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We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

Optimization and Control · Mathematics 2019-05-28 Lukáš Adam , Martin Branda

Probability distributions produced by the cross-entropy loss for ordinal classification problems can possess undesired properties. We propose a straightforward technique to constrain discrete ordinal probability distributions to be unimodal…

Machine Learning · Statistics 2017-06-23 Christopher Beckham , Christopher Pal

Circular variables that represent directions or periodic observations arise in many fields, such as biology and environmental sciences. An important issue when dealing with circular data is how to estimate their dispersion robustly,…

Methodology · Statistics 2026-03-03 Houyem Demni , Mia Hubert , Giovanni C. Porzio , Peter J. Rousseeuw

We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…

Data Structures and Algorithms · Computer Science 2016-01-22 Clément L. Canonne , Ilias Diakonikolas , Themis Gouleakis , Ronitt Rubinfeld

In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A…

Optimization and Control · Mathematics 2018-05-10 Etienne de Klerk , Daniel Kuhn , Krzysztof Postek

Weak measurements with imaginary weak values are reexamined in light of recent experimental results. The shift of the meter, due to the imaginary part of the weak value, is derived via the probability of postselection, which allows…

Quantum Physics · Physics 2014-07-16 Yaron Kedem

Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…

Probability · Mathematics 2011-08-10 Youri Davydov , Ilya Molchanov , Sergei Zuyev

In this paper, we present a method for factor analysis of discrete data. This is accomplished by fitting a dependent Poisson model with a factor structure. To be able to analyze ordinal data, we also consider a truncated Poisson…

Methodology · Statistics 2019-03-13 Rolf Larsson

Rare properties remain a challenge for statistical model checking (SMC) due to the quadratic scaling of variance with rarity. We address this with a variance reduction framework based on lightweight importance splitting observers. These…

Logic in Computer Science · Computer Science 2015-04-29 Cyrille Jegourel , Axel Legay , Sean Sedwards , Louis-Marie Traonouez

Motivated by the need, in some Bayesian likelihood free inference problems, of imputing a multivariate counting distribution based on its vector of means and variance-covariance matrix, we define a generic multivariate discrete…

Applications · Statistics 2011-03-28 Marcos Capistrán , J. Andrés Christen

The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…

Machine Learning · Computer Science 2013-11-27 Yun-Qian Miao , Ahmed K. Farahat , Mohamed S. Kamel

In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…

Probability · Mathematics 2019-04-12 J. F. Gálvez-Rodríguez , M. A. Sánchez-Granero

This paper introduces a new discrete distribution suggested by curtailed sampling rules common in early-stage clinical trials. We derive the distribution of the smallest number of independent Bernoulli(p) trials needed in order to observe…

Statistics Theory · Mathematics 2018-02-16 Michelle DeVeaux , Michael J. Kane , Daniel Zelterman

This article brings in two new discrete distributions: multidimensional Binomial distribution and multidimensional Poisson distribution. Those distributions were created in eventology as more correct generalizations of Binomial and Poisson…

General Mathematics · Mathematics 2011-02-23 Oleg Yu. Vorobyev , Lavrentiy S. Golovkov

We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…

Computation · Statistics 2018-12-24 Jonathan von Schroeder , Thorsten Dickhaus

Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

Machine Learning · Statistics 2022-03-01 Ian Osband , Zheng Wen , Seyed Mohammad Asghari , Vikranth Dwaracherla , Xiuyuan Lu , Benjamin Van Roy

Distributionally balanced sampling designs are low-discrepancy probability designs obtained by minimizing the expected discrepancy between the auxiliary-variable distribution of a random sample and the target population distribution.…

Methodology · Statistics 2026-03-26 Anton Grafström , Wilmer Prentius

Probability distributions supported on the simplex enjoy a wide range of applications across statistics and machine learning. Recently, a novel family of such distributions has been discovered: the continuous categorical. This family enjoys…

This paper presents a self-contained new theory of weak fractional differential calculus in one-dimension. The crux of this new theory is the introduction of a weak fractional derivative notion which is a natural generalization of integer…

Functional Analysis · Mathematics 2020-07-21 Xiaobing Feng , Mitchell Sutton

Consider a string of $n$ positions, i.e. a discrete string of length $n$. Units of length $k$ are placed at random on this string in such a way that they do not overlap, and as often as possible, i.e. until all spacings between neighboring…

Probability · Mathematics 2007-05-23 Chris A. J. Klaassen , J. Theo Runnenburg