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We study statistical properties of the optimal value and optimal solutions of the Sample Average Approximation of risk averse stochastic problems. Central Limit Theorem type results are derived for the optimal value and optimal solutions…

Optimization and Control · Mathematics 2016-03-25 Vincent Guigues , Volker Krätschmer , Alexander Shapiro

In nonstandard testing environments, researchers often derive ad hoc tests with correct (asymptotic) size, but their optimality properties are typically unknown a priori and difficult to assess. This paper develops a numerical framework for…

Econometrics · Economics 2025-12-24 Philipp Ketz , Adam McCloskey , Jan Scherer

Conventional random number generators provide the speed but not necessarily the high quality output streams needed for large-scale stochastic simulations. Cryptographically-based generators, on the other hand, provide superior quality…

Numerical Analysis · Mathematics 2013-07-17 William K. Cochran , Michael T. Heath , Kyle W. McKiou

Random geometric graphs (RGGs) offer a powerful tool for analyzing the geometric and dependence structures in real-world networks. For example, it has been observed that RGGs are a good model for protein-protein interaction networks. In…

Methodology · Statistics 2025-11-20 Mingao Yuan , Feng Yu

We consider goodness-of-fit tests with i.i.d. samples generated from a categorical distribution $(p_1,...,p_k)$. For a given $(q_1,...,q_k)$, we test the null hypothesis whether $p_j=q_{\pi(j)}$ for some label permutation $\pi$. The…

Statistics Theory · Mathematics 2018-07-30 Chao Gao

We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…

Statistics Theory · Mathematics 2017-02-07 Yun Yang , Zuofeng Shang , Guang Cheng

Reliable experimental demonstrations of violations of local realism are highly desirable for fundamental tests of quantum mechanics. One can quantify the violation witnessed by an experiment in terms of a statistical p-value, which can be…

Quantum Physics · Physics 2011-12-30 Yanbao Zhang , Scott Glancy , Emanuel Knill

Nowadays random number generation plays an essential role in technology with important applications in areas ranging from cryptography, which lies at the core of current communication protocols, to Monte Carlo methods, and other…

Internet communication systems involving cryptography and data hiding often require billions of random numbers. In addition to the speed of the algorithm, the quality of the pseudo-random number generator and the ease of its implementation…

Cryptography and Security · Computer Science 2017-06-28 Jacques M. Bahi , Xiaole Fang , Christophe Guyeux

Quantum random number generators (QRNGs) output genuine random numbers based upon the uncertainty principle. A QRNG contains two parts in general --- a randomness source and a readout detector. How to remove detector imperfections has been…

Quantum Physics · Physics 2016-01-14 Zhu Cao , Hongyi Zhou , Xiongfeng Ma

A subthreshold signal is transmitted through a channel and may be detected when some noise -- with known structure and proportional to some level -- is added to the data. There is an optimal noise level, called stochastic resonance, that…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus

Bagging is a commonly used ensemble technique in statistics and machine learning to improve the performance of prediction procedures. In this paper, we study the prediction risk of variants of bagged predictors under the proportional…

Statistics Theory · Mathematics 2023-10-26 Pratik Patil , Jin-Hong Du , Arun Kumar Kuchibhotla

Random numbers are an essential resource to many applications, including cryptography and Monte Carlo simulations. Quantum random number generators (QRNGs) represent the ultimate source of randomness, as the numbers are obtained by sampling…

Random number generators play an essential role in cryptography and key distribution. It is thus important to verify whether the random numbers generated from these devices are genuine and unpredictable by any adversary. Recently, quantum…

Quantum Physics · Physics 2025-01-07 Shubhayan Sarkar

Genetic investigations often involve the testing of vast numbers of related hypotheses simultaneously. To control the overall error rate, a substantial penalty is required, making it difficult to detect signals of moderate strength. To…

Methodology · Statistics 2010-10-25 Kathryn Roeder , Larry Wasserman

Randomness is a very important resource for cryptography, algorithms, and scientific simulations. Since all classical processes are considered to be intrinsically deterministic, we must build quantum random number generators which utilize…

Quantum Physics · Physics 2022-04-08 Xing Chen , Minsik Kwon , Vadim Vorobyov , Jörg Wrachtrup , Ilja Gerhardt

This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…

Probability · Mathematics 2010-06-16 Pascal Bianchi , Merouane Debbah , Mylène Maïda , Jamal Najim

Recent years have seen tremendous advances in the theory and application of sequential experiments. While these experiments are not always designed with hypothesis testing in mind, researchers may still be interested in performing tests…

Econometrics · Economics 2023-06-29 Karun Adusumilli

Quantum random number generators are becoming mandatory in a demanding technology world of high performing learning algorithms and security guidelines. Our implementation based on principles of quantum mechanics enable us to achieve the…

Quantum Physics · Physics 2021-07-19 Anindita Banerjee , Deepika Aggarwal , Ankush Sharma , Ganesh Yadav

True random number generators (TRNGs) underpin modern cryptography, yet existing implementations face fundamental trade-offs between speed, scalability, and entropy quality. Here, we demonstrate that stochastic switching in the bistable…

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