We study the problem of generating a hyperplane tessellation of an arbitrary set $T$ in $\mathbb{R}^n$, ensuring that the Euclidean distance between any two points corresponds to the fraction of hyperplanes separating them up to a pre-specified error $\delta$. We focus on random gaussian tessellations with uniformly distributed shifts and derive sharp bounds on the number of hyperplanes $m$ that are required. Surprisingly, our lower estimates falsify the conjecture that $m\sim \ell_*^2(T)/\delta^2$, where $\ell_*^2(T)$ is the gaussian width of $T$, is optimal.
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In a sports competition, a team might lose a powerful incentive to exert full effort if its final rank does not depend on the outcome of the matches still to be played. Therefore, the organiser should reduce the probability of such a situation to the extent possible. Our paper provides a classification scheme to identify these weakly (where one team is indifferent) or strongly (where both teams are indifferent) stakeless games. A statistical model is estimated to simulate the UEFA Champions League groups and compare the candidate schedules used in the 2021/22 season according to the competitiveness of the matches played in the last round(s). The option followed in four of the eight groups is found to be optimal under a wide set of parameters. Minimising the number of strongly stakeless matches is verified to be a likely goal in the computer draw of the fixture that remains hidden from the public.
Covariance estimation for matrix-valued data has received an increasing interest in applications. Unlike previous works that rely heavily on matrix normal distribution assumption and the requirement of fixed matrix size, we propose a class of distribution-free regularized covariance estimation methods for high-dimensional matrix data under a separability condition and a bandable covariance structure. Under these conditions, the original covariance matrix is decomposed into a Kronecker product of two bandable small covariance matrices representing the variability over row and column directions. We formulate a unified framework for estimating bandable covariance, and introduce an efficient algorithm based on rank one unconstrained Kronecker product approximation. The convergence rates of the proposed estimators are established, and the derived minimax lower bound shows our proposed estimator is rate-optimal under certain divergence regimes of matrix size. We further introduce a class of robust covariance estimators and provide theoretical guarantees to deal with heavy-tailed data. We demonstrate the superior finite-sample performance of our methods using simulations and real applications from a gridded temperature anomalies dataset and a S&P 500 stock data analysis.
We study the problem of testing whether a function $f: \mathbb{R}^n \to \mathbb{R}$ is a polynomial of degree at most $d$ in the \emph{distribution-free} testing model. Here, the distance between functions is measured with respect to an unknown distribution $\mathcal{D}$ over $\mathbb{R}^n$ from which we can draw samples. In contrast to previous work, we do not assume that $\mathcal{D}$ has finite support. We design a tester that given query access to $f$, and sample access to $\mathcal{D}$, makes $(d/\varepsilon)^{O(1)}$ many queries to $f$, accepts with probability $1$ if $f$ is a polynomial of degree $d$, and rejects with probability at least $2/3$ if every degree-$d$ polynomial $P$ disagrees with $f$ on a set of mass at least $\varepsilon$ with respect to $\mathcal{D}$. Our result also holds under mild assumptions when we receive only a polynomial number of bits of precision for each query to $f$, or when $f$ can only be queried on rational points representable using a logarithmic number of bits. Along the way, we prove a new stability theorem for multivariate polynomials that may be of independent interest.
In this paper, we introduce reduced-bias estimators for the estimation of the tail index of a Pareto-type distribution. This is achieved through the use of a regularised weighted least squares with an exponential regression model for log-spacings of top order statistics. The asymptotic properties of the proposed estimators are investigated analytically and found to be asymptotically unbiased, consistent and normally distributed. Also, the finite sample behaviour of the estimators are studied through a simulations theory. The proposed estimators were found to yield low bias and MSE. In addition, the proposed estimators are illustrated through the estimation of the tail index of the underlying distribution of claims from the insurance industry.
The Korkine--Zolotareff (KZ) reduction, and its generalisations, are widely used lattice reduction strategies in communications and cryptography. The KZ constant and Schnorr's constant were defined by Schnorr in 1987. The KZ constant can be used to quantify some useful properties of KZ reduced matrices. Schnorr's constant can be used to characterize the output quality of his block $2k$-reduction and is used to define his semi block $2k$-reduction, which was also developed in 1987. Hermite's constant, which is a fundamental constant lattices, has many applications, such as bounding the length of the shortest nonzero lattice vector and the orthogonality defect of lattices. Rankin's constant was introduced by Rankin in 1953 as a generalization of Hermite's constant. It plays an important role in characterizing the output quality of block-Rankin reduction, proposed by Gama et al. in 2006. In this paper, we first develop a linear upper bound on Hermite's constant and then use it to develop an upper bound on the KZ constant. These upper bounds are sharper than those obtained recently by the authors, and the ratio of the new linear upper bound to the nonlinear upper bound, developed by Blichfeldt in 1929, on Hermite's constant is asymptotically 1.0047. Furthermore, we develop lower and upper bounds on Schnorr's constant. The improvement to the lower bound over the sharpest existing one developed by Gama et al. is around 1.7 times asymptotically, and the improvement to the upper bound over the sharpest existing one which was also developed by Gama et al. is around 4 times asymptotically. Finally, we develop lower and upper bounds on Rankin's constant. The improvements of the bounds over the sharpest existing ones, also developed by Gama et al., are exponential in the parameter defining the constant.
Let $X^{(n)}$ be an observation sampled from a distribution $P_{\theta}^{(n)}$ with an unknown parameter $\theta,$ $\theta$ being a vector in a Banach space $E$ (most often, a high-dimensional space of dimension $d$). We study the problem of estimation of $f(\theta)$ for a functional $f:E\mapsto {\mathbb R}$ of some smoothness $s>0$ based on an observation $X^{(n)}\sim P_{\theta}^{(n)}.$ Assuming that there exists an estimator $\hat \theta_n=\hat \theta_n(X^{(n)})$ of parameter $\theta$ such that $\sqrt{n}(\hat \theta_n-\theta)$ is sufficiently close in distribution to a mean zero Gaussian random vector in $E,$ we construct a functional $g:E\mapsto {\mathbb R}$ such that $g(\hat \theta_n)$ is an asymptotically normal estimator of $f(\theta)$ with $\sqrt{n}$ rate provided that $s>\frac{1}{1-\alpha}$ and $d\leq n^{\alpha}$ for some $\alpha\in (0,1).$ We also derive general upper bounds on Orlicz norm error rates for estimator $g(\hat \theta)$ depending on smoothness $s,$ dimension $d,$ sample size $n$ and the accuracy of normal approximation of $\sqrt{n}(\hat \theta_n-\theta).$ In particular, this approach yields asymptotically efficient estimators in some high-dimensional exponential models.
One of the most important problems in system identification and statistics is how to estimate the unknown parameters of a given model. Optimization methods and specialized procedures, such as Empirical Minimization (EM) can be used in case the likelihood function can be computed. For situations where one can only simulate from a parametric model, but the likelihood is difficult or impossible to evaluate, a technique known as the Two-Stage (TS) Approach can be applied to obtain reliable parametric estimates. Unfortunately, there is currently a lack of theoretical justification for TS. In this paper, we propose a statistical decision-theoretical derivation of TS, which leads to Bayesian and Minimax estimators. We also show how to apply the TS approach on models for independent and identically distributed samples, by computing quantiles of the data as a first step, and using a linear function as the second stage. The proposed method is illustrated via numerical simulations.
A string $w$ is called a minimal absent word (MAW) for another string $T$ if $w$ does not occur (as a substring) in $T$ and any proper substring of $w$ occurs in $T$. State-of-the-art data structures for reporting the set $\mathsf{MAW}(T)$ of MAWs from a given string $T$ of length $n$ require $O(n)$ space, can be built in $O(n)$ time, and can report all MAWs in $O(|\mathsf{MAW}(T)|)$ time upon a query. This paper initiates the problem of computing MAWs from a compressed representation of a string. In particular, we focus on the most basic compressed representation of a string, run-length encoding (RLE), which represents each maximal run of the same characters $a$ by $a^p$ where $p$ is the length of the run. Let $m$ be the RLE-size of string $T$. After categorizing the MAWs into five disjoint sets $\mathcal{M}_1$, $\mathcal{M}_2$, $\mathcal{M}_3$, $\mathcal{M}_4$, $\mathcal{M}_5$ using RLE, we present matching upper and lower bounds for the number of MAWs in $\mathcal{M}_i$ for $i = 1,2,4,5$ in terms of RLE-size $m$, except for $\mathcal{M}_3$ whose size is unbounded by $m$. We then present a compact $O(m)$-space data structure that can report all MAWs in optimal $O(|\mathsf{MAW}(T)|)$ time.
We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting directions. Then we give a new information-theoretic proof of a finite version of de Finetti's classical representation theorem for finite-valued random variables. We derive an upper bound on the relative entropy between the distribution of the first $k$ in a sequence of $n$ exchangeable random variables, and an appropriate mixture over product distributions. The mixing measure is characterised as the law of the empirical measure of the original sequence, and de Finetti's result is recovered as a corollary. The proof is nicely motivated by the Gibbs conditioning principle in connection with statistical mechanics, and it follows along an appealing sequence of steps. The technical estimates required for these steps are obtained via the use of a collection of combinatorial tools known within information theory as `the method of types.'
Recent contrastive representation learning methods rely on estimating mutual information (MI) between multiple views of an underlying context. E.g., we can derive multiple views of a given image by applying data augmentation, or we can split a sequence into views comprising the past and future of some step in the sequence. Contrastive lower bounds on MI are easy to optimize, but have a strong underestimation bias when estimating large amounts of MI. We propose decomposing the full MI estimation problem into a sum of smaller estimation problems by splitting one of the views into progressively more informed subviews and by applying the chain rule on MI between the decomposed views. This expression contains a sum of unconditional and conditional MI terms, each measuring modest chunks of the total MI, which facilitates approximation via contrastive bounds. To maximize the sum, we formulate a contrastive lower bound on the conditional MI which can be approximated efficiently. We refer to our general approach as Decomposed Estimation of Mutual Information (DEMI). We show that DEMI can capture a larger amount of MI than standard non-decomposed contrastive bounds in a synthetic setting, and learns better representations in a vision domain and for dialogue generation.
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