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The rankability of data is a recently proposed problem that considers the ability of a dataset, represented as a graph, to produce a meaningful ranking of the items it contains. To study this concept, a number of rankability measures have…

Combinatorics · Mathematics 2022-03-15 Nathan McJames , David Malone , Oliver Mason

We describe general approach to classification of character sequences (texts, DNA) using relative entropy estimated by off-the-shelf compression and Markov Chains and find them precise enough. We also notice that the method for estimating…

Statistical Mechanics · Physics 2007-05-23 Dmitry V. Khmelev , William J. Teahan

Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…

Data Structures and Algorithms · Computer Science 2021-10-29 Lorenzo Beretta , Jakub Tětek

Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…

Probability · Mathematics 2026-01-14 Oliver Johnson , Lampros Gavalakis , Ioannis Kontoyiannis

Importance sampling is a popular method for efficient computation of various properties of a distribution such as probabilities, expectations, quantiles etc. The output of an importance sampling algorithm can be represented as a weighted…

Probability · Mathematics 2016-04-18 Henrik Hult , Pierre Nyquist

In this paper we focus on the study of the monotonicity properties of the residual and the past extropy as well as on some characterization problems. We then apply the derived results to analyze further stochastic aspects of order…

Statistics Theory · Mathematics 2024-06-24 Mohamed Kayid

Modelling excesses over a high threshold using the Pareto or generalized Pareto distribution (PD/GPD) is the most popular approach in extreme value statistics. This method typically requires high thresholds in order for the (G)PD to fit…

Statistics Theory · Mathematics 2009-01-13 Jan Beirlant , Elisabeth Joossens , Johan Segers

Recently, there has been growing attention to study uncertainty measures for doubly truncated random variables. In this paper, the concept of varextropy for doubly truncated random variables is introduced. The changes of this measure under…

Statistics Theory · Mathematics 2024-08-01 Raheleh Zamini , Somayeh Ghafouri , Faranak Goodarzi

We present a new class of estimators of Shannon entropy for severely undersampled discrete distributions. It is based on a generalization of an estimator proposed by T. Schuermann, which itself is a generalization of an estimator proposed…

Information Theory · Computer Science 2021-11-30 Peter Grassberger

In this work, we present a comprehensive treatment of weighted random sampling (WRS) over data streams. More precisely, we examine two natural interpretations of the item weights, describe an existing algorithm for each case ([2, 4]),…

Data Structures and Algorithms · Computer Science 2015-07-29 Pavlos S. Efraimidis

In this paper, we study some properties and characterization of the general weighted cumulative past extropy (n-WCPJ). Many results including some bounds, inequalities, and effects of linear transformations are obtained. We study the…

Statistics Theory · Mathematics 2023-05-09 Pradeep Kumar Sahu , Nitin Gupta

Starting with a set of weighted items, we want to create a generic sample of a certain size that we can later use to estimate the total weight of arbitrary subsets. For this purpose, we propose priority sampling which tested on Internet…

Data Structures and Algorithms · Computer Science 2007-05-23 Nick Duffield , Carsten Lund , Mikkel Thorup

We revisit the range sampling problem: the input is a set of points where each point is associated with a real-valued weight. The goal is to store them in a structure such that given a query range and an integer $k$, we can extract $k$…

Data Structures and Algorithms · Computer Science 2019-03-20 Peyman Afshani , Jeff M. Phillips

Information entropy and its extension, which are important generalization of entropy, have been applied in many research domains today. In this paper, a novel generalized relative entropy is constructed to avoid some defects of traditional…

Information Theory · Computer Science 2017-04-24 Shuai Liu , Mengye Lu , Gaocheng Liu , Zheng Pan

We study models of weighted exponential random graphs in the large network limit. These models have recently been proposed to model weighted network data arising from a host of applications including socio-econometric data such as migration…

Probability · Mathematics 2018-07-12 Shankar Bhamidi , Suman Chakraborty , Skyler Cranmer , Bruce Desmarais

This paper represents an extended version of an earlier note [10]. The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. We analyse analogs of…

Probability · Mathematics 2017-10-31 Mark Kelbert , Izabella Stuhl , Yuri Suhov

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

The definition of weighted entropy allows for easy calculation of the entropy of the mixture of measures. In this paper we investigate the problem of equivalent definition of the general entropy function in weighted form. We show that under…

Information Theory · Computer Science 2013-05-15 Marek Śmieja

In this article, we study the convergence behaviour of the classical generalized Max Product exponential sampling series in the weighted space of log-uniformly continuous and bounded functions. We derive basic convergence results for both…

Functional Analysis · Mathematics 2024-09-25 Satyaranjan Pradhan , Madan Mohan Soren

We propose a new estimator, the thresholded scaled Lasso, in high dimensional threshold regressions. First, we establish an upper bound on the $\ell_\infty$ estimation error of the scaled Lasso estimator of Lee et al. (2012). This is a…

Methodology · Statistics 2015-02-11 Laurent Callot , Mehmet Caner , Anders Bredahl Kock , Juan Andres Riquelme