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We discuss optimal prediction for families of probability distributions with a locally compact topological group structure. Right-invariant priors were previously shown to yield a posterior predictive distribution minimizing the worst-case…

Statistics Theory · Mathematics 2025-08-26 Jannis Bolik , Thomas Hofmann

This paper studies the asymptotics of resampling without replacement in the proportional regime where dimension $p$ and sample size $n$ are of the same order. For a given dataset $(X,y)\in \mathbb{R}^{n\times p}\times \mathbb{R}^n$ and…

Statistics Theory · Mathematics 2026-02-04 Pierre C. Bellec , Takuya Koriyama

This paper concerns the approximation of probability measures on $\mathbf{R}^d$ with respect to the Kullback-Leibler divergence. Given an admissible target measure, we show the existence of the best approximation, with respect to this…

Probability · Mathematics 2017-06-26 Yulong Lu , Andrew M. Stuart , Hendrik Weber

Let $c, k_1,..., k_N $ be non-negative numbers, and define a measure $\mu $ in the wedge $W:= \{x\in \mathbb{R} ^N :\, x_i >0, i=1,...,N\} $ by $d\mu = e^{c|x|^2} x_1 ^{k_1}...x_N ^{k_N} \, dx $. It is shown that among all measurable…

Analysis of PDEs · Mathematics 2012-10-05 Friedemann Brock , Francesco Chiacchio , Anna Mercaldo

Let $\{X_i\}_{i=1}^{\infty}$ be a sequence of independent copies of a random vector $X$ in $\mathbb{R}^n$. We revisit the question to determine the asymptotic shape of the random polytope $K_N={\rm conv}\{X_1,\ldots ,X_N\}$ where $N>n$. We…

Metric Geometry · Mathematics 2025-08-22 Minas Pafis , Natalia Tziotziou

We study the problem of partitioning a small sample of $n$ individuals from a mixture of $k$ product distributions over a Boolean cube $\{0, 1\}^K$ according to their distributions. Each distribution is described by a vector of allele…

Machine Learning · Computer Science 2008-02-21 Shuheng Zhou

We study the fair k-set selection problem where we aim to select $k$ sets from a given set system such that the (weighted) occurrence times that each element appears in these $k$ selected sets are balanced, i.e., the maximum (weighted)…

Data Structures and Algorithms · Computer Science 2025-05-20 Shi Li , Chenyang Xu , Ruilong Zhang

Works, briefly surveyed here, are concerned with two basic methods: Maximum Probability and Bayesian Maximum Probability; as well as with their asymptotic instances: Relative Entropy Maximization and Maximum Non-parametric Likelihood.…

Statistics Theory · Mathematics 2008-04-25 M. Grendar

Coresets are one of the central methods to facilitate the analysis of large data sets. We continue a recent line of research applying the theory of coresets to logistic regression. First, we show a negative result, namely, that no strongly…

Data Structures and Algorithms · Computer Science 2021-03-09 Alexander Munteanu , Chris Schwiegelshohn , Christian Sohler , David P. Woodruff

In many practical situations we would like to estimate the covariance matrix of a set of variables from an insufficient amount of data. More specifically, if we have a set of $N$ independent, identically distributed measurements of an $M$…

Probability · Mathematics 2010-10-05 Thomas L. Marzetta , Gabriel H. Tucci , Steven H. Simon

This paper considers the problem of cardinality estimation in data stream applications. We present a statistical analysis of probabilistic counting algorithms, focusing on two techniques that use pseudo-random variates to form…

Computation · Statistics 2012-11-20 Peter Clifford , Ioana A. Cosma

Let $G(n,c/n)$ and $G_r(n)$ be an $n$-node sparse random graph and a sparse random $r$-regular graph, respectively, and let ${\cal I}(n,r)$ and ${\cal I}(n,c)$ be the sizes of the largest independent set in $G(n,c/n)$ and $G_r(n)$. The…

Probability · Mathematics 2007-05-23 David Gamarnik , Tomasz Nowicki , Grzegorz Swirscsz

Bialek, Callan and Strong have recently given a solution of the problem of determining a continuous probability distribution from a finite set of experimental measurements by formulating it as a one-dimensional quantum field theory. This…

High Energy Physics - Theory · Physics 2009-10-30 Vipul Periwal

A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these nominal distributions are themselves estimated from data,…

Optimization and Control · Mathematics 2019-10-18 Viet Anh Nguyen , Soroosh Shafieezadeh-Abadeh , Man-Chung Yue , Daniel Kuhn , Wolfram Wiesemann

We investigate a clustering problem with data from a mixture of Gaussians that share a common but unknown, and potentially ill-conditioned, covariance matrix. We start by considering Gaussian mixtures with two equally-sized components and…

Machine Learning · Statistics 2021-11-30 Damek Davis , Mateo Díaz , Kaizheng Wang

Many randomized approximation algorithms operate by giving a procedure for simulating a random variable $X$ which has mean $\mu$ equal to the target answer, and a relative standard deviation bounded above by a known constant $c$. Examples…

Computation · Statistics 2019-08-16 Mark Huber

We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…

Data Structures and Algorithms · Computer Science 2015-08-25 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin

A family X of sets is said to be intersecting if any two members of X have non-empty intersection. It is a well-known and simple fact that an intersecting family of subsets of [n]={1,2,...,n} can contain at most 2^(n-1) sets. Katona, Katona…

Combinatorics · Mathematics 2011-08-17 Paul A. Russell

We consider nonparametric Bayesian estimation inference using a rescaled smooth Gaussian field as a prior for a multidimensional function. The rescaling is achieved using a Gamma variable and the procedure can be viewed as choosing an…

Statistics Theory · Mathematics 2009-08-26 A. W. van der Vaart , J. H. van Zanten

We give a conjecture for the expected value of the optimal k-assignment in an m x n-matrix, where the entries are all exp(1)-distributed random variables or zeros. We prove this conjecture in the case there is a zero-cost $k-1$-assignment.…

Combinatorics · Mathematics 2007-05-23 Svante Linusson , Johan Waestlund