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Learning Arbitrary Statistical Mixtures of Discrete Distributions
Randomized algorithms Mixture learning Transportation distance Kantorovich-Rubinstein duality
2016/1/22
We study the problem of learning from unlabeled samples very general statistical mixture models on large finite sets.Specifically, the model to be learned, ϑ, is a probability dis-tribution over ...
Given samples from two distributions over an n-element set, we wish to test whether these distributions are statistically close. We present an algorithm which uses sublinear in n, specifically,O(n2/3&...
Given samples from two distributions over an n-element set, we wish to test whether these distributions are statistically close.
Testing for Differences Among Discrete Distributions: An Application of Model-Based Clustering
Differences Discrete Distributions Model-Based Clustering
2009/9/17
Testing for Differences Among Discrete Distributions: An Application of Model-Based Clustering。
Game-Theoretic Derivation of Discrete Distributions and Discrete Pricing Formulas
binomial distribution Cox-Ross-Rubinstein formula hypergeometric distribution lower price Polya's distribution probability protocol replicating strategy upper price
2009/3/5
In this expository paper, we illustrate the generality of the game-theoretic probability protocols of Shafer and Vovk (2001) in finite-horizon discrete games. By restricting ourselves to finite-horizo...
EXTENSIONS OF KATZ–PANJER FAMILIES OF DISCRETE DISTRIBUTIONS
Poisson stopped sums （compound Poisson） geometric stopped sums （compound geometric） Panjer’s algorithm
2009/2/26
by Katz and by Panjer (k = 0), by Sundt and Jewell and by Willmot (k = 1) and, for general k ∈ N, by Hess, Lewald and Schmidt.We investigate the case U ⌢Uniform(γ, 1) with γ ∈ (−1, 1) in d...
q-probability: I. Basic discrete distributions
q-probability I. Basic discrete distributions
2010/11/1
For basic discrete probability distributions, $-$ Bernoulli, Pascal, Poisson, hypergeometric, contagious, and uniform, $-$ $q$-analogs are proposed.