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Frequentist inference typically is described in terms of hypothetical repeated sampling but there are advantages to an interpretation that uses a single random sample. Contemporary examples are given that indicate probabilities for random…

Other Statistics · Statistics 2019-06-21 Paul Vos , Don Holbert

Estimating a large alphabet probability distribution from a limited number of samples is a fundamental problem in machine learning and statistics. A variety of estimation schemes have been proposed over the years, mostly inspired by the…

Machine Learning · Statistics 2018-08-20 Amichai Painsky , Meir Feder

It was recently shown that estimating the Shannon entropy $H({\rm p})$ of a discrete $k$-symbol distribution ${\rm p}$ requires $\Theta(k/\log k)$ samples, a number that grows near-linearly in the support size. In many applications $H({\rm…

Information Theory · Computer Science 2016-03-11 Jayadev Acharya , Alon Orlitsky , Ananda Theertha Suresh , Himanshu Tyagi

Denote by $p(k)$ the limit, as $n \rightarrow \infty$, of the probability that a random permutation on a set of size $n$ has an invariant set of size $k$. We give an asymptotic formula for $p(k)$, showing that it is asymptotically…

Combinatorics · Mathematics 2026-05-01 Ben Green , Mehtaab Sawhney

We introduce the problem of \emph{entropy equivalence testing} for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given…

Data Structures and Algorithms · Computer Science 2026-05-25 Clément L. Canonne , Yash Pote , Jonathan Scarlett , Joy Qiping Yang

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

Quantifying the similarity between symbolic sequences is a traditional problem in Information Theory which requires comparing the frequencies of symbols in different sequences. In numerous modern applications, ranging from DNA over music to…

Physics and Society · Physics 2016-04-18 Martin Gerlach , Francesc Font-Clos , Eduardo G. Altmann

Complex natural and technological systems can be considered, on a coarse-grained level, as assemblies of elementary components: for example, genomes as sets of genes, or texts as sets of words. On one hand, the joint occurrence of…

A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…

Methodology · Statistics 2019-09-06 Frank Lad , Giuseppe Sanfilippo

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

Machine Learning · Computer Science 2013-05-15 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

Organisms and algorithms learn probability distributions from previous observations, either over evolutionary time or on the fly. In the absence of regularities, estimating the underlying distribution from data would require observing each…

Statistical Mechanics · Physics 2024-12-10 William Bialek , Stephanie E. Palmer , David J. Schwab

Today's probabilistic language generators fall short when it comes to producing coherent and fluent text despite the fact that the underlying models perform well under standard metrics, e.g., perplexity. This discrepancy has puzzled the…

Computation and Language · Computer Science 2025-06-06 Clara Meister , Tiago Pimentel , Gian Wiher , Ryan Cotterell

Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…

Methodology · Statistics 2025-05-13 Zhixiang Zhang , Sokbae Lee , Edgar Dobriban

Gaussian mixture distributions are commonly employed to represent general probability distributions. Despite the importance of using Gaussian mixtures for uncertainty estimation, the entropy of a Gaussian mixture cannot be calculated…

Machine Learning · Statistics 2025-01-23 Takashi Furuya , Hiroyuki Kusumoto , Koichi Taniguchi , Naoya Kanno , Kazuma Suetake

The Chapter starts with introductory information about quantitative linguistics notions, like rank--frequency dependence, Zipf's law, frequency spectra, etc. Similarities in distributions of words in texts with level occupation in quantum…

Data Analysis, Statistics and Probability · Physics 2024-01-04 Andrij Rovenchak

We present here a new probabilistic inference algorithm that gives exact results in the domain of discrete probability distributions. This algorithm, named the Statues algorithm, calculates the marginal probability distribution on…

Artificial Intelligence · Computer Science 2020-07-08 Pierre Denis

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete…

Data Structures and Algorithms · Computer Science 2020-03-10 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…

Applications · Statistics 2016-11-25 Deepesh Bhati , Mohd. Aamir Malik

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting…

Probability · Mathematics 2022-04-28 Lampros Gavalakis , Ioannis Kontoyiannis