Related papers: Foata, Hikita, and the Bulldozer Problem

A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…

Uniform superpositions over permutations play a central role in quantum error correction, cryptography, and combinatorial optimisation. We introduce a simple yet powerful quantisation of the classical Fisher-Yates shuffle, yielding a suite…

Let $G$ be a finite group and $\pi$ be a permutation from $S_{n}$. We investigate the distribution of the probabilities of the equality \[ a_{1}a_{2}\cdots a_{n-1}a_{n}=a_{\pi_{1}}a_{\pi_{2}}\cdots a_{\pi_{n-1}}a_{\pi_{n}} \] when $\pi$…

This paper studies the relationship between the modified Foata$\unicode{x2013}$Strehl action (a.k.a. valley-hopping)$\unicode{x2014}$a group action on permutations used to demonstrate the $\gamma$-positivity of the Eulerian…

Inferring variable importance is the key problem of many scientific studies, where researchers seek to learn the effect of a feature $X$ on the outcome $Y$ in the presence of confounding variables $Z$. Focusing on classification problems,…

An extended analysis is given of the program, originally suggested by Deutsch, of solving the probability problem in the Everett interpretation by means of decision theory. Deutsch's own proof is discussed, and alternatives are presented…

Irreversibility is usually captured by a comparison between the process that happens and a corresponding "reverse process". In the last decades, this comparison has been extensively studied through fluctuation relations. Here we revisit…

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

In inference problems involving a multi-dimensional parameter $\theta$, it is often natural to consider decision rules that have a risk which is invariant under some group $G$ of permutations of $\theta$. We show that this implies that the…

Let $(X,\mu)$ be a probability space equipped with an invertible, measure-preserving transformation $T\colon X \to X$. We exhibit a wide class of weights $w$ so that whenever $f,g \in L^{\infty}(X)$, the bilinear ergodic averages \[…

We study the formulation of the uncertainty principle in quantum mechanics in terms of entropic inequalities, extending results recently derived by Bialynicki-Birula [1] and Zozor et al. [2]. Those inequalities can be considered as…

Given $n$ positive integers $a_1,a_2,\dots,a_n$, and a positive integer right hand side $\beta$, we consider the feasibility version of the subset sum problem which is the problem of determining whether a subset of $a_1,a_2,\dots,a_n$ adds…

The summation formula $$ \sum^{n-1}_{i=0}\epsilon^i i! (i^k+u_k) = v_k+\epsilon^{n-1} n! A_{k-1}(n) $$ $(\epsilon=\pm 1; k=1,2,...; u_k, v_k\in \msbm\hbox{Z}; A_{k-1}$ is a polynomial) is derived and its various aspects are considered. In…

We consider a non-stationary formulation of the stochastic multi-armed bandit where the rewards are no longer assumed to be identically distributed. For the best-arm identification task, we introduce a version of Successive Elimination…

Strong embeddings, that is, couplings between a partial sum process of a sequence of random variables and a Brownian motion, have found numerous applications in probability and statistics. We extend Chatterjee's novel use of Stein's method…

Define a forward problem as $\rho_y = G_\#\rho_x$, where the probability distribution $\rho_x$ is mapped to another distribution $\rho_y$ using the forward operator $G$. In this work, we investigate the corresponding inverse problem: Given…

Yoshida's Conjecture formulated by H. Yoshida in 1989 states that in $\mathbb{C}^{2N}$ equipped with the canonical symplectic form $\mathrm{d}\mathbf{p} \wedge \mathrm{d} \mathbf{q},$ the Hamiltonian flow corresponding to the Hamiltonian…

Entropic uncertainty relations in a finite dimensional Hilbert space are investigated. Making use of the majorization technique we derive explicit lower bounds for the sum of R\'enyi entropies describing probability distributions associated…

Cowan and Zabczyk (1978) introduced a continuous-time generalisation of the secretary problem, where offers arrive at epochs of a homogeneous Poisson process. We expand their work to encompass the last-success problem under the…

In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…