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The Glivenko-Cantelli theorem states that the empirical distribution function converges uniformly almost surely to the theoretical distribution for a random variable $X \in \mathbb{R}$. This is an important result because it establishes the…

概率论 · 数学 2021-10-27 Daniel Salnikov

This paper extends the concept of informative selection, population distribution and sample distribution to a spatial process context. These notions were first defined in a context where the output of the random process of interest consists…

统计理论 · 数学 2021-03-22 Daniel Bonnery , Francesco Pantalone , M. Giovanna Ranalli

We analyze the (unconditional) distribution of a linear predictor that is constructed after a data-driven model selection step in a linear regression model. First, we derive the exact finite-sample cumulative distribution function (cdf) of…

统计理论 · 数学 2008-12-02 Hannes Leeb

In this work we derive a variant of the classic Glivenko-Cantelli Theorem, which asserts uniform convergence of the empirical Cumulative Distribution Function (CDF) to the CDF of the underlying distribution. Our variant allows for tighter…

机器学习 · 计算机科学 2017-11-07 Noga Alon , Moshe Babaioff , Yannai A. Gonczarowski , Yishay Mansour , Shay Moran , Amir Yehudayoff

We investigate Bayesian predictive inference for finite population quantities when there are unequal probabilities of selection. Only limited information about the sample design is available; i.e., only the first-order selection…

统计方法学 · 统计学 2018-04-10 Junheng Ma , Joe Sedransk , Balgobin Nandram , Lu Chen

The Glivenko--Cantelli theorem is a uniform version of the strong law of large numbers. It states that for every IID sequence of random variables, the empirical measure converges to the underlying distribution (in the sense of uniform…

Estimation of the complete distribution of a random variable is a useful primitive for both manual and automated decision making. This problem has received extensive attention in the i.i.d. setting, but the arbitrary data dependent setting…

机器学习 · 统计学 2023-03-01 Paul Mineiro , Steven R. Howard

Deployed supervised machine learning models make predictions that interact with and influence the world. This phenomenon is called performative prediction by Perdomo et al. (ICML 2020). It is an ongoing challenge to understand the influence…

机器学习 · 计算机科学 2022-02-24 Gavin Brown , Shlomi Hod , Iden Kalemaj

We study an information analogue of infinitely divisible probability distributions, where the i.i.d. sum is replaced by the joint distribution of an i.i.d. sequence. A random variable $X$ is called informationally infinitely divisible if,…

信息论 · 计算机科学 2023-07-19 Cheuk Ting Li

In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…

应用统计 · 统计学 2016-11-18 Anna Sikov

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…

统计方法学 · 统计学 2019-05-03 Sanjay Chaudhuri , Mark S. Handcock

The estimation of categorical distributions under marginal constraints summarizing some sample from a population in the most-generalizable way is key for many machine-learning and data-driven approaches. We provide a parameter-agnostic…

高能物理 - 理论 · 物理学 2023-11-17 Orestis Loukas , Ho Ryun Chung

A sender persuades a strategically naive decisionmaker (DM) by committing privately to an experiment. Sender's choice of experiment is unknown to the DM, who must form her posterior beliefs nonparametrically by applying some learning rule…

理论经济学 · 经济学 2025-11-10 Arnav Sood , James Best

How do humans respond to indirect social influence when making decisions? We analysed an experiment where subjects had to repeatedly guess the correct answer to factual questions, while having only aggregated information about the answers…

物理与社会 · 物理学 2013-02-12 Pavlin Mavrodiev , Claudio J. Tessone , Frank Schweitzer

In our modern society, people are daily confronted with an increasing amount of information of any kind. As a consequence, the attention capacities and processing abilities of individuals often saturate. People, therefore, have to select…

物理与社会 · 物理学 2010-02-23 Mehdi Moussaid , Dirk Helbing , Guy Theraulaz

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

人工智能 · 计算机科学 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

人工智能 · 计算机科学 2014-08-08 Marco Zaffalon , Marcus Hutter

The study of complex systems is limited by the fact that only few variables are accessible for modeling and sampling, which are not necessarily the most relevant ones to explain the systems behavior. In addition, empirical data typically…

数据分析、统计与概率 · 物理学 2013-11-04 Matteo Marsili , Iacopo Mastromatteo , Yasser Roudi

Parameters of sub-populations can be more relevant than super-population ones. For example, a healthcare provider may be interested in the effect of a treatment plan for a specific subset of their patients; policymakers may be concerned…

统计方法学 · 统计学 2023-03-22 Ying Jin , Dominik Rothenhäusler

Collective intelligence, which aggregates the shared information from large crowds, is often negatively impacted by unreliable information sources with the low quality data. This becomes a barrier to the effective use of collective…

社会与信息网络 · 计算机科学 2012-10-04 Guo-Jun Qi , Charu Aggarwal , Pierre Moulin , Thomas Huang
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