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We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…

Methodology · Statistics 2018-02-16 Claudio Agostinelli

This paper is concerned with non-parametric estimation of the entropy in ranked set sampling. Theoretical properties of the proposed estimator are studied. The proposed estimator is compared with the rival estimator in simple random…

Computation · Statistics 2015-06-16 Morteza Amini , Mahdi Mahdizadeh

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

We lift important results about universally typical sets, typically sampled sets, and empirical entropy estimation in the theory of samplings of discrete ergodic information sources from the usual one-dimensional discrete-time setting to a…

Information Theory · Computer Science 2013-11-13 Tyll Krueger , Guido Montufar , Ruedi Seiler , Rainer Siegmund-Schultze

In this paper we propose a class of weighted rank correlation coefficients extending the Spearman's rho. The proposed class constructed by giving suitable weights to the distance between two sets of ranks to place more emphasis on items…

Statistics Theory · Mathematics 2020-01-22 M. Sanatgar , A. Dolati , M. Amini

In this paper, a new modification of ranked set sampling (RSS) is suggested, namely; unified ranked set sampling (URSS) for estimating the population mean and variance. The performance of the empirical mean and variance estimators based on…

Methodology · Statistics 2015-10-07 Ehsan Zamanzade , Amer Ibrahim Al-Omari

We propose a new way of defining entropy of a system, which gives a general form which may be nonextensive as Tsallis entropy, but is linearly dependent on component entropies, like Renyi entropy, which is extensive. This entropy has a…

Adaptation and Self-Organizing Systems · Physics 2007-10-11 Fariel Shafee

We establish statistical properties of random-weighting methods in LASSO regression under different regularization parameters $\lambda_n$ and suitable regularity conditions. The random-weighting methods in view concern repeated optimization…

Methodology · Statistics 2022-05-25 Tun Lee Ng , Michael A. Newton

Exploratory analysis over network data is often limited by the ability to efficiently calculate graph statistics, which can provide a model-free understanding of the macroscopic properties of a network. We introduce a framework for…

Methodology · Statistics 2020-04-17 Kirill Paramonov , Dmitry Shemetov , James Sharpnack

The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

Computation · Statistics 2017-10-11 Brendon J. Brewer

We introduce a new generalization of relative entropy to non-negative vectors with sums $\gt 1$. We show in a purely combinatorial setting, with no probabilistic considerations, that in the presence of linear constraints defining a convex…

Information Theory · Computer Science 2024-05-08 Kostas N. Oikonomou

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

We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…

Probability · Mathematics 2014-12-30 Nina Gantert , Kavita Ramanan , Franz Rembart

Joining records with all other records that meet a linkage condition can result in an astronomically large number of combinations due to many-to-many relationships. For such challenging (acyclic) joins, a random sample over the join result…

Databases · Computer Science 2022-01-11 Michael Shekelyan , Graham Cormode , Peter Triantafillou , Ali Shanghooshabad , Qingzhi Ma

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 prove a tight upper bound on the variance of the priority sampling method (aka sequential Poisson sampling). Our proof is significantly shorter and simpler than the original proof given by Mario Szegedy at STOC 2006, which resolved a…

Data Structures and Algorithms · Computer Science 2024-08-21 Majid Daliri , Juliana Freire , Christopher Musco , Aécio Santos , Haoxiang Zhang

A new upper bound on the relative entropy is derived as a function of the total variation distance for probability measures defined on a common finite alphabet. The bound improves a previously reported bound by Csisz\'ar and Talata. It is…

Information Theory · Computer Science 2015-10-20 Igal Sason , Sergio Verdu

We consider a "length-biased" shift-dependent information measure, related to the differential entropy in which higher weight is assigned to large values of observed random variables. This allows us to introduce the notions of "weighted…

Statistics Theory · Mathematics 2011-06-27 Antonio Di Crescenzo , Maria Longobardi

In this paper, we introduce weighted fractional generalized cumulative past entropy of a nonnegative absolutely continuous random variable with bounded support. Various properties of the proposed weighted fractional measure are studied.…

Statistics Theory · Mathematics 2022-07-14 Suchandan Kayal , N. Balakrishnan

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco