Related papers: Finite-sample frequency distributions originating …
For a probability distribution $P$ on an at most countable alphabet $\mathcal A$, this article gives finite sample bounds for the expected occupancy counts $\mathbb E K_{n,r}$ and probabilities $\mathbb E M_{n,r}$. Both upper and lower…
When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…
We extend Fano's inequality, which controls the average probability of events in terms of the average of some $f$--divergences, to work with arbitrary events (not necessarily forming a partition) and even with arbitrary $[0,1]$--valued…
Suppose $\mathbb{F}$ is a field and let $\mathbf{a} := (a_1, a_2, \dotsc)$ be a sequence of non-zero elements in $\mathbb{F}$. For $\mathbf{a}_n := (a_1, \dotsc, a_n)$, we consider the family $\mathcal{M}_n(\mathbf{a})$ of $n \times n$…
Let $X_1, \ldots, X_n$ be independent non-negative random variables with cumulative distribution functions $F_1,F_2,\ldots,F_n$, each satisfying certain (rather mild) conditions. We show that the median of $k$-th smallest order statistic of…
In this note, we show that the relative entropy of an empirical distribution of $n$ samples drawn from a set of size $k$ with respect to the true underlying distribution is exponentially concentrated around its expectation, with central…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is esablished. A set of combinations of expectation values whose value does not in general depend…
In the classical Erd\"os-R\'enyi random graph G(n,p) there are n vertices and each of the possible edges is independently present with probability p. The random graph G(n,p) is homogeneous in the sense that all vertices have the same…
Given two distributions F and G on the nonnegative integers we propose an algorithm to construct in- and out-degree sequences from samples of i.i.d. observations from F and G, respectively, that with high probability will be graphical, that…
Explicit results are obtained using simple and exact methods for the joint queue-length distribution of the M/M/c queue with an arbitrary number of non-preemptive priority levels. This work is the first to provide explicit results for the…
We introduce a natural way to construct a random subset of a homogeneous Cantor set $C$ in $[0,1]$ via random labelings of an infinite $M$-ary tree, where $M\geq 2$. The Cantor set $C$ is the attractor of an equicontractive iterated…
Let $H$ be a Hardy field (a field consisting of germs of real-valued functions at infinity that is closed under differentiation) and let $f \in H$ be a subpolynomial function. Let $\mathcal{P} = \{2, 3, 5, 7, \dots \}$ be the (naturally…
Let $f:\mathbb{R}^k\to \mathbb{R}$ be a measurable function, and let $\{U_i\}_{i\in\mathbb{N}}$ be a sequence of i.i.d. random variables. Consider the random process $Z_i=f(U_{i},...,U_{i+k-1})$. We show that for all $\ell$, there is a…
Consider n unit intervals, say [1,2], [3,4], ..., [2n-1,2n]. Identify their endpoints in pairs at random, with all (2n-1)!! = (2n-1) (2n-3) ... 3 1 pairings being equally likely. The result is a collection of cycles of various lengths, and…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
The mixed radio frequency (RF)/free-space optical (FSO) relaying is a promising technology for coverage improvement, while there lacks unified expressions to describe its performance. In this paper, a unified performance analysis framework…
Iterative Proportional Fitting (IPF), combined with EM, is commonly used as an algorithm for likelihood maximization in undirected graphical models. In this paper, we present two iterative algorithms that generalize upon IPF. The first one…
Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
We study the asymptotic behavior of four statistics associated with subtrees of complete graphs: the uniform probability $p_n$ that a random subtree is a spanning tree of $K_n$, the weighted probability $q_n$ (where the probability a…