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Related papers: Strong Consistency of the Good-Turing Estimator

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Turing's estimator allows one to estimate the probabilities of outcomes that either do not appear or only rarely appear in a given random sample. We perform a simulation study to understand the finite sample performance of several related…

Statistics Theory · Mathematics 2025-03-19 Jie Chang , Michael Grabchak , Jialin Zhang

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

Applications · Statistics 2014-12-31 Alexis Bienvenüe , Christian Y. Robert

In the context of a species sampling problem we discuss a non-parametric maximum likelihood estimator for the underlying probability mass function. The estimator is known in the computer science literature as the high profile estimator. We…

Statistics Theory · Mathematics 2018-01-12 Dragi Anevski , Richard D. Gill , Stefan Zohren

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

The problem of guessing subject to distortion is considered, and the performance of randomized guessing strategies is investigated. A one-shot achievability bound on the guessing moment (i.e., moment of the number of required queries) is…

Information Theory · Computer Science 2021-05-27 Shigeaki Kuzuoka

We study the probability of Boolean functions with small max influence to become constant under random restrictions. Let $f$ be a Boolean function such that the variance of $f$ is $\Omega(1)$ and all its individual influences are bounded by…

Computational Complexity · Computer Science 2022-08-19 Ronen Eldan , Avi Wigderson , Pei Wu

We present a general approach to the problem of determining the asymptotic order of the variance of the optimal score between two independent random sequences defined over an arbitrary finite alphabet. Our general approach is based on…

Probability · Mathematics 2012-11-22 Jüri Lember , Heinrich Matzinger , Felipe Torres

Consider two random strings having the same length and generated by an iid sequence taking its values uniformly in a fixed finite alphabet. Artificially place a long constant block into one of the strings, where a constant block is a…

Probability · Mathematics 2014-01-31 S. Amsalu , C. Houdré , H. Matzinger

We propose a new abstract formalism for probabilistic timed systems, Parametric Interval Probabilistic Timed Automata, based on an extension of Parametric Timed Automata and Interval Markov Chains. In this context, we consider the…

Formal Languages and Automata Theory · Computer Science 2019-06-13 Étienne André , Benoît Delahaye , Paulin Fournier

The last success problem is an optimal stopping problem that aims to maximize the probability of stopping on the last success in a sequence of independent $n$ Bernoulli trials. In the classical setting where complete information about the…

Probability · Mathematics 2024-07-24 Toru Yoshinaga , Yasushi Kawase

We consider randomized dynamics over the $n$-simplex, where at each step a random set, or block, of coordinates is evenly averaged. When all blocks have size 2, this reduces to the repeated averages studied in [CDSZ22], a version of the…

Probability · Mathematics 2024-07-24 Pietro Caputo , Matteo Quattropani , Federico Sau

Since many real-world problems arising in the fields of compiler optimisation, automated software engineering, formal proof systems, and so forth are equivalent to the Halting Problem--the most notorious undecidable problem--there is a…

Information Theory · Computer Science 2007-07-13 Cristian S. Calude , Michael A. Stay

The random percolation model can be viewed as the dual of a well defined confining gauge theory; since this theory, having no Monte Carlo dynamics at all, is simple to simulate, it is possible to study the properties of the flux tube with…

High Energy Physics - Lattice · Physics 2009-04-14 Pietro Giudice , Ferdinando Gliozzi , Stefano Lottini

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

Data Analysis, Statistics and Probability · Physics 2016-09-08 O. V. Usatenko , V. A. Yampol'skii , K. E. Kechedzhy , S. S. Mel'nyk

In this article we discuss estimation of the common variance of several normal populations with tree order restricted means. We discuss the asymptotic properties of the maximum likelihood estimator of the variance as the number of…

Statistics Theory · Mathematics 2014-07-24 Antar Bandyopadhyay , Sanjay Chaudhuri

In multiple classification, one aims to determine whether a testing sequence is generated from the same distribution as one of the M training sequences or not. Unlike most of existing studies that focus on discrete-valued sequences with…

Machine Learning · Statistics 2024-10-30 Lina Zhu , Lin Zhou

Given a random process $x(\tau)$ which undergoes stochastic resetting at a constant rate $r$ to a position drawn from a distribution ${\cal P}(x)$, we consider a sequence of dynamical observables $A_1, \dots, A_n$ associated to the…

Statistical Mechanics · Physics 2023-06-08 Naftali R. Smith , Satya N. Majumdar , Gregory Schehr

In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…

Probability · Mathematics 2021-03-29 Markus Bibinger

The Gumbel-Softmax probability distribution allows learning discrete tokens in generative learning, while the Gumbel-Argmax probability distribution is useful in learning discrete structures in discriminative learning. Despite the efforts…

Machine Learning · Computer Science 2024-06-05 Hedda Cohen Indelman , Tamir Hazan

Quantum theory is formulated as the only consistent way to manipulate probability amplitudes. The crucial ingredient is a consistency constraint: if there are two different ways to compute an amplitude the two answers must agree. This…

Quantum Physics · Physics 2016-09-08 Ariel Caticha
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