Related papers: Evasion and prediction IV: Fragments of constant p…

Let $\mathfrak{e}^\mathsf{const}_2$ be the constant evasion number, that is, the size of the least family $F\subseteq{}^{\omega}2$ of reals such that for each predictor $\pi\colon {}^{<\omega}2\to 2$ there is $x\in F$ which is not…

Using the concept of constant evasion to different sorts of suitable binary relations, we establish many cardinal invariants derived from the established cardinal invariants $\mathfrak{e}^\mathrm{const}_{n}$ and…

In prediction problems with more predictors than observations, it can sometimes be helpful to use a joint probability model, $\pi(Y,X)$, rather than a purely conditional model, $\pi(Y \mid X)$, where $Y$ is a scalar response variable and…

In the framework of the Standard Model the probability (and time) of pi --> K transitions (oscillations) are computed. These transitions are virtual ones since masses of pi and K mesons differ considerably. These transitions (oscillations)…

Let {\mathbb{V} = V x R^l : V \in G(n-l,m-l)} be the family of m-dimensional subspaces of R^n containing {0} x R^l, and let \pi_{\mathbb{V}} : R^n --> \mathbb{V} be the orthogonal projection onto \mathbb{V}. We prove that the mapping V…

Let $k$ be a field, let $G$ be a reductive group, and let $V$ be a linear representation of $G$. Let $V//G = Spec(Sym(V^*))^G$ denote the geometric quotient and let $\pi: V \to V//G$ denote the quotient map. Arithmetic invariant theory…

We study the continuity properties of trajectories for some random series of functions $\sum a\_kf(\alpha X\_k(\omega))$ where $a\_k$ is a complex sequence, $X\_k$ a sequence of real independent random variables, $f$ is a real valued…

We introduce a kind of "perturbation" for the Li-Keiper coefficients around the Koebe function (the K function) and establish a closed system of Equations for the Li-Keiper coefficients. We then check the correctness of some of the many…

Prediction, where observed data is used to quantify uncertainty about a future observation, is a fundamental problem in statistics. Prediction sets with coverage probability guarantees are a common solution, but these do not provide…

We consider random sub-graphs of a fixed graph $G=(V,E)$ with large minimum degree. We fix a positive integer $k$ and let $G_k$ be the random sub-graph where each $v\in V$ independently chooses $k$ random neighbors, making $kn$ edges in…

Any (measurable) function $K$ from $\mathbb{R}^n$ to $\mathbb{R}$ defines an operator $\mathbf{K}$ acting on random variables $X$ by $\mathbf{K}(X)=K(X_1, \ldots, X_n)$, where the $X_j$ are independent copies of $X$. The main result of this…

We show that various aspects of k-automatic sequences -- such as having an unbordered factor of length n -- are both decidable and effectively enumerable. As a consequence it follows that many related sequences are either k-automatic or…

For $k\geq 1$ an integer and $x\geq 1$ a real number, let $\pi_k(x)$ be the number of integers smaller than $x$ having exactly $k$ distinct prime divisors. Building on recent work of Matom\"aki and Radziwi\l\l, we investigate the asymptotic…

Given a probability distribution in R^n with general (non-white) covariance, a classical estimator of the covariance matrix is the sample covariance matrix obtained from a sample of N independent points. What is the optimal sample size N =…

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

We consider a class of real numbers, a subset of irrational numbers and certain mathematical constants, for which the elements in the simple continued fraction appears to be random. As an illustrative example, one can consider $\pi = \{x_0,…

Suppose that $X_1,X_2,\ldots$ are a stream of independent, identically distributed Poisson random variables with mean $\mu$. This work presents a new estimate $\mu_k$ for $\mu$ with the property that the distribution of the relative error…

Let $\pi_n$ be a uniformly chosen random permutation on $[n]$. Using an analysis of the probability that two overlapping consecutive $k$-permutations are order isomorphic, the authors of a recent paper showed that the expected number of…

In this paper we propose an optimal predictor of a random variable that has either an infinite mean or an infinite variance. The method consists of transforming the random variable such that the transformed variable has a finite mean and…

Observer-invariance is regarded as a minimum requirement for an appropriate definition and derived systematically from a spacetime setting, where observer-invariance is a special case of a covariance principle and covered by Ricci-calculus.…