Related papers: Deterministic Finite-Memory Bias Estimation
In this paper we consider the problem of binary hypothesis testing with finite memory systems. Let $X_1,X_2,\ldots$ be a sequence of independent identically distributed Bernoulli random variables, with expectation $p$ under $\mathcal{H}_0$…
In this paper we consider the problem of uniformity testing with limited memory. We observe a sequence of independent identically distributed random variables drawn from a distribution $p$ over $[n]$, which is either uniform or is…
We study adversarial binary hypothesis testing under memory constraints. The test is a time-invariant randomized finite state machine (FSM) with S states. Associated with each hypothesis is a set of distributions. Given the hypothesis, the…
The problem of universally predicting an individual continuous sequence using a deterministic finite-state machine (FSM) is considered. The empirical mean is used as a reference as it is the constant that fits a given sequence within a…
We consider a broad class of permutation invariant statistical problems by extending the standard decision theoretic definition to allow also selective inference tasks, where the target is specified only after seeing the data. For any such…
In this work the information loss in deterministic, memoryless systems is investigated by evaluating the conditional entropy of the input random variable given the output random variable. It is shown that for a large class of systems the…
Given a large number of covariates $Z$, we consider the estimation of a high-dimensional parameter $\theta$ in an individualized linear threshold $\theta^T Z$ for a continuous variable $X$, which minimizes the disagreement between…
We derive asymptotically optimal statistical decision rules for discrete choice problems when payoffs depend on a partially-identified parameter $\theta$ and the decision maker can use a point-identified parameter $\mu$ to deduce…
We present an elementary mathematical method to find the minimax estimator of the Bernoulli proportion $\theta$ under the squared error loss when $\theta$ belongs to the restricted parameter space of the form $\Omega = [0, \eta]$ for some…
We propose an optimal sequential methodology for obtaining confidence intervals for a binomial proportion $\theta$. Assuming that an i.i.d. random sequence of Benoulli($\theta$) trials is observed sequentially, we are interested in…
We observe an infinite sequence of independent identically distributed random variables $X_1,X_2,\ldots$ drawn from an unknown distribution $p$ over $[n]$, and our goal is to estimate the entropy $H(p)=-\mathbb{E}[\log p(X)]$ within an…
We investigate the existence of bounded-memory consistent estimators of various statistical functionals. This question is resolved in the negative in a rather strong sense. We propose various bounded-memory approximations, using techniques…
Consider the problem of nonparametric estimation of an unknown $\beta$-H\"older smooth density $p_{XY}$ at a given point, where $X$ and $Y$ are both $d$ dimensional. An infinite sequence of i.i.d.\ samples $(X_i,Y_i)$ are generated…
This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…
We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…
The Minimum Description Length principle for online sequence estimation/prediction in a proper learning setup is studied. If the underlying model class is discrete, then the total expected square loss is a particularly interesting…
We extend the Faulty RAM model by Finocchi and Italiano (2008) by adding a safe memory of arbitrary size $S$, and we then derive tradeoffs between the performance of resilient algorithmic techniques and the size of the safe memory. Let…
The question of the optimality of Thompson Sampling for solving the stochastic multi-armed bandit problem had been open since 1933. In this paper we answer it positively for the case of Bernoulli rewards by providing the first finite-time…
The Chernoff bound is a well-known tool for obtaining a high probability bound on the expectation of a Bernoulli random variable in terms of its sample average. This bound is commonly used in statistical learning theory to upper bound the…
We consider the problem of decomposing a higher-order tensor with binary entries. Such data problems arise frequently in applications such as neuroimaging, recommendation system, topic modeling, and sensor network localization. We propose a…