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This article presents an efficient algorithm to generate a discrete uniform distribution on a set of $p$ elements using a biased random source for $p$ prime. The algorithm generalizes Von Neumann's method and improves computational…

Probability · Mathematics 2023-01-18 Xiaoyu Lei

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

A fundamental notion of distance between train and test distributions from the field of domain adaptation is discrepancy distance. While in general hard to compute, here we provide the first set of provably efficient algorithms for testing…

Data Structures and Algorithms · Computer Science 2024-06-14 Gautam Chandrasekaran , Adam R. Klivans , Vasilis Kontonis , Konstantinos Stavropoulos , Arsen Vasilyan

With the aim of generalizing histogram statistics to higher dimensional cases, density estimation via discrepancy based sequential partition (DSP) has been proposed to learn an adaptive piecewise constant approximation defined on a binary…

Machine Learning · Statistics 2025-12-23 Zhengyang Lei , Lirong Qu , Sihong Shao , Yunfeng Xiong

We consider the directed Hausdorff distance between point sets in the plane, where one or both point sets consist of imprecise points. An imprecise point is modelled by a disc given by its centre and a radius. The actual position of an…

Computational Geometry · Computer Science 2009-09-30 Christian Knauer , Maarten Löffler , Marc Scherfenberg , Thomas Wolle

The discrepancy function measures the deviation of the empirical distribution of a point set in $[0,1]^d$ from the uniform distribution. In this paper, we study the classical discrepancy function with respect to the BMO and exponential…

Number Theory · Mathematics 2016-08-25 Josef Dick , Aicke Hinrichs , Lev Markhasin , Friedrich Pillichshammer

Geometric discrepancies are standard measures to quantify the irregularity of distributions. They are an important notion in numerical integration. One of the most important discrepancy notions is the so-called \emph{star discrepancy}.…

Neural and Evolutionary Computing · Computer Science 2013-10-08 Carola Doerr , Francois-Michel De Rainville

Divergence functions are measures of distance or dissimilarity between probability distributions that serve various purposes in statistics and applications. We propose decompositions of Wasserstein and Cram\'er distances$-$which compare two…

Methodology · Statistics 2025-08-08 Johannes Resin , Daniel Wolffram , Johannes Bracher , Timo Dimitriadis

The irregularities of a distribution of $N$ points in the unit interval are often measured with various notions of discrepancy. The discrepancy function can be defined with respect to intervals of the form $[0,t)\subset [0,1)$ or arbitrary…

Number Theory · Mathematics 2019-11-27 Ralph Kritzinger , Markus Passenbrunner

The main goal of this paper is to provide a brief survey of recent results which connect together results from different areas of research. It is well known that numerical integration of functions with mixed smoothness is closely related to…

Numerical Analysis · Mathematics 2018-12-12 Vladimir Temlyakov

Low discrepancy point sets have been widely used as a tool to approximate continuous objects by discrete ones in numerical processes, for example in numerical integration. Following a century of research on the topic, it is still unclear…

Computational Geometry · Computer Science 2024-07-17 François Clément , Carola Doerr , Kathrin Klamroth , Luís Paquete

As a new method for detecting change-points in high-resolution time series, we apply Maximum Mean Discrepancy to the distributions of ordinal patterns in different parts of a time series. The main advantage of this approach is its…

Methodology · Statistics 2012-10-19 Mathieu Sinn , Ali Ghodsi , Karsten Keller

In this note we will consider the question when from the appropriate behavior of a sequence of points on caps we can conclude that the sequence is uniformly distributed on the sphere.

Classical Analysis and ODEs · Mathematics 2010-05-13 Aljosa Volcic

An index of uniformity is developed as an alternative to the maximum-entropy principle for selecting continuous, differentiable probability distributions $\mathcal{P}$ subject to constraints $C$. The uniformity index developed in this paper…

Methodology · Statistics 2016-06-02 Michael E. Beyer

There are many applications that benefit from computing the exact divergence between 2 discrete probability measures, including machine learning. Unfortunately, in the absence of any assumptions on the structure or independencies within…

Machine Learning · Computer Science 2023-10-16 Loong Kuan Lee , Nico Piatkowski , François Petitjean , Geoffrey I. Webb

We study computing geometric problems on uncertain points. An uncertain point is a point that does not have a fixed location, but rather is described by a probability distribution. When these probability distributions are restricted to a…

Computational Geometry · Computer Science 2012-05-03 Allan Jorgensen , Maarten Löffler , Jeff M. Phillips

Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Alexandros E. Tzikas , Arec Jamgochian , Nazim Kemal Ure , Mykel J. Kochenderfer , Stephen P. Boyd

Mixture distributions arise in many application areas, for example as marginal distributions or convolutions of distributions. We present a method of constructing an easily tractable discrete mixture distribution as an approximation to a…

Computation · Statistics 2017-02-20 Christian Röver , Tim Friede

The approximation of a discrete probability distribution $\mathbf{t}$ by an $M$-type distribution $\mathbf{p}$ is considered. The approximation error is measured by the informational divergence $\mathbb{D}(\mathbf{t}\Vert\mathbf{p})$, which…

Information Theory · Computer Science 2016-07-28 Bernhard C. Geiger , Georg Böcherer

This paper is concerned with distributed computation of several commonly used centrality measures in complex networks. In particular, we propose deterministic algorithms, which converge in finite time, for the distributed computation of the…

Systems and Control · Computer Science 2016-11-15 Keyou You , Roberto Tempo , Li Qiu