Related papers: Testing exchangeability: fork-convexity, supermart…
We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes a large class of martingales: As a corollary of our main…
We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…
We show that stand-alone statistically secure random oblivious transfer protocols based on two-party stateless primitives are statistically universally composable. I.e. they are simulatable secure with an unlimited adversary, an unlimited…
The equivalent permeability of a randomly cracked porous material is studied using a finite element program in which a four-nodes zero-thickness element is implemented for modelling the cracks. The numerical simulations are performed for…
The intractability of any problem and the randomness of its solutions have an obvious intuitive connection. However, the challenge till now has been that there is no practical way to firmly establish if the solution to a problem is actually…
In this paper we consider the Nonnegative Matrix Factorization (NMF) problem: given an (elementwise) nonnegative matrix $V \in \R_+^{m\times n}$ find, for assigned $k$, nonnegative matrices $W\in\R_+^{m\times k}$ and $H\in\R_+^{k\times n}$…
The unsteady Micropolar Navier-Stokes Equations (MNSE) are a system of parabolic partial differential equations coupling linear velocity and pressure with angular velocity: material particles have both translational and rotational degrees…
We propose a coin-flip protocol which yields a string of strong, random coins and is fully simulatable against poly-sized quantum adversaries on both sides. It can be implemented with quantum-computational security without any set-up…
Knockoffs are a popular statistical framework that addresses the challenging problem of conditional variable selection in high-dimensional settings with statistical control. Such statistical control is essential for the reliability of…
We consider a nonparametric heteroscedastic time series regression model and suggest testing procedures to detect changes in the conditional variance function. The tests are based on a sequential marked empirical process and thus combine…
We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate,…
Nearest neighbor (NN) algorithms have been extensively used for missing data problems in recommender systems and sequential decision-making systems. Prior theoretical analysis has established favorable guarantees for NN when the underlying…
Consider a (possibly infinite) exchangeable sequence X={X_n:1\leqn<N}, where N\in N\cup {\infty}, with values in a Borel space (A,A), and note X_n=(X_1,...,X_n). We say that X is Hoeffding decomposable if, for each n, every square…
Computing reachability probabilities is a fundamental problem in the analysis of probabilistic programs. This paper aims at a comprehensive and comparative account on various martingale-based methods for over- and under-approximating…
In this paper, we propose a provably correct algorithm for convolutive nonnegative matrix factorization (CNMF) under separability assumptions. CNMF is a convolutive variant of nonnegative matrix factorization (NMF), which functions as an…
Shot-Noise processes constitute a useful tool in various areas, in particular in finance. They allow to model abrupt changes in a more flexible way than processes with jumps and hence are an ideal tool for modelling stock prices, credit…
As one of the most promising emerging non-volatile memory (NVM) technologies, spin-transfer torque magnetic random access memory (STT-MRAM) has attracted significant research attention due to several features such as high density, zero…
In this paper we consider the Nonnegative Matrix Factorization (NMF) problem: given an (elementwise) nonnegative matrix $V \in \R_+^{m\times n}$ find, for assigned $k$, nonnegative matrices $W\in\R_+^{m\times k}$ and $H\in\R_+^{k\times n}$…
We investigate how to model exchangeability with choice functions. Exchangeability is a structural assessment on a sequence of uncertain variables. We show how such assessments are a special indifference assessment, and how that leads to a…
We consider two-player stochastic games played on a finite state space for an infinite number of rounds. The games are concurrent: in each round, the two players (player 1 and player 2) choose their moves independently and simultaneously;…