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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

In this work we review and derive some elementary properties of the discrete renewal sequences based on a positive, finite and integer-valued random variable. Our results consider these sequences as dependent on the probability masses of…

Probability · Mathematics 2024-05-28 Nikolai Nikolov , Mladen Savov

Real-world data often exhibits sequential dependence, across diverse domains such as human behavior, medicine, finance, and climate modeling. Probabilistic methods capture the inherent uncertainty associated with prediction in these…

Machine Learning · Statistics 2024-03-08 Alex Boyd

Given an arbitrary long but finite sequence of observations from a finite set, we construct a simple process that approximates the sequence, in the sense that with high probability the empirical frequency, as well as the empirical one-step…

Statistics Theory · Mathematics 2007-06-13 Dinah Rosenberg , Eilon Solan , Nicolas Vieille

A factorization of a permutation into transpositions is called "primitive" if its factors are weakly ordered. We discuss the problem of enumerating primitive factorizations of permutations, and its place in the hierarchy of previously…

Combinatorics · Mathematics 2010-05-04 Sho Matsumoto , Jonathan Novak

Sequence representations supporting not only direct access to their symbols, but also rank/select operations, are a fundamental building block in many compressed data structures. Several recent applications need to represent highly…

Data Structures and Algorithms · Computer Science 2019-11-25 Alberto Ordóñez , Gonzalo Navarro , Nieves R. Brisaboa

The idea of slicing divergences has been proven to be successful when comparing two probability measures in various machine learning applications including generative modeling, and consists in computing the expected value of a `base…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Lénaïc Chizat , Soheil Kolouri , Shahin Shahrampour , Umut Şimşekli

Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…

Statistics Theory · Mathematics 2022-09-27 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

The central result of this paper is the small-is-very-small principle for restricted sequential theories. The principle says roughly that whenever the given theory shows that a property has a small witness, i.e. a witness in every definable…

Logic · Mathematics 2018-05-04 Albert Visser

This paper addresses finite sample stability properties of sequential Monte Carlo methods for approximating sequences of probability distributions. The results presented herein are applicable in the scenario where the start and end…

Computation · Statistics 2015-03-19 Nick Whiteley

We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…

Probability · Mathematics 2022-09-21 Florian Brück , Jan-Frederik Mai , Matthias Scherer

Importance sampling is a popular technique in Bayesian inference: by reweighting samples drawn from a proposal distribution we are able to obtain samples and moment estimates from a Bayesian posterior over latent variables. Recent work,…

Computation · Statistics 2024-06-19 Sam Bowyer , Thomas Heap , Laurence Aitchison

Let F_k be the free group on k generators. A word w \in F_k is called primitive if it belongs to some basis of F_k. We investigate two criteria for primitivity, and consider more generally, subgroups of F_k which are free factors. The first…

Group Theory · Mathematics 2014-10-24 Doron Puder

In the present work, we exhibit a class of self-descriptive sequences that can be explicitly computed and whose frequencies are known. In particular, as a corollary of our main result, we prove that the sequence introduced in \citeBJM23 has…

Formal Languages and Automata Theory · Computer Science 2024-06-25 Shigeki Akiyama , Damien Jamet , Irène Marcovici , Mai-Linh Trân-Công

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…

Machine Learning · Computer Science 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

We investigate homeomorphisms of a compact interval, applied randomly. We consider this system as a skew product with the two-sided Bernoulli shift in the base. If on the open interval there is a metric in which almost all maps are…

Dynamical Systems · Mathematics 2012-12-19 Lluís Alsedà , Michał Misiurewicz

We show from a categorical point of view that probability measures on certain measurable or topological spaces arise canonically as the extension of probability distributions on countable sets. We do this by constructing probability monads…

Category Theory · Mathematics 2022-06-23 Ruben Van Belle

The data of a physical experiment can be represented as a presheaf of probability distributions. A striking feature of quantum theory is that those probability distributions obtained in quantum mechanical experiments do not always admit a…

Category Theory · Mathematics 2022-11-02 Aziz Kharoof , Cihan Okay

Biological and physical systems often exhibit distinct structures at different spatial/temporal scales. Persistent homology is an algebraic tool that provides a mathematical framework for analyzing the multi-scale structures frequently…

Algebraic Topology · Mathematics 2016-02-01 Jonathan Jaquette , Miroslav Kramár

The Morse-Smale complex of a function $f$ decomposes the sample space into cells where $f$ is increasing or decreasing. When applied to nonparametric density estimation and regression, it provides a way to represent, visualize, and compare…

Statistics Theory · Mathematics 2017-04-05 Yen-Chi Chen , Christopher R. Genovese , Larry Wasserman