Related papers: Goldbach Numbers in Short Intervals -- A Nonnegati…
An old open problem in number theory is whether Chebotarev density theorem holds in short intervals. More precisely, given a Galois extension $E$ of $\mathbb{Q}$ with Galois group $G$, a conjugacy class $C$ in $G$ and an $1\geq…
In this note we use recent developments in sieve theory to highlight the interplay between Goldbach and de Polignac numbers. Assuming that the primes have level of distribution greater than $1/2$, we show that at least one of two nice…
Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is \emph{a priori} known or suspected that a subset of the covariates do not significantly contribute to the overall fit of…
Let $X$ be a scheme of finite type over $\mathbf{Z}$. For $p \in \mathcal{P}$ the set of prime numbers, let $N_{X}(p)$ be the number of $\mathbf{F}_{p}$-points of $X/\mathbf{F}_{p}$. For fixed $n\geq 1$ and $a_{1}, \ldots, a_{n} \in…
Due to the distribution of primes among integers, we establish an upper bound for the probability $\mathbb{P}_n$ that the Goldbach conjecture fails. Assuming the conjecture holds true for all even number less than $2N$, we prove this…
This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the…
We show that as soon as $h\to \infty$ with $X \to \infty$, almost all intervals $(x-h\log X, x]$ with $x \in (X/2, X]$ contain a product of at most two primes. In the proof we use Richert's weighted sieve, with the arithmetic information…
The minimizers sampling mechanism is a popular mechanism for string sampling introduced independently by Schleimer et al. [SIGMOD 2003] and by Roberts et al. [Bioinf. 2004]. Given two positive integers $w$ and $k$, it selects the…
Let $s$ be a finite sequence over a field of length $n$. It is well-known that if $s$ satisfies a linear recurrence of order $d$ with non-zero constant term, then the reverse of $s$ also satisfies a recurrence of order $d$ (with…
We describe Monte Carlo methods for estimating lower envelopes of expectations of real random variables. We prove that the estimation bias is negative and that its absolute value shrinks with increasing sample size. We discuss fairly…
It has previously been shown that ordinary least squares can be used to estimate the coefficients of the single-index model under only mild conditions. However, the estimator is non-robust leading to poor estimates for some models. In this…
Moment closure methods are widely used to analyze mathematical models. They are specifically geared toward derivation of approximations of moments of stochastic models, and of similar quantities in other models. The methods possess several…
We develop a Monte Carlo-free approach to inference post output from randomized algorithms with a convex loss and a convex penalty. The pivotal statistic based on a truncated law, called the selective pivot, usually lacks closed form…
We consider the problem of estimation in Hidden Markov models with finite state space and nonparametric emission distributions. Efficient estimators for the transition matrix are exhibited, and a semiparametric Bernstein-von Mises result is…
In experimental design, we are given a large collection of vectors, each with a hidden response value that we assume derives from an underlying linear model, and we wish to pick a small subset of the vectors such that querying the…
We analyze the performance of alternating minimization for loss functions optimized over two variables, where each variable may be restricted to lie in some potentially nonconvex constraint set. This type of setting arises naturally in…
Importance weighted variational inference (Burda et al., 2015) uses multiple i.i.d. samples to have a tighter variational lower bound. We believe a joint proposal has the potential of reducing the number of redundant samples, and introduce…
In this paper we present an alternative approach to a problem dealt with by Rosales et al. In particular, once a base $b$ for the representation of the integers is fixed, we describe a procedure for constructing the smallest multiplicative…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
The worst situation in computing the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation associated with an M-matrix occurs when the corresponding linearizing matrix has two very small eigenvalues, one with positive…