Related papers: Concentration inequalities for the sum in sampling…
Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…
A random variable is sampled from a discrete distribution. The missing mass is the probability of the set of points not observed in the sample. We sharpen and simplify McAllester and Ortiz's results (JMLR, 2003) bounding the probability of…
Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…
Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…
Ill-posed inverse problems of the form y = X p where y is J-dimensional vector of a data, p is m-dimensional probability vector which cannot be measured directly and matrix X of observable variables is a known J,m matrix, J < m, are…
The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…
In a large, possibly infinite population, each subject is colored red with probability $p$, independently of the others. Then, a finite sub-population is selected, possibly as a function of the coloring. The imbalance in the sub-population…
Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…
We consider procedures of sampling parts from a random integer partition. We determine asymptotically the probabilty distribution of the randomly-selected part whenever the positive integer that is partitioned becomes large.
Let $E\subset \mathbb Z$ be a set of positive upper density. Suppose that $P_1,P_2,..., P_k\in \mathbb Z[X]$ are polynomials having zero constant terms. We show that the set $E\cap (E-P_1(p-1))\cap ... \cap (E-P_k(p-1))$ is non-empty for…
We study large partial sums, localized with respect to the sums of variances, of a sequence of centered random variables. An application is given to the distribution of prime factors of typical integers.
Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…
Given a sequence composed of a limit number of characters, we try to "read" it as a "text". This involves to segment the sequence into "words". The difficulty is to distinguish good segmentation from enormous number of random ones.Aiming at…
Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…
This article presents methods for estimating extreme probabilities, beyond the range of the observations. These methods are model-free and applicable to almost any sample size. They are grounded in order statistics theory and have a wide…
We study pairs and m--tuples of compositions of a positive integer n with parts restricted to a subset P of positive integers. We obtain some exact enumeration results for the number of tuples of such compositions having the same number of…
Let $Y$ be a nonnegative random variable with mean $\mu$ and finite positive variance $\sigma^2$, and let $Y^s$, defined on the same space as $Y$, have the $Y$ size biased distribution, that is, the distribution characterized by…
Quantization for probability distributions concerns the best approximation of a $d$-dimensional probability distribution $P$ by a discrete probability with a given number $n$ of supporting points. In this paper, we have considered a…
Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…
The maximum-entropy sampling problem (MESP) aims to select the most informative principal submatrix of a prespecified size from a given covariance matrix. This paper proposes an augmented factorization bound for MESP based on concave…