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Given a sufficient statistic for a parametric family of distributions, one can estimate the parameter without access to the data. However, the memory or code size for storing the sufficient statistic may nonetheless still be prohibitive.…

Information Theory · Computer Science 2017-11-17 Masahito Hayashi , Vincent Y. F. Tan

Suppose that a statistician observes two independent variates $X_1$ and $X_2$ having densities $f_i(\cdot;\theta)\equiv f_i(\cdot-\theta)\ ,\ i=1,2$ , $\theta\in\mathbb{R}$. His purpose is to conduct a test for \begin{equation*} H:\theta=0…

Statistics Theory · Mathematics 2021-03-23 Royi Jacobovic

In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…

Statistics Theory · Mathematics 2026-01-28 F. Belzunce , C. Martínez-Riquelme , M. Pereda

The standard method to check for the independence of two real-valued random variables -- demonstrating that the bivariate joint distribution factors into the product of its marginals -- is both necessary and sufficient. Here we present a…

Probability · Mathematics 2021-11-30 David Draper , Erdong Guo , Robert Lund , Jon Woody

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

To explain the decision of any model, we extend the notion of probabilistic Sufficient Explanations (P-SE). For each instance, this approach selects the minimal subset of features that is sufficient to yield the same prediction with high…

Machine Learning · Statistics 2022-10-17 Salim I. Amoukou , Nicolas J. B Brunel

Given an $n$-sample of random vectors $(X_i,Y_i)_{1 \leq i \leq n}$ whose joint law is unknown, the long-standing problem of supervised classification aims to \textit{optimally} predict the label $Y$ of a given a new observation $X$. In…

Statistics Theory · Mathematics 2014-11-06 Sébastien Gadat , Thierry Klein , Clément Marteau

The problem of finding a reduced dimensionality representation of categorical variables while preserving their most relevant characteristics is fundamental for the analysis of complex data. Specifically, given a co-occurrence matrix of two…

Machine Learning · Computer Science 2012-12-12 Amir Globerson , Gal Chechik , Naftali Tishby

In this paper we present a new proof of the sufficiency theorem for strong local minimizers concerning $C^1$-extremals at which the second variation is strictly positive. The results are presented in the quasiconvex setting, in accordance…

Analysis of PDEs · Mathematics 2017-03-14 Judith Campos Cordero

The Robust Satisficing (RS) model is an emerging approach to robust optimization, offering streamlined procedures and robust generalization across various applications. However, the statistical theory of RS remains unexplored in the…

Machine Learning · Statistics 2024-06-03 Zhiyi Li , Yunbei Xu , Ruohan Zhan

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.…

Statistics Theory · Mathematics 2025-04-01 Manit Paul , Arun Kumar Kuchibhotla

We establish topological necessary and sufficient conditions under which a pair of statistical hypotheses can be consistently distinguished when i.i.d. observations are recorded only to finite precision. To accommodate finite-precision…

Statistics Theory · Mathematics 2026-05-06 Philip Boeken , Eduardo Skapinakis , Konstantin Genin , Joris M. Mooij

It is almost always easier to find an accurate-but-complex model than an accurate-yet-simple model. Finding optimal, sparse, accurate models of various forms (linear models with integer coefficients, decision sets, rule lists, decision…

Machine Learning · Computer Science 2022-05-16 Lesia Semenova , Cynthia Rudin , Ronald Parr

The paper deals with minimax optimal statistical tests for two composite hypotheses, where each hypothesis is defined by a non-parametric uncertainty set of feasible distributions. It is shown that for every pair of uncertainty sets of the…

Statistics Theory · Mathematics 2018-04-17 Michael Fauss , Abdelhak M. Zoubir , H. Vincent Poor

The problem of selecting optimal backdoor adjustment sets to estimate causal effects in graphical models with hidden and conditioned variables is addressed. Previous work has defined optimality as achieving the smallest asymptotic…

Machine Learning · Computer Science 2023-06-26 Jakob Runge

Sparse representation over redundant dictionaries constitutes a good model for many classes of signals (e.g., patches of natural images, segments of speech signals, etc.). However, despite its popularity, very little is known about the…

Signal Processing · Electrical Eng. & Systems 2019-03-07 Rotem Mulayoff , Tomer Michaeli

High-probability guarantees in stochastic optimization are often obtained only under strong noise assumptions such as sub-Gaussian tails. We show that such guarantees can also be achieved under the weaker assumption of bounded variance by…

Optimization and Control · Mathematics 2025-12-23 Jiaming Liang

We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell

It is shown that the length of the algorithmic minimal sufficient statistic of a binary string x, either in a representation of a finite set, computable semimeasure, or a computable function, has a length larger than the computational depth…

Computational Complexity · Computer Science 2009-11-25 Bruno Bauwens

This paper studies the minimax rate of nonparametric conditional density estimation under a weighted absolute value loss function in a multivariate setting. We first demonstrate that conditional density estimation is impossible if one only…

Statistics Theory · Mathematics 2021-03-15 Michael Li , Matey Neykov , Sivaraman Balakrishnan
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