Related papers: Guessing probability distributions from small samp…
Given a linear dynamical system, we consider the problem of constructing an approximate system using only a subset of the sensors out of the total set such that the observability Gramian of the new system is approximately equal to that of…
The paper considers the classical Goodness of Fit test. It suggests to use the Gamma distribution for the approximation of the distribution of the Pearson statistics with unknown parameters estimated from raw data. The parameters of these…
Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…
Entropy is a fundamental property of a repertoire. Here, we present an efficient algorithm to estimate the entropy of types with the help of Zhang's estimator. The algorithm takes advantage of the fact that the number of different…
The generalized entropic measure, which is optimized by a given arbitrary distribution under the constraints on normalization of the distribution and the finite ordinary expectation value of a physical random quantity, is considered and its…
We consider the problem of estimating the probability of an observed string drawn i.i.d. from an unknown distribution. The key feature of our study is that the length of the observed string is assumed to be of the same order as the size of…
We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…
In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…
A non-parametric k-nearest neighbour based entropy estimator is proposed. It improves on the classical Kozachenko-Leonenko estimator by considering non-uniform probability densities in the region of k-nearest neighbours around each sample…
Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…
Let $X$ have a Generalized Poisson distribution with mean $kb$, where $b$ is a known constant in the unit interval and $k$ is a discrete, non-negative parameter. We show that if an uninformative uniform prior for $k$ is assumed, then the…
The relationship between three probability distributions and their maximizable entropy forms is discussed without postulating entropy property. For this purpose, the entropy I is defined as a measure of uncertainty of the probability…
We consider the following frustrated optimization problem: given a prior probability distribution $q$, find the distribution $p$ minimizing the relative entropy with respect to $q$ such that $\textrm{mean}(p)$ is fixed and large. We show…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
Graphs are widely used for describing systems made up of many interacting components and for understanding the structure of their interactions. Various statistical models exist, which describe this structure as the result of a combination…
Most convex and nonconvex clustering algorithms come with one crucial parameter: the $k$ in $k$-means. To this day, there is not one generally accepted way to accurately determine this parameter. Popular methods are simple yet theoretically…
This paper introduces a novel concept of interval probability measures that enables the representation of imprecise probabilities, or uncertainty, in a natural and coherent manner. Within an algebra of sets, we introduce a notion of weak…
In many applications of natural language processing it is necessary to determine the likelihood of a given word combination. For example, a speech recognizer may need to determine which of the two word combinations ``eat a peach'' and ``eat…
The multivariate hypergeometric distribution describes sampling without replacement from a discrete population of elements divided into multiple categories. Addressing a gap in the literature, we tackle the challenge of estimating discrete…
The word-frequency distribution of a text written by an author is well accounted for by a maximum entropy distribution, the RGF (random group formation)-prediction. The RGF-distribution is completely determined by the a priori values of the…