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A quantile summary is a data structure that approximates to $\varepsilon$-relative error the order statistics of a much larger underlying dataset. In this paper we develop a randomized online quantile summary for the cash register data…

Data Structures and Algorithms · Computer Science 2015-03-05 David Felber , Rafail Ostrovsky

An efficient approach to the calculation of the $\epsilon$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations…

chao-dyn · Physics 2009-10-31 M. Abel , L. Biferale , M. Cencini , M. Falcioni , D. Vergni , A. Vulpiani

Reliable data-driven estimation of Shannon entropy from small data sets, where the number of examples is potentially smaller than the number of possible outcomes, is a critical matter in several applications. In this paper, we introduce a…

Machine Learning · Computer Science 2025-12-12 Gabriel F. A. Bastos , Jugurta Montalvão

Compressing word embeddings is important for deploying NLP models in memory-constrained settings. However, understanding what makes compressed embeddings perform well on downstream tasks is challenging---existing measures of compression…

Machine Learning · Computer Science 2020-01-16 Avner May , Jian Zhang , Tri Dao , Christopher Ré

The paper describes an approach to measuring convergence of an algorithm to its result in terms of an entropy-like function of partitions of its inputs of a given length. The goal is to look at the algorithmic data processing from the…

Computational Complexity · Computer Science 2016-05-06 Anatol Slissenko

We consider the problem of constructing prefix-free codes in which a designated symbol, a space, can only appear at the end of codewords. We provide a linear-time algorithm to construct almost-optimal codes with this property, meaning that…

Information Theory · Computer Science 2024-05-13 Roberto Bruno , Ugo Vaccaro

In signal analysis and synthesis, linear approximation theory considers a linear decomposition of any given signal in a set of atoms, collected into a so-called dictionary. Relevant sparse representations are obtained by relaxing the…

Information Theory · Computer Science 2014-11-04 Paul Honeine

Most existing algorithms for dictionary learning assume that all entries of the (high-dimensional) input data are fully observed. However, in several practical applications (such as hyper-spectral imaging or blood glucose monitoring), only…

Machine Learning · Statistics 2018-04-26 Thanh V. Nguyen , Akshay Soni , Chinmay Hegde

We consider the weighted least squares spline approximation of a noisy dataset. By interpreting the weights as a probability distribution, we maximize the associated entropy subject to the constraint that the mean squared error is…

Numerical Analysis · Mathematics 2024-01-19 Luigi Brugnano , Domenico Giordano , Felice Iavernaro , Giorgia Rubino

It is well known that to estimate the Shannon entropy for symbolic sequences accurately requires a large number of samples. When some aspects of the data are known it is plausible to attempt to use this to more efficiently compute entropy.…

Data Analysis, Statistics and Probability · Physics 2018-05-18 Andrew D. Back , Daniel Angus , Janet Wiles

We introduce a novel Entropy-driven Monte Carlo (EdMC) strategy to efficiently sample solutions of random Constraint Satisfaction Problems (CSPs). First, we extend a recent result that, using a large-deviation analysis, shows that the…

Disordered Systems and Neural Networks · Physics 2016-02-26 Carlo Baldassi , Alessandro Ingrosso , Carlo Lucibello , Luca Saglietti , Riccardo Zecchina

Quantifying the complexity and irregularity of time series data is a primary pursuit across various data-scientific disciplines. Sample entropy (SampEn) is a widely adopted metric for this purpose, but its reliability is sensitive to the…

Applications · Statistics 2024-05-13 Zachary Blanks , Donald E. Brown

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

Machine Learning · Computer Science 2013-05-15 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

The estimation of a precision matrix is a crucial problem in various research fields, particularly when working with high dimensional data. In such settings, the most common approach is to use the penalized maximum likelihood. The…

Methodology · Statistics 2025-01-10 Vahe Avagyan

We consider shift spaces in which elements of the alphabet may overlap nontransitively. We define a notion of entropy for such spaces, give several techniques for computing lower bounds for it, and show that it is equal to a limit of…

Dynamical Systems · Mathematics 2010-11-16 Fabio Drucker , David Richeson , Jim Wiseman

We show that for every $k\in\mathbb{N}$ and $\varepsilon>0$, for large enough alphabet $R$, given a $k$-CSP with alphabet size $R$, it is NP-hard to distinguish between the case that there is an assignment satisfying at least…

Computational Complexity · Computer Science 2025-10-29 Dor Minzer , Kai Zhe Zheng

We consider the distinct elements problem, where the goal is to estimate the number of distinct colors in an urn containing $ k $ balls based on $n$ samples drawn with replacements. Based on discrete polynomial approximation and…

Statistics Theory · Mathematics 2018-01-16 Yihong Wu , Pengkun Yang

Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient…

Machine Learning · Computer Science 2014-02-20 Jayadev Acharya , Ashkan Jafarpour , Alon Orlitsky , Ananda Theertha Suresh

In [3], algorithms to compute the density of the distance to a random variable uniformly distributed in (a) a ball, (b) a disk, (c) a line segment, or (d) a polygone were introduced. For case (d), the algorithm, based on Green's theorem,…

Computational Geometry · Computer Science 2019-06-06 Vincent Guigues

We present exact results for two complementary measures of spatial structure generated by 1D spin systems with finite-range interactions. The first, excess entropy, measures the apparent spatial memory stored in configurations. The second,…

Statistical Mechanics · Physics 2009-10-30 James P. Crutchfield , David P. Feldman