A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Given n samples from a population of individuals belonging to different types with unknown proportions, how do we estimate the probability of discovering a new type at the (n+1)-th draw? This is a classical problem in statistics, commonly referred to as the missing mass estimation problem. Recent results by Ohannes…
GT estimator shows convergence for Markov samples, improving i.i.d. results.
problem Estimating missing mass in Markov samples.
method Analyzed convergence of Good-Turing estimator for Markov samples, considering spectral properties of transition matrices.
result The convergence of the GT estimator for Markov samples depends on the spectral properties of the transition matrices, leading to a new minimax rate of 1/(nβ5) for rank-2 Markov chains.
We consider an original problem that arises from the issue of security analysis of a power system and that we name optimal discovery with probabilistic expert advice. We address it with an algorithm based on the optimistic paradigm and on the Good-Turing missing mass estimator. We prove two different regret bounds on t…
Estimating a large alphabet probability distribution from a limited number of samples is a fundamental problem in machine learning and statistics. A variety of estimation schemes have been proposed over the years, mostly inspired by the early work of Laplace and the seminal contribution of Good and Turing. One of the b…
We study three fundamental statistical-learning problems: distribution estimation, property estimation, and property testing. We establish the profile maximum likelihood (PML) estimator as the first unified sample-optimal approach to a wide range of learning tasks. In particular, for every alphabet size k and desired…