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Lasso and other regularization procedures are attractive methods for variable selection, subject to a proper choice of shrinkage parameter. Given a set of potential subsets produced by a regularization algorithm, a consistent model…

Methodology · Statistics 2014-02-26 Minh-Ngoc Tran

Tournament solutions provide methods for selecting the "best" alternatives from a tournament and have found applications in a wide range of areas. Previous work has shown that several well-known tournament solutions almost never rule out…

Computer Science and Game Theory · Computer Science 2020-02-18 Christian Saile , Warut Suksompong

The Deviants' Dilemma is a two-person game with the individual gain conflicting with the choice for global good. Evolutionary considerations yield fixed point attractors, with the phenomena of exclusion potentially playing an important role…

Disordered Systems and Neural Networks · Physics 2008-11-23 W. A. T. Wan Abdullah , A. K. M. Azhar

We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the…

Machine Learning · Statistics 2015-11-17 Matt Wytock , J. Zico Kolter

In this paper, we give tight approximation algorithms for the $k$-center and matroid center problems with outliers. Unfairness arises naturally in this setting: certain clients could always be considered as outliers. To address this issue,…

Data Structures and Algorithms · Computer Science 2017-10-03 David G. Harris , Thomas Pensyl , Aravind Srinivasan , Khoa Trinh

In the best choice problem with random arrivals, an unknown number $n$ of rankable items arrive at times sampled from the uniform distribution. As is well known, a real-time player can ensure stopping at the overall best item with…

Probability · Mathematics 2021-03-09 Alexander Gnedin

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

Probability · Mathematics 2010-11-09 Herve Guiol , Fabio P. Machado , Rinaldo B. Schinazi

In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample number given that Bayesian risk due to incorrect decision does…

Statistics Theory · Mathematics 2010-10-18 Andrey Novikov

We consider the problem of sequential evaluation, in which an evaluator observes candidates in a sequence and assigns scores to these candidates in an online, irrevocable fashion. Motivated by the psychology literature that has studied…

Machine Learning · Statistics 2023-11-20 Jingyan Wang , Ashwin Pananjady

The fitness of a biological strategy is typically measured by its expected reproductive rate, the first moment of its offspring distribution. However, strategies with high expected rates can also have high probabilities of extinction. A…

Populations and Evolution · Quantitative Biology 2013-05-17 Sterling Sawaya , Steffen Klaere

Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…

Probability · Mathematics 2026-01-06 Mykola Pratsiovytyi , Sofiia Ratushniak

We consider the classical one-dimensional random walk of a particle on the right-half real line. We assume that the particle is initially at position x=k, k > 0, and moves to the right with probability p or to the left with probability 1-p.…

Probability · Mathematics 2007-05-23 Oscar Bolina

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 $\mathcal{H}_0$…

Information Theory · Computer Science 2020-05-18 Tomer Berg , Ofer Shayevitz , Or Ordentlich

We present a technique to study normalizing strategies when termination is asymptotic, that is, it appears as a limit, as opposite to reaching a normal form in a finite number of steps. Asymptotic termination occurs in several settings,…

Logic in Computer Science · Computer Science 2022-05-24 Claudia Faggian , Giulio Guerrieri

The algorithmic theory of randomness is well developed when the underlying space is the set of finite or infinite sequences and the underlying probability distribution is the uniform distribution or a computable distribution. These…

Computational Complexity · Computer Science 2016-08-31 Peter Gacs

In large scale collective decision making, social choice is a normative study of how one ought to design a protocol for reaching consensus. However, in instances where the underlying decision space is too large or complex for ordinal…

Computer Science and Game Theory · Computer Science 2017-10-03 Brandon Fain , Ashish Goel , Kamesh Munagala , Sukolsak Sakshuwong

We explore the effect of finite population sampling in design problems with many variables cross-classified in many ways. In particular, we investigate designs where we wish to sample individuals belonging to different groups for which the…

Methodology · Statistics 2017-11-30 Simon C. Shaw , Michael Goldstein

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

Several differential equations usually appearing in mathematical physics are solved through a power series expansion, which reduces in solving difference equations. In this paper a probability problem is presented whose solution follows a…

Probability · Mathematics 2019-06-27 Anastasios Taliotis

Societies often rely on human experts to take a wide variety of decisions affecting their members, from jail-or-release decisions taken by judges and stop-and-frisk decisions taken by police officers to accept-or-reject decisions taken by…

Machine Learning · Statistics 2018-05-29 Isabel Valera , Adish Singla , Manuel Gomez Rodriguez