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Obtaining an accurate estimate of the underlying covariance matrix from finite sample size data is challenging due to sample size noise. In recent years, sophisticated covariance-cleaning techniques based on random matrix theory have been…

Computation · Statistics 2024-11-11 Christian Bongiorno , Lamia Lamrani

We develop general methods to obtain fast (polynomial time) estimates of the cardinality of a combinatorially defined set via solving some randomly generated optimization problems on the set. Geometrically, we estimate the cardinality of a…

Combinatorics · Mathematics 2007-05-23 Alexander Barvinok , Alex Samorodnitsky

We present a simple algorithm that estimates the cardinality $n$ of a set $V$ when allowed to sample elements of $V$ uniformly and independently at random. Our algorithm with probability $(1-\delta)$ returns a $(1\pm\epsilon)-$approximation…

Discrete Mathematics · Computer Science 2018-04-13 Marco Bressan , Enoch Peserico , Luca Pretto

Cardinality estimation is the task of approximating the number of distinct elements in a large dataset with possibly repeating elements. LogLog and HyperLogLog (c.f. Durand and Flajolet [ESA 2003], Flajolet et al. [Discrete Math Theor.…

Data Structures and Algorithms · Computer Science 2020-08-19 Aleksander Łukasiewicz , Przemysław Uznański

We construct neural network regression models to predict key metrics of complexity for Gr\"obner bases of binomial ideals. This work illustrates why predictions with neural networks from Gr\"obner computations are not a straightforward…

Commutative Algebra · Mathematics 2025-08-28 Shahrzad Jamshidi , Eric Kang , Sonja Petrović

Cardinality estimation algorithms receive a stream of elements whose order might be arbitrary, with possible repetitions, and return the number of distinct elements. Such algorithms usually seek to minimize the required storage and…

Data Structures and Algorithms · Computer Science 2015-08-26 Reuven Cohen , Liran Katzir , Aviv Yehezkel

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

Estimating the Kullback-Leibler (KL) divergence between random variables is a fundamental problem in statistical analysis. For continuous random variables, traditional information-theoretic estimators scale poorly with dimension and/or…

Machine Learning · Computer Science 2025-10-08 Mikil Foss , Andrew Lamperski

We consider optimal sequential allocation in the context of the so-called stochastic multi-armed bandit model. We describe a generic index policy, in the sense of Gittins [J. R. Stat. Soc. Ser. B Stat. Methodol. 41 (1979) 148-177], based on…

Accelerated algorithms for maximum likelihood image reconstruction are essential for emerging applications such as 3D tomography, dynamic tomographic imaging, and other high dimensional inverse problems. In this paper, we introduce and…

Computation · Statistics 2012-01-31 Stéphane Chrétien , Alfred O. Hero

Proper scoring rules evaluate the quality of probabilistic predictions, playing an essential role in the pursuit of accurate and well-calibrated models. Every proper score decomposes into two fundamental components -- proper calibration…

Machine Learning · Computer Science 2023-12-15 Teodora Popordanoska , Sebastian G. Gruber , Aleksei Tiulpin , Florian Buettner , Matthew B. Blaschko

The problem of predicting a sequence $x_1,x_2,...$ generated by a discrete source with unknown statistics is considered. Each letter $x_{t+1}$ is predicted using information on the word $x_1x_2... x_t$ only. In fact, this problem is a…

Information Theory · Computer Science 2009-09-29 Boris Ryabko , Jaakko Astola

After reviewing unnormalized and normalized information distances based on incomputable notions of Kolmogorov complexity, we discuss how Kolmogorov complexity can be approximated by data compression algorithms. We argue that optimal…

Computational Complexity · Computer Science 2007-05-23 Alexei Kaltchenko

This paper introduces an estimator of the relative directed distance between an estimated model and the true model, based on the Kulback-Leibler divergence and is motivated by the generalized information criterion proposed by Konishi and…

Methodology · Statistics 2014-03-06 Antonino Abbruzzo , Ivan Vujačić , Ernst Wit , Angelo M. Mineo

An efficient algorithm for the determination of Bayesian optimal discriminating designs for competing regression models is developed, where the main focus is on models with general distributional assumptions beyond the "classical" case of…

Computation · Statistics 2015-08-04 Holger Dette , Roman Guchenko , Viatcheslav B. Melas

The problem of filtering information from large correlation matrices is of great importance in many applications. We have recently proposed the use of the Kullback-Leibler distance to measure the performance of filtering algorithms in…

Data Analysis, Statistics and Probability · Physics 2008-12-02 M. Tumminello , F. Lillo , R. N. Mantegna

Probabilistic algorithms are applied to prove theorems about the finite general linear and unitary groups which are typically proved by techniques such as character theory and Moebius inversion. Among the theorems studied are Steinberg's…

Group Theory · Mathematics 2007-05-23 Jason Fulman

Flow cardinality estimation is the problem of estimating the number of distinct elements in a data flow, often with a stringent memory constraint. It has wide applications in network traffic measurement and in database systems. The virtual…

Information Theory · Computer Science 2018-12-10 Zeyu Zhou

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

This paper introduces a novel algorithm for cardinality, i.e., the number of nodes, estimation in large scale anonymous graphs using statistical inference methods. Applications of this work include estimating the number of sensor devices,…

Information Theory · Computer Science 2015-08-21 Ahmed Douik , Salah A. Aly , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini
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