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We show that the absolute value of the determinant of a matrix with random independent (but not necessarily iid) entries is strongly concentrated around its mean. As an application, we show that the Godsil-Gutman and Barvinok estimators for…

Probability · Mathematics 2015-07-16 Kevin P. Costello , Van Vu

Generalised Probabilistic Theories (GPTs) provide a unifying framework encompassing classical theories, quantum theories, as well as hypothetical alternatives. We investigate the problem of extending a system with a finite set of…

Quantum Physics · Physics 2026-03-17 Serge Massar

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…

Statistics Theory · Mathematics 2008-10-10 T. Royen

The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong…

Statistics Theory · Mathematics 2024-10-14 Pietro Coretto , Christian Hennig

An important question for a probabilistic program is whether the probability mass of all its diverging runs is zero, that is that it terminates "almost surely". Proving that can be hard, and this paper presents a new method for doing so; it…

Programming Languages · Computer Science 2017-12-27 Annabelle McIver , Carroll Morgan , Benjamin Lucien Kaminski , Joost-Pieter Katoen

Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…

Machine Learning · Computer Science 2025-08-08 Amichai Painsky

In the high dimensional Stochastic Blockmodel for a random network, the number of clusters (or blocks) K grows with the number of nodes N. Two previous studies have examined the statistical estimation performance of spectral clustering and…

Statistics Theory · Mathematics 2013-08-02 Karl Rohe , Tai Qin , Haoyang Fan

It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…

Methodology · Statistics 2015-05-08 Gordon J Ross

The total variation distance is a core statistical distance between probability measures that satisfies the metric axioms, with value always falling in $[0,1]$. This distance plays a fundamental role in machine learning and signal…

Machine Learning · Computer Science 2018-07-02 Frank Nielsen , Ke Sun

We consider moderately trimmed sums of non-negative i.i.d. random variables. We show that for every distribution function there exists a proper moderate trimming such that for the trimmed sum a non-trivial strong law of large numbers holds.…

Probability · Mathematics 2019-05-23 Marc Kesseböhmer , Tanja Schindler

This paper develops an intuitive concept of perfect dependence between two variables of which at least one has a nominal scale. Perfect dependence is attainable for all marginal distributions. It furthermore proposes a set of dependence…

Methodology · Statistics 2026-02-05 Jan-Lukas Wermuth

Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

In many empirical studies of a large two-sided matching market (such as in a college admissions problem), the researcher performs statistical inference under the assumption that they observe a random sample from a large matching market. In…

Econometrics · Economics 2024-04-02 Jacob Schwartz , Kyungchul Song

We probabilistically analyze the performance of the arithmetic coding algorithm under a probability model for binary data in which a message is received by a coder from a source emitting independent equally distributed bits, with 1…

Data Structures and Algorithms · Computer Science 2025-02-18 Hosam M. Mahmoud , Hans J. Rivertz

The most fundamental problem in statistics is the inference of an unknown probability distribution from a finite number of samples. For a specific observed data set, answers to the following questions would be desirable: (1) Estimation:…

Statistics Theory · Mathematics 2013-01-23 Ali Kinkhabwala

We consolidate two widely believed conjectures about tautologies -- no optimal proof system exists, and most require superpolynomial size proofs in any system -- into a $p$-isomorphism-invariant condition satisfied by all paddable…

Computational Complexity · Computer Science 2022-07-21 Hunter Monroe

Suppose we have a memory storing $0$s and $1$s and we want to estimate the frequency of $1$s by sampling. We want to do this I/O-efficiently, exploiting that each read gives a block of $B$ bits at unit cost; not just one bit. If the input…

Data Structures and Algorithms · Computer Science 2024-10-21 Shyam Narayanan , Václav Rozhoň , Jakub Tětek , Mikkel Thorup

For a given distribution, learning algorithm, and performance metric, the rate of convergence (or data-scaling law) is the asymptotic behavior of the algorithm's test performance as a function of number of train samples. Many learning…

Machine Learning · Computer Science 2021-11-10 Preetum Nakkiran

Comparison of two univariate distributions based on independent samples from them is a fundamental problem in statistics, with applications in a wide variety of scientific disciplines. In many situations, we might hypothesize that the two…

Methodology · Statistics 2021-07-08 Ted Westling , Kevin J. Downes , Dylan S. Small

We consider the problem of estimating the parameters of a supercritical controlled branching process consistently from a single observed trajectory of population size counts. Our goal is to establish which parameters can and cannot be…

Probability · Mathematics 2025-08-19 Peter Braunsteins , Sophie Hautphenne , James Kerlidis