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We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…

Statistics Theory · Mathematics 2020-10-16 Doron Cohen , Aryeh Kontorovich , Geoffrey Wolfer

We consider the problem of closeness testing for two discrete distributions in the practically relevant setting of \emph{unequal} sized samples drawn from each of them. Specifically, given a target error parameter $\varepsilon > 0$, $m_1$…

Machine Learning · Computer Science 2015-04-20 Bhaswar B. Bhattacharya , Gregory Valiant

Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…

Methodology · Statistics 2021-01-14 Ablert Vexler , Gregory Gurevich , Li Zou

This paper is concerned with the study of the consistency of a variational method for probability measure quantization, deterministically realized by means of a minimizing principle, balancing power repulsion and attraction potentials. The…

Functional Analysis · Mathematics 2013-10-07 Massimo Fornasier , Jan-Christian Hütter

We study simple binary hypothesis testing under both local differential privacy (LDP) and communication constraints. We qualify our results as either minimax optimal or instance optimal: the former hold for the set of distribution pairs…

Statistics Theory · Mathematics 2023-12-19 Ankit Pensia , Amir R. Asadi , Varun Jog , Po-Ling Loh

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

Probability · Mathematics 2026-04-10 Fraser Daly

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

Numerical Analysis · Mathematics 2019-09-04 Chen Zhang , Simon Arridge , Bangti Jin

We show that in device independent quantum key distribution protocols the privacy of randomness is of crucial importance. For sublinear test sample sizes even the slightest guessing probability by an eavesdropper will completely compromise…

Quantum Physics · Physics 2013-09-12 Marcus Huber , Marcin Pawlowski

A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…

Methodology · Statistics 2016-04-28 Ruth Heller , Yair Heller , Shachar Kaufman , Barak Brill , Malka Gorfine

Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value…

Methodology · Statistics 2025-08-26 Sarah Leyder , Jakob Raymaekers , Peter J. Rousseeuw

In the analysis of count data often the equidispersion assumption is not suitable, hence the Poisson regression model is inappropriate. As a generalization of the Poisson distribution, the COM-Poisson distribution can deal with under-,…

In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…

Methodology · Statistics 2016-04-07 Deepesh Bhati , Subrata Chakraborty , Snober Gowhar Lateef

A new finite form of de Finetti's representation theorem is established using elementary information-theoretic tools. The distribution of the first $k$ random variables in an exchangeable vector of $n\geq k$ random variables is close to a…

Information Theory · Computer Science 2024-04-29 Mario Berta , Lampros Gavalakis , Ioannis Kontoyiannis

This paper develops a new framework for indirect statistical inference with guaranteed necessity and sufficiency, applicable to continuous random variables. We prove that when comparing exponentially transformed order statistics from an…

Statistics Theory · Mathematics 2025-09-25 Z Zhang , X Hu , C Lu , T Liu

We construct a new distribution for the simplex using the Kumaraswamy distribution and an ordered stick-breaking process. We explore and develop the theoretical properties of this new distribution and prove that it exhibits symmetry under…

Machine Learning · Computer Science 2019-12-17 Andrew Stirn , Tony Jebara , David A Knowles

We build a valid p-value based on a concentration inequality for bounded random variables introduced by Pelekis, Ramon and Wang. The motivation behind this work is the calibration of predictive algorithms in a distribution-free setting. The…

Machine Learning · Statistics 2024-05-16 Joaquin Alvarez

We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…

Data Structures and Algorithms · Computer Science 2025-11-05 Shivam Garg , Chirag Pabbaraju , Kirankumar Shiragur , Gregory Valiant

We propose a new estimation procedure of the conditional density for independent and identically distributed data. Our procedure aims at using the data to select a function among arbitrary (at most countable) collections of candidates. By…

Statistics Theory · Mathematics 2016-10-26 Mathieu Sart

In this article, we give some reviews concerning negative probabilities model and quasi-infinitely divisible at the beginning. We next extend Feller's characterization of discrete infinitely divisible distributions to signed discrete…

Statistics Theory · Mathematics 2018-07-10 Huiming Zhang , Bo Li , G. Jay Kerns

We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…

Methodology · Statistics 2019-09-10 Zdravko I. Botev , Pierre L'Ecuyer
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