Related papers: Fundamental Limitations in Sequential Prediction a…
Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…
The goal of this paper is to develop an estimate for the entropy of random long-range correlated symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov…
This work contains two single-letter upper bounds on the entropy rate of a discrete-valued stationary stochastic process, which only depend on second-order statistics, and are primarily suitable for models which consist of relatively large…
Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…
In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of…
We analyze the problem of sequential probability assignment for binary outcomes with side information and logarithmic loss, where regret---or, redundancy---is measured with respect to a (possibly infinite) class of experts. We provide upper…
This paper considers the problem of sequential empirical coordination, where the objective is to achieve a given value of the expected uniform deviation between state-action empirical averages and statistical expectations under a given…
Analyzing probabilistic programs and randomized algorithms are classical problems in computer science. The first basic problem in the analysis of stochastic processes is to consider the expectation or mean, and another basic problem is to…
Estimating the output size of a query is a fundamental yet longstanding problem in database query processing. Traditional cardinality estimators used by database systems can routinely underestimate the true output size by orders of…
This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…
We study the entanglement entropy of random partitions in one- and two-dimensional critical fermionic systems. In an infinite system we consider a finite, connected (hypercubic) domain of linear extent $L$, the points of which with…
We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We…
We revisit parallel-innermost term rewriting as a model of parallel computation on inductive data structures and provide a corresponding notion of runtime complexity parametric in the size of the start term. We propose automatic techniques…
In the propositional setting, the marginal problem is to find a (maximum-entropy) distribution that has some given marginals. We study this problem in a relational setting and make the following contributions. First, we compare two…
We present data-dependent learning bounds for the general scenario of non-stationary non-mixing stochastic processes. Our learning guarantees are expressed in terms of a data-dependent measure of sequential complexity and a discrepancy…
Longitudinal data tracking under Local Differential Privacy (LDP) is a challenging task. Baseline solutions that repeatedly invoke a protocol designed for one-time computation lead to linear decay in the privacy or utility guarantee with…
We establish empirical risk minimization principles for active learning by deriving a family of upper bounds on the generalization error. Aligning with empirical observations, the bounds suggest that superior query algorithms can be…
Automating algorithm configuration is growing increasingly necessary as algorithms come with more and more tunable parameters. It is common to tune parameters using machine learning, optimizing performance metrics such as runtime and…
Inference is a main task in structured prediction and it is naturally modeled with a graph. In the context of Markov random fields, noisy observations corresponding to nodes and edges are usually involved, and the goal of exact inference is…
Tight bounds on the block entropy of patterns of sequences generated by independent and identically distributed (i.i.d.) sources are derived. A pattern of a sequence is a sequence of integer indices with each index representing the order of…