Related papers: How to Shrink Confidence Sets for Many Equivalent …
When multiple hypotheses are tested, interest is often in ensuring that the proportion of false discoveries (FDP) is small with high confidence. In this paper, confidence upper bounds for the FDP are constructed, which are simultaneous over…
The $k$-of-$n$ testing problem involves performing $n$ independent tests sequentially, in order to determine whether/not at least $k$ tests pass. The objective is to minimize the expected cost of testing. This is a fundamental and…
We study the clustering problem for mixtures of bounded covariance distributions, under a fine-grained separation assumption. Specifically, given samples from a $k$-component mixture distribution $D = \sum_{i =1}^k w_i P_i$, where each $w_i…
The properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an insight about several aspects of uncertainties…
The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…
We propose a new method for the calculation of the statistical properties, as e.g. the entropy, of unknown generators of symbolic sequences. The probability distribution p(k) of the elements k of a population can be approximated by the…
Consider the observation of n iid realizations of an experiment with d>1 possible outcomes, which corresponds to a single observation of a multinomial distribution M(n,p) where p is an unknown discrete distribution on {1,...,d}. In many…
In observational causal inference, domain knowledge often leaves multiple covariate adjustments plausible, yet which sets satisfy ignorability is untestable. Different adjustment sets can yield conflicting estimates of the average treatment…
We study the following distribution clustering problem: Given a hidden partition of $k$ distributions into two groups, such that the distributions within each group are the same, and the two distributions associated with the two clusters…
We consider the problem of estimating the mean of a distribution supported by the $k$-dimensional probability simplex in the setting where an $\varepsilon$ fraction of observations are subject to adversarial corruption. A simple particular…
Clustering is a fundamental problem in unsupervised learning, and has been studied widely both as a problem of learning mixture models and as an optimization problem. In this paper, we study clustering with respect the emph{k-median}…
We initiate the study of hypothesis selection under local differential privacy. Given samples from an unknown probability distribution $p$ and a set of $k$ probability distributions $\mathcal{Q}$, we aim to output, under the constraints of…
There is a deep connection between permutations and trees. Certain sub-structures of permutations, called sub-permutations, bijectively map to sub-trees of binary increasing trees. This opens a powerful tool set to study enumerative and…
Low discrepancy point sets have been widely used as a tool to approximate continuous objects by discrete ones in numerical processes, for example in numerical integration. Following a century of research on the topic, it is still unclear…
The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…
We consider the worst-case expectation of a permutation invariant ambiguity set of discrete distributions as a proxy-cost for data-driven expected risk minimization. For this framework, we coin the term ordered risk minimization to…
Estimating the mode of a unimodal distribution is a classical problem in statistics. Although there are several approaches for point-estimation of mode in the literature, very little has been explored about the interval-estimation of mode.…
This article is devoted to the problem of predicting the value taken by a random permutation $\Sigma$, describing the preferences of an individual over a set of numbered items $\{1,\; \ldots,\; n\}$ say, based on the observation of an…
Although robust learning and local differential privacy are both widely studied fields of research, combining the two settings is just starting to be explored. We consider the problem of estimating a discrete distribution in total variation…
We study how the training data distribution affects confidence and performance in image classification models. We introduce Embedding Density, a model-agnostic framework that estimates prediction confidence by measuring the distance of test…