Related papers: Deterministic Finite-Memory Bias Estimation
Discovery problems often require deciding whether additional sampling is needed to detect all categories whose prevalence exceeds a prespecified threshold. We study this question under a Bernoulli product (incidence) model, where categories…
For the identification of switched systems with a measured switching signal, this work aims to analyze the effect of switching strategies on the estimation error. The data for identification is assumed to be collected from globally…
A discrete-time random process is described which can generate bursty sequences of events. A Bernoulli process, where the probability of an event occurring at time $t$ is given by a fixed probability $x$, is modified to include a memory…
Change point detection plays a fundamental role in many real-world applications, where the goal is to analyze and monitor the behaviour of a data stream. In this paper, we study change detection in binary streams. To this end, we use a…
The effect of measurement errors in discriminant analysis is investigated. Given observations $Z=X+\epsilon$, where $\epsilon$ denotes a random noise, the goal is to predict the density of $X$ among two possible candidates $f$ and $g$. We…
For the model of constrained multi-armed bandit, we show that by construction there exists an index-based deterministic asymptotically optimal algorithm. The optimality is achieved by the convergence of the probability of choosing an…
Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…
The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute…
We consider the problem of performing linear regression over a stream of $d$-dimensional examples, and show that any algorithm that uses a subquadratic amount of memory exhibits a slower rate of convergence than can be achieved without…
For statistical decision problems with finite parameter space, it is well-known that the upper value (minimax value) agrees with the lower value (maximin value). Only under a generalized notion of prior does such an equivalence carry over…
\noindent \textbf{Abstract}: We consider the parameter estimation problem for the Ornstein-Uhlenbeck process $X$ driven by a fractional Ornstein-Uhlenbeck process $V$, i.e. the pair of processes defined by the non-Markovian continuous-time…
The problem of variable-rate lossless data compression is considered, for codes with and without prefix constraints. Sharp bounds are derived for the best achievable compression rate of memoryless sources, when the excess-rate probability…
We study the stochastic linear bandits with parameter noise model, in which the reward of action $a$ is $a^\top \theta$ where $\theta$ is sampled i.i.d. We show a regret upper bound of $\widetilde{O} (\sqrt{d T \log (K/\delta)…
We investigate deterministic identification over arbitrary memoryless channels under the constraint that the error probabilities of first and second kind are exponentially small in the block length $\mathbf{n}$, controlled by reliability…
This paper studies the probability of error associated with the social machine learning framework, which involves an independent training phase followed by a cooperative decision-making phase over a graph. This framework addresses the…
We introduce an original way to estimate the memory parameter of the elephant random walk, a fascinating discrete time random walk on integers having a complete memory of its entire history. Our estimator is nothing more than a…
We analyze a periodic optimal finite-time two-state information-driven machine that extracts work from a single heat bath exploring imperfect measurements. Two models are considered, a memory-less one that ignores past measurements and an…
Recent work by M. Afifurrahman established the first asymptotic estimates with error terms for the number of $2\times 2$ matrices with fixed non-zero determinant $n\in\mathbb{N}$, and with coefficients bounded in absolute value by $X$. In…
We analyze the problem of discrete distribution estimation under $\ell_1$ loss. We provide non-asymptotic upper and lower bounds on the maximum risk of the empirical distribution (the maximum likelihood estimator), and the minimax risk in…
We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. A novel a priori bound for the parameter error is proved and, based on this bound, an adaptive finite element method driven by an a…