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Motivated by earlier results on universal randomized guessing, we consider an individual-sequence approach to the guessing problem: in this setting, the goal is to guess a secret, individual (deterministic) vector $x^n=(x_1,\ldots,x_n)$, by…

Information Theory · Computer Science 2019-06-27 Neri Merhav

This paper provides upper and lower bounds on the optimal guessing moments of a random variable taking values on a finite set when side information may be available. These moments quantify the number of guesses required for correctly…

Information Theory · Computer Science 2018-06-22 Igal Sason , Sergio Verdú

We study the problem of estimating the mode and maximum of an unknown regression function in the presence of noise. We adopt the Bayesian approach by using tensor-product B-splines and endowing the coefficients with Gaussian priors. In the…

Statistics Theory · Mathematics 2018-03-16 William Weimin Yoo , Subhashis Ghosal

Covariate shift occurs when the distribution of input features differs between the training and testing phases. In covariate shift, estimating an unknown function's moment is a classical problem that remains under-explored, despite its…

Machine Learning · Statistics 2025-07-01 Zhen Zhang , Xin Liu , Shaoli Wang , Jiaye Teng

We reconsider the classic problem of recovering exogenous variation from an endogenous regressor. Two-stage least squares recovers exogenous variation through presuming the existence of an instrumental variable. We rely instead on the…

Applications · Statistics 2018-05-14 Eliot Abrams , George Gui , Ali Hortacsu

The guesswork refers to the distribution of the minimum number of trials needed to guess a realization of a random variable accurately. In this study, a non-trivial generalization of the guesswork called guessing cost (also referred to as…

Information Theory · Computer Science 2023-12-11 Suayb S. Arslan , Elif Haytaoglu

How can we generate a permutation of the numbers $1$ through $n$ so that it is hard to guess the next element given the history so far? The twist is that the generator of the permutation (the ``Dealer") has limited memory, while the…

Data Structures and Algorithms · Computer Science 2025-06-10 Boaz Menuhin , Moni Naor

We consider the reconstruction of moving sources using partial measured data. A two-step deterministic-statistical approach is proposed. In the first step, an approximate direct sampling method is developed to obtain the locations of the…

Numerical Analysis · Mathematics 2021-07-07 Yanfang Liu , Yukun Guo , Jiguang Sun

We establish lower bounds on the complexity of finding $\epsilon$-stationary points of smooth, non-convex high-dimensional functions using first-order methods. We prove that deterministic first-order methods, even applied to arbitrarily…

Optimization and Control · Mathematics 2017-11-03 Yair Carmon , John C. Duchi , Oliver Hinder , Aaron Sidford

The forward prediction problem for a binary time series $\{X_n\}_{n=0}^{\infty}$ is to estimate the probability that $X_{n+1}=1$ based on the observations $X_i$, $0\le i\le n$ without prior knowledge of the distribution of the process…

Probability · Mathematics 2008-06-19 Gusztav Morvai

Relying on the optimal guessing strategy recently found for a no-feedback card guessing game with $k$-time riffle shuffles, we derive an exact, closed-form formula for the expected number of correct guesses and higher moments for a $1$-time…

This paper tackles the challenging problem of finding global optimal solutions for two-stage stochastic programs with continuous decision variables and nonconvex recourse functions. We introduce a two-phase approach. The first phase…

Optimization and Control · Mathematics 2024-05-29 Suhan Zhong , Ying Cui , Jiawang Nie

For a zero-mean, unit-variance second-order stationary univariate Gaussian process we derive the probability that a record at the time $n$, say $X_n$, takes place and derive its distribution function. We study the joint distribution of the…

Statistics Theory · Mathematics 2018-08-08 Michael Falk , Amir Khorrami , Simone A. Padoan

A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…

Information Theory · Computer Science 2016-04-11 Gil Katz , Pablo Piantanida , Merouane Debbah

The following learning problem arises naturally in various applications: Given a finite sample from a categorical or count time series, can we learn a function of the sample that (nearly) maximizes the probability of correctly guessing the…

Statistics Theory · Mathematics 2026-05-27 J. -R. Chazottes , S. Gallo , D. Takahashi

A guessing wiretapper's performance on a Shannon cipher system is analyzed for a source with memory. Close relationships between guessing functions and length functions are first established. Subsequently, asymptotically optimal encryption…

Information Theory · Computer Science 2016-11-17 Rajesh Sundaresan

Motivated by real-world machine learning applications, we consider a statistical classification task in a sequential setting where test samples arrive sequentially. In addition, the generating distributions are unknown and only a set of…

Machine Learning · Statistics 2021-02-11 Mahdi Haghifam , Vincent Y. F. Tan , Ashish Khisti

To efficiently manage serverless computing platforms, a key aspect is the auto-scaling of services, i.e., the set of computational resources allocated to a service adapts over time as a function of the traffic demand. The objective is to…

Optimization and Control · Mathematics 2025-02-13 Jonatha Anselmi , Bruno Gaujal , Louis-Sebastien Rebuffi

We consider the problem of guessing the realization of a random variable but under more general Tsallis' non-extensive entropic framework rather than the classical Maxwell-Boltzman-Gibbs-Shannon framework. We consider both the conditional…

Information Theory · Computer Science 2019-05-21 Abhik Ghosh

In all but special circumstances, measurements of time-dependent processes reflect internal structures and correlations only indirectly. Building predictive models of such hidden information sources requires discovering, in some way, the…

Probability · Mathematics 2009-11-10 Nihat Ay , James P. Crutchfield
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