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Given $K$ uncertainty sets that are arbitrarily dependent -- for example, confidence intervals for an unknown parameter obtained with $K$ different estimators, or prediction sets obtained via conformal prediction based on $K$ different…

Methodology · Statistics 2024-11-15 Matteo Gasparin , Aaditya Ramdas

We study the problem of partitioning a small sample of $n$ individuals from a mixture of $k$ product distributions over a Boolean cube $\{0, 1\}^K$ according to their distributions. Each distribution is described by a vector of allele…

Machine Learning · Computer Science 2008-02-21 Shuheng Zhou

We present the expected values from p-value hacking as a choice of the minimum p-value among $m$ independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the…

Applications · Statistics 2018-01-29 Nassim Nicholas Taleb

Deep neural networks have demonstrated remarkable performance across numerous learning tasks but often suffer from miscalibration, resulting in unreliable probability outputs. This has inspired many recent works on mitigating…

Machine Learning · Computer Science 2025-09-23 Wenjian Huang , Guiping Cao , Jiahao Xia , Jingkun Chen , Hao Wang , Jianguo Zhang

Recent work has uncovered promising ways to extract well-calibrated confidence estimates from language models (LMs), where the model's confidence score reflects how likely it is to be correct. However, while LMs may appear well-calibrated…

Computation and Language · Computer Science 2024-03-28 Xiang Lisa Li , Urvashi Khandelwal , Kelvin Guu

In distribution compression, one aims to accurately summarize a probability distribution $\mathbb{P}$ using a small number of representative points. Near-optimal thinning procedures achieve this goal by sampling $n$ points from a Markov…

Machine Learning · Statistics 2022-10-19 Abhishek Shetty , Raaz Dwivedi , Lester Mackey

The generalization ability of machine learning models degrades significantly when the test distribution shifts away from the training distribution. We investigate the problem of training models that are robust to shifts caused by changes in…

Machine Learning · Computer Science 2023-09-19 Jiaheng Wei , Harikrishna Narasimhan , Ehsan Amid , Wen-Sheng Chu , Yang Liu , Abhishek Kumar

Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of…

Methodology · Statistics 2022-12-05 Aaditya Ramdas , Rina Foygel Barber , Emmanuel J. Candes , Ryan J. Tibshirani

The probabilistic diffusion model has become highly effective across various domains. Typically, sampling from a diffusion model involves using a denoising distribution characterized by a Gaussian with a learned mean and either fixed or…

Machine Learning · Computer Science 2025-02-20 Zijing Ou , Mingtian Zhang , Andi Zhang , Tim Z. Xiao , Yingzhen Li , David Barber

Symmetric extensions are essential in quantum mechanics, providing a lens to investigate the correlations of entangled quantum systems and to address challenges like the quantum marginal problem. Though semi-definite programming (SDP) is a…

Quantum Physics · Physics 2025-03-25 Youning Li , Chao Zhang , Shi-Yao Hou , Zipeng Wu , Xuanran Zhu , Bei Zeng

Motivated by a recent random pipe dream model, we study a family of probability distributions on \(S_n\) arising from Bott--Samelson varieties over finite fields. More precisely, for a word \(R\), we consider the Bott--Samelson map…

Combinatorics · Mathematics 2026-05-26 Jingqi Li , Haorun Yin , Wenbin Yu , Shixuan Zeng

We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…

Data Structures and Algorithms · Computer Science 2025-11-05 Shivam Garg , Chirag Pabbaraju , Kirankumar Shiragur , Gregory Valiant

In 1916, MacMahon showed that permutations in $S_n$ with a fixed descent set $I$ are enumerated by a polynomial $d_I(n)$. Diaz-Lopez, Harris, Insko, Omar, and Sagan recently revived interest in this descent polynomial, and suggested the…

Combinatorics · Mathematics 2020-12-01 Kaarel Hänni

Let $p$ be an unknown and arbitrary probability distribution over $[0,1)$. We consider the problem of {\em density estimation}, in which a learning algorithm is given i.i.d. draws from $p$ and must (with high probability) output a…

Machine Learning · Computer Science 2014-11-04 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

We investigate the problem of testing the equivalence between two discrete histograms. A {\em $k$-histogram} over $[n]$ is a probability distribution that is piecewise constant over some set of $k$ intervals over $[n]$. Histograms have been…

Data Structures and Algorithms · Computer Science 2017-03-07 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin

This paper addresses the problem of approximating an unknown probability distribution with density $f$ -- which can only be evaluated up to an unknown scaling factor -- with the help of a sequential algorithm that produces at each iteration…

Statistics Theory · Mathematics 2024-09-23 Pascal Bianchi , Bernard Delyon , Victor Priser , François Portier

Given a set of points, clustering consists of finding a partition of a point set into $k$ clusters such that the center to which a point is assigned is as close as possible. Most commonly, centers are points themselves, which leads to the…

Machine Learning · Computer Science 2023-10-16 Maria Sofia Bucarelli , Matilde Fjeldsø Larsen , Chris Schwiegelshohn , Mads Bech Toftrup

An $(n, k)$-Poisson Multinomial Distribution (PMD) is a random variable of the form $X = \sum_{i=1}^n X_i$, where the $X_i$'s are independent random vectors supported on the set of standard basis vectors in $\mathbb{R}^k.$ In this paper, we…

Data Structures and Algorithms · Computer Science 2016-06-23 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

A companion paper develops a framework in which probability measures are represented by distribution-kernel pairs (T,phi) with T a tempered distribution and phi a Schwartz kernel, so that weak moments of all orders exist unconditionally.…

Methodology · Statistics 2026-04-28 R. Labouriau

We consider the fundamental problem of estimating a discrete distribution on a domain of size $K$ with high probability in Kullback-Leibler divergence. We provide upper and lower bounds on the minimax estimation rate, which show that the…

Machine Learning · Statistics 2026-02-23 Dirk van der Hoeven , Julia Olkhovskaia , Tim van Erven