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In this paper, we study the problem of estimating uniformly well the mean values of several distributions given a finite budget of samples. If the variance of the distributions were known, one could design an optimal sampling strategy by…

Machine Learning · Computer Science 2015-07-17 Alexandra Carpentier , Alessandro Lazaric , Mohammad Ghavamzadeh , Rémi Munos , Peter Auer , András Antos

We consider the classical problem of discrete distribution estimation using i.i.d. samples in a novel scenario where additional side information is available on the distribution. In large alphabet datasets such as text corpora, such side…

Information Theory · Computer Science 2026-01-19 Haricharan Balasundaram , Andrew Thangaraj

Quantum-inspired classical algorithms has received much attention due to its exponential speedup compared to existing algorithms, under certain data storage assumptions. The improvements are noticeable in fundamental linear algebra tasks.…

Quantum Physics · Physics 2025-12-08 Hyunho Cha , Jungwoo Lee

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

Machine Learning · Statistics 2016-06-14 Jonathan Rosenblatt , Boaz Nadler

Several numerical approximation strategies for the expectation-propagation algorithm are studied in the context of large-scale learning: the Laplace method, a faster variant of it, Gaussian quadrature, and a deterministic version of…

Computation · Statistics 2016-11-16 Alexis Roche

In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…

High Energy Physics - Phenomenology · Physics 2026-04-23 Ezequiel Alvarez , Sean Benevedes , Manuel Szewc , Jesse Thaler

Estimation frameworks for statistical inference are preferred to hypothesis testing when quantifying uncertainty and precise estimation are more valuable than binary decisions about statistical significance. Study design for…

Methodology · Statistics 2025-10-29 Luke Hagar , Nathaniel T. Stevens

Recent advances in language modeling have underscored the role of preference feedback in enhancing model performance. This paper investigates the conditions under which preference feedback improves parameter estimation in classes of…

Machine Learning · Statistics 2025-05-30 Marc Jourdan , Gizem Yüce , Nicolas Flammarion

Cardinality estimation algorithms receive a stream of elements whose order might be arbitrary, with possible repetitions, and return the number of distinct elements. Such algorithms usually seek to minimize the required storage and…

Data Structures and Algorithms · Computer Science 2015-08-26 Reuven Cohen , Liran Katzir , Aviv Yehezkel

Suppose that we have a method which estimates the conditional probabilities of some unknown stochastic source and we use it to guess which of the outcomes will happen. We want to make a correct guess as often as it is possible. What…

Probability · Mathematics 2023-02-10 Łukasz Dębowski , Tomasz Steifer

We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…

Quantum Physics · Physics 2018-11-30 Yanbao Zhang , Emanuel Knill , Peter Bierhorst

We study the problem of mismatched guesswork, where we evaluate the number of symbols $y \in \mathcal{Y}$ which have higher likelihood than $X \sim \mu$ according to a mismatched distribution $\nu$. We discuss the role of the…

Information Theory · Computer Science 2019-07-02 Salman Salamatian , Litian Liu , Ahmad Beirami , Muriel Médard

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…

Statistics Theory · Mathematics 2013-11-05 Zhengjia Chen , Xinjia Chen

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida

Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which…

Machine Learning · Statistics 2022-08-31 Etor Arza , Josu Ceberio , Ekhiñe Irurozki , Aritz Pérez

Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…

Methodology · Statistics 2025-07-08 Paolo Onorati , David B. Dunson , Antonio Canale

Designing scalable estimation algorithms is a core challenge in modern statistics. Here we introduce a framework to address this challenge based on parallel approximants, which yields estimators with provable properties that operate on the…

Methodology · Statistics 2023-08-04 Aritra Chakravorty , William S. Cleveland , Patrick J. Wolfe

The quantification problem consists of determining the prevalence of a given label in a target population. However, one often has access to the labels in a sample from the training population but not in the target population. A common…

Machine Learning · Statistics 2019-04-08 Afonso Fernandes Vaz , Rafael Izbicki , Rafael Bassi Stern

Network surveys of key populations at risk for HIV are an essential part of the effort to understand how the epidemic spreads and how it can be prevented. Estimation of population values from the sample data has been probematical, however,…

Applications · Statistics 2019-09-12 Steve Thompson

We propose a new method for the calculation of the statistical properties, as e.g. the entropy, of unknown generators of symbolic sequences. The probability distribution $p(k)$ of the elements $k$ of a population can be approximated by the…

chao-dyn · Physics 2009-10-28 Thorsten Pöschel , Werner Ebeling , Helge Rosé