Meyn

We consider the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution. This problem is investigated in a sequential setup under mild assumptions on the underlying random process. The…

Signal Processing · Electrical Eng. & Systems 2021-05-07 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…

Statistical Finance · Quantitative Finance 2020-04-14 Nassim Nicholas Taleb

Let $S$ be a finite set, and $X_1,\ldots,X_n$ an i.i.d. uniform sample from $S$. To estimate the size $|S|$, without further structure, one can wait for repeats and use the birthday problem. This requires a sample size of the order…

Statistics Theory · Mathematics 2026-04-28 Sourav Chatterjee , Persi Diaconis , Susan Holmes

Low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection are among the most important problems in machine learning. The existing methods usually consider the case when each instance has a fixed,…

Machine Learning · Computer Science 2012-02-20 Barnabas Poczos , Liang Xiong , Jeff Schneider

We investigate the statistics of trees grown from some initial tree by attaching links to preexisting vertices, with attachment probabilities depending only on the valence of these vertices. We consider the asymptotic mass distribution that…

Statistical Mechanics · Physics 2007-05-23 François David , Philippe Di Francesco , Emmanuel Guitter , Thordur Jonsson

We initiate a systematic investigation of distribution testing in the framework of algorithmic replicability. Specifically, given independent samples from a collection of probability distributions, the goal is to characterize the sample…

Machine Learning · Computer Science 2025-07-04 Ilias Diakonikolas , Jingyi Gao , Daniel Kane , Sihan Liu , Christopher Ye
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