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We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smooth (in some precise sense) with respect…

Machine Learning · Computer Science 2026-04-28 Michal Valko , Alexandra Carpentier , Rémi Munos

Starting from the observation of the real trading activity, we propose a model of a stockmarket simulating all the typical phases taking place in a stock exchange. We show that there is no need of several classes of agents once one has…

Condensed Matter · Physics 2009-10-31 Lorenzo Matassini , Fabio Franci

Few people use the probability theory in order to achieve image segmentation with snake models. In this article, we are presenting an active contour algorithm based on a probability approach inspired by A. Blake work and P.…

Image and Video Processing · Electrical Eng. & Systems 2024-11-15 Jérôme Gilles , Bertrand Collin

Simon's problem asks the following: determine if a function $f: \{0,1\}^n \rightarrow \{0,1\}^n$ is one-to-one or if there exists a unique $s \in \{0,1\}^n$ such that $f(x) = f(x \oplus s)$ for all $x \in \{0,1\}^n$, given the promise that…

Quantum Physics · Physics 2019-01-04 Joran van Apeldoorn , Sander Gribling

We study maps of the unit interval whose graph is made up of two increasing segments and which are injective in an extended sense. Such maps $f_{\p}$ are parametrized by a quintuple $\p$ of real numbers satisfying inequations. Viewing…

Dynamical Systems · Mathematics 2022-12-22 José Pedro Gaivao , Michel Laurent , Arnaldo Nogueira

We describe a simple Monte Carlo method for estimating $\pi$ by tossing a coin. Although the underlying Catalan-number series identities appear implicitly in the probability theory literature, the interpretation of $\frac{\pi}{4}$ presented…

Probability · Mathematics 2026-03-11 Jim Propp

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…

Statistics Theory · Mathematics 2022-11-22 Leonardo Cella , Ryan Martin

In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under…

Methodology · Statistics 2024-08-14 Vladimir Vovk , Ruodu Wang

The well-know needle experiment of Buffon can be regarded as an analog (i.e., continuous) device that stochastically "computes" the number 2/pi ~ 0.63661, which is the experiment's probability of success. Generalizing the experiment and…

Probability · Mathematics 2010-12-10 Philippe Flajolet , Maryse Pelletier , Michele Soria

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger

Financial time series have been investigated to follow fat-tailed distributions. Further, an empirical probability distribution sometimes shows cut-off shapes on its tails. To describe this stylized fact, we incorporate the cut-off effect…

Statistical Finance · Quantitative Finance 2019-06-26 Yusuke Uchiyama , Takanori Kadoya

The Sinc approximation is a function approximation formula that attains exponential convergence for rapidly decaying functions defined on the whole real axis. Even for other functions, the Sinc approximation works accurately when combined…

Numerical Analysis · Computer Science 2022-03-04 Tomoaki Okayama

For the pedestrian observer, financial markets look completely random with erratic and uncontrollable behavior. To a large extend, this is correct. At first approximation the difference between real price changes and the random walk model…

Statistical Finance · Quantitative Finance 2011-08-22 Laurent Schoeffel

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

Probabilistic graphical models have emerged as a powerful modeling tool for several real-world scenarios where one needs to reason under uncertainty. A graphical model's partition function is a central quantity of interest, and its…

Artificial Intelligence · Computer Science 2021-05-25 Durgesh Agrawal , Yash Pote , Kuldeep S Meel

The following work is written in easy language for college level students. It shows how the first digit probabilities of a group of continuous real-valued functions can be calculated. Thus, examples explaining how the probabilities are…

History and Overview · Mathematics 2021-03-15 Irina Pashchenko

In a multifidelity setting, data are available under the same conditions from two (or more) sources, e.g. computer codes, one being lower-fidelity but computationally cheaper, and the other higher-fidelity and more expensive. This work…

Methodology · Statistics 2024-09-25 Minji Kim , Kevin O'Connor , Vladas Pipiras , Themistoklis Sapsis

Consider the following probability puzzle: A fair coin is flipped n times. For each HT in the resulting sequence, Bob gets a point, and for each HH Alice gets a point. Who is more likely to win? We provide a proof that Bob wins more often…

Combinatorics · Mathematics 2024-05-28 Simon Segert

The Moran process on graphs is a popular model to study the dynamics of evolution in a spatially structured population. Exact analytical solutions for the fixation probability and time of a new mutant have been found for only a few classes…

Populations and Evolution · Quantitative Biology 2016-11-14 Laura Hindersin , Marius Möller , Arne Traulsen , Benedikt Bauer

We consider solutions to so-called stochastic fixed point equation $R \stackrel{d}{=} \Psi(R)$, where $\Psi $ is a random Lipschitz function and $R$ is a random variable independent of $\Psi$. Under the assumption that $\Psi$ can be…

Probability · Mathematics 2017-06-14 Ewa Damek , Piotr Dyszewski