Related papers: Probability and Ambiguity
It is shown that under standard hypotheses, if stochastic approximation iterates remain tight, they converge with probability one to what their o.d.e. limit suggests. A simple test for tightness (and therefore a.s. convergence) is provided.…
Suppose you're on a game show, and you're given the choice of three doors: Behind one door is a car; behind the others, goats. You pick a door, say No. 1, and the host, who knows what's behind the doors, opens another door, say No. 3, which…
Some risks have extremely high stakes. For example, a worldwide pandemic or asteroid impact could potentially kill more than a billion people. Comfortingly, scientific calculations often put very low probabilities on the occurrence of such…
We review a number a recent advances in the study of two-dimensional statistical models with strong geometrical constraints. These include folding problems of regular and random lattices as well as the famous meander problem of enumerating…
In many applications of the probabilistic method, one looks to study phenomena that occur ``with high probability''. More recently however, in an attempt to understand some of the most fundamental problems in combinatorics, researchers have…
Probabilistic programming is a growing area that strives to make statistical analysis more accessible, by separating probabilistic modelling from probabilistic inference. In practice this decoupling is difficult. No single inference…
In this paper, we continue to explore the consistence and usability of Probability Bracket Notation (PBN) proposed in our previous articles. After a brief review of PBN with dimensional analysis, we investigate probability spaces in terms…
For the usual normal approximations to binomial, hypergeometric, or Poisson interval probabilities, we collect some simple but then reasonably sharp error bounds. For the Clopper-Pearson~(1934) binomial confidence bounds, we present,…
We consider the problem of estimating the probability of an observed string drawn i.i.d. from an unknown distribution. The key feature of our study is that the length of the observed string is assumed to be of the same order as the size of…
The scope of this manuscript is to review some recent developments in statistics for discretely observed semimartingales which are motivated by applications for financial markets. Our journey through this area stops to take closer looks at…
Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem…
When Martin Gardner first presented the Two-Children problem, he made a mistake in its solution. Later he corrected the mistake in another publication, but unfortunately his incorrect solution is more widely known than his correction. In…
Math is widely considered as a powerful tool and its strong appeal depends on the high level of abstraction it allows in modelling a huge number of heterogeneous phenomena and problems, spanning from the static of buildings to the flight of…
A variation of Rosenstock's trapping model in which $N$ independent random walkers are all initially placed upon a site of a one-dimensional lattice in the presence of a {\em one-sided} random distribution (with probability $c$) of…
Various semantics for studying the square of opposition and the hexagon of opposition have been proposed recently. We interpret sentences by imprecise (set-valued) probability assessments on a finite sequence of conditional events. We…
In this article we demonstrate how algorithmic probability theory is applied to situations that involve uncertainty. When people are unsure of their model of reality, then the outcome they observe will cause them to update their beliefs. We…
In a delightful article that recently appeared in the American Mathematics Monthly, Norbert Henze and Guenter Last discuss the "Absent-Minded Passengers" Problem, but left open finding an explicit expression for the probability generating…
The decreasing Markov chain on \{1,2,3, \ldots\} with transition probabilities $p(j,j-i) \propto 1/i$ arises as a key component of the analysis of the beta-splitting random tree model. We give a direct and almost self-contained…
The aim of this thesis is to determine classes of NP relations for which random generation and approximate counting problems admit an efficient solution. Since efficient rank implies efficient random generation, we first investigate some…
In this paper, I will demonstrate a new perspective on the Two Envelope Problem. I hope to show with convincing clarity how the paradox results from an inherent problem pertaining to the interpretation of Bayesian probability. Specifically,…