Related papers: A generalization of the Von Neumann extractor

Stochastic iterative methods are useful in a variety of large-scale numerical linear algebraic, machine learning, and statistical problems, in part due to their low-memory footprint. They are frequently used in a variety of applications,…

Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural…

We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…

A stochastic iterative algorithm approximating second-order information using von Neumann series is discussed. We present convergence guarantees for strongly-convex and smooth functions. Our analysis is much simpler in contrast to a similar…

A new synthesis scheme is proposed to effectively generate a random vector with prescribed joint density that induces a (latent) Gaussian tree structure. The quality of synthesis is measured by total variation distance between the…

In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit…

Let $V(k)$ denote the waiting time, the number of trials needed to get a consecutive $k$ ones. We propose recurrence algorithms for the probability distribution function (pdf) and the probability generating function (pgf) of $V(k)$ in…

We present a randomization-based inferential framework for experiments characterized by a strongly ignorable assignment mechanism where units have independent probabilities of receiving treatment. Previous works on randomization tests often…

Since human randomness production has been studied and widely used to assess executive functions (especially inhibition), many measures have been suggested to assess the degree to which a sequence is random-like. However, each of them…

Assessing whether a given network is typical or atypical for a random-network ensemble (i.e., network-ensemble comparison) has widespread applications ranging from null-model selection and hypothesis testing to clustering and classifying…

Many algorithms are specified with respect to a fixed but unspecified parameter. Examples of this are especially common in cryptography, where protocols often feature a security parameter such as the bit length of a secret key. Our aim is…

Say $X_1,X_2,\ldots$ are independent identically distributed Bernoulli random variables with mean $p$. This paper builds a new estimate $\hat p$ of $p$ that has the property that the relative error, $\hat p /p - 1$, of the estimate does not…

We consider a problem of replication of random vectors by ordinary integrals in the setting when a underlying random variable is generated by a Wiener process. The goal is to find an optimal adapted process such that its cumulative integral…

Backwards analysis, first popularized by Seidel, is often the simplest most elegant way of analyzing a randomized algorithm. It applies to incremental algorithms where elements are added incrementally, following some random permutation,…

Standard practice obtains an unbiased variance estimator by dividing by $N-1$ rather than $N$. Yet if only half the data are used to compute the mean, dividing by $N$ can still yield an unbiased estimator. We show that an alternative mean…

Dasgupta and Shulman showed that a two-round variant of the EM algorithm can learn mixture of Gaussian distributions with near optimal precision with high probability if the Gaussian distributions are well separated and if the dimension is…

In the noisy population recovery problem of Dvir et al., the goal is to learn an unknown distribution $f$ on binary strings of length $n$ from noisy samples. For some parameter $\mu \in [0,1]$, a noisy sample is generated by flipping each…

Suppose a coin with unknown probability $p$ of heads can be flipped as often as desired. A Bernoulli factory for a function $f$ is an algorithm that uses flips of the coin together with auxiliary randomness to flip a single coin with…

We present a simple solution to a question posed by Candes, Romberg and Tao on the uniform uncertainty principle for Bernoulli random matrices. More precisely, we show that a rectangular k*n random subgaussian matrix (with k < n) has the…

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…