Questions tagged [probability-theory]
Questions about the branch of mathematics concerned with modelling and analysing random phenomena.
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Complexity class of a problem asking for a chance of receiving an item
I have asked a question on math.SE about if there is a way to do it better than by brute force, but this time I am interested in the complexity of the problem itself. I will repeat the problem, with a ...
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How many random bits does this algorithm use on average?
Here, flip() is a function that returns 0 or 1 with equal probability. It can be proved ...
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Cormen chapter 11 probability of two keys being assigned the same slot simple uniform hashing
I have been reading Cormen's chapter 11 and I stumbled upon the following statement on page 260 (3rd Edition):
Let xi denote the ith element inserted into the table, for i = 1, 2 ... n, and let ki = ...
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Number of non-zero elements in intersection of two bloom filters
Let us assume I use bloom filters of size $m$ bits with $k$ hash functions.
Now I have two set $X$ and $Y$. Let $B(X)$ be bloom filter of the set $X$. In general I know that $B(X\cup Y)= B(X) \lor B(Y)...
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Transductive Information Maximization vs classification with feature embedding in higher dimensional spaces?
Recent research work has shown that transductive learning/inference outperforms standard methods that were used before, where people embed features in a high dimensional space and then use the ...
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Latent variable model from measure theory perspective
It's common in machine learning papers to see things like $p(x,z|\theta)$ or $p(x|z)$. Where $x$ is usually the data vector, $z$ the latent vector and $\theta$ the model parameter, like network ...
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Distribution of $k$-matchings in a random graph
Take the Erdos-Renyi random graph $G(n,p)$, i.e. the random graph with $n$ vertices and where each possible edge has an independent probability of $p$ of being present. Recall that a $k$-matching is a ...
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Finding the first vertex in a recursively growing graph
I have an undirected graph which grew according to a recursive algorithm, i.e., it started with a single vertex and then, one after another, new vertices arrived and connected to existing ones.
Now, I'...
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definition of P-samplable distribution that allows non-binary fractions
Arora and Barak (in chapter 18, on average-case complexity) define a polynomial-time samplable (or P-samplable) distribution $D$ (actually a family $\{D_n\}$, for each output length $n$) as having an ...
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Does optimal input distribution for $W^{\otimes n}_{Y|X}$ tell us anything about the optimal input distribution for $W^{\otimes n-1}_{Y|X}$?
Suppose I have $n$ i.i.d. copies of some channel $W_{Y|X}$ for some finite $n$. I wish to send the maximum number of messages over these $n$ copies such that the error in decoding the message is at ...
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If $\overline{3SAT}\in BP\cdot NP$ then $PH=\Sigma_3^P$
I have the problem
If $\overline{3SAT}\in BP\cdot NP$ then $PH=\Sigma_3^P$
To solve this I am using a result $BP\cdot NP\subset NP/poly$ which I can prove (not doing here). I have two solutions but ...
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distribution choice for network latency
Consider this situation. A few clients are connected to a server over the internet.
I define network latency as the time between request leaving the client and reaching the server.
What distributions (...
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Dynamic programming: optimal order to answer questions to score the maximum expected marks
You have $n$ questions in an exam. Question $i$ is answered correctly with probability $p_i > 0$. If question $i$ is answered correctly, you get $R_i$ marks. You can choose to answer
the questions ...
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How can the mutual information be equal to minus conditional entropy? [closed]
I am reading the following paper:
https://arxiv.org/abs/2301.06941
The authors in Eq.(8) have obtained a relation which has the mutual information, $i$, in the exponent of the exponential on the RHS ...
user157955
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Universal hash functions and prime number modulus scheme
Definition of a universal hashing function $h: U \rightarrow[m]$ (where $[m]=\{0, \ldots, m-1\}$) is that for any given distinct keys $x,y \in U$, when $h$ is picked at random (independently of $x$ ...
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Manipulating a binary tree representation
I am designing a discrete probability distribution with a string of binary values as an input $\{s_i\}\in\{S_i\}$, and binary outputs $e\in E$ with Bernoulli probability $P(E=1|\{S_i\})=XOR[\{S_i\}]=...
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Generate uniform random vectors
Problem : Consider a random vector $v$ which is uniformly distributed over the sample space $S = \{v \in \mathbb{Z}^{n} : 1^Tv = a , v \ge 0\}$ . How to efficiently generate such random vector ?
note :...
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Distributing cards randomly given constraints
We want to distribute 3*n known cards among 3 players evenly given a set of constraints that prohibits some players from having certain suits.
For example:
We want to distribute 1H, 2H, 3S, 4S, 5D, 6D ...
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Algorithm to select a random bit string with constraints
Problem Description
Given $a, b, n \in \mathbb{N}$ with $a < b < n$.
Let $M$ be the set of all possible bit strings of length $n$ which begin and end with one and have at least $a$ and at most $...
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Expected value of maximum of a matrix of size $n$
I have a square matrix (call it $A$) of size $n$ ($n$ is a positive integer). Each column is a permutation of $[1:n]$.
I take the first row of $A$, i.e. $A(1,:)$ and wonder what will be the frequency ...
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influence of neighourhood points
Im trying to understand the following question. Suppose $h,f:\{-1,1\}^n\rightarrow \{-1,1\}$ satisfy $\sum_x h(x)f(x)\leq 0.5$, then one can rewrite this as $\textsf{Pr}_x [h(x)=f(x)]\leq 3/4$. Can we ...
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Probabilty of Elements being smaller than a specific value
Right now i am looking at the following statement, but i cant grasp why it is correct.
Can somebody help?
"If we look at F0 uniformly distributed (and, say, pairwise independent) elements of
[0, ...
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Edge length in an EMST
Consider a domain on a unit grid such that the grid nodes hold a point with probability $\frac12$. We construct a Euclidean minimum spanning tree on these points.
How could we compute the probability ...
user16034
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1
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Probability of this random selection
Suppose we have an array of $n$ integers. Suppose that we pick one of these elements uniformly at random and call it $x$. Suppose that $\log n$ elements are also sampled (uniformly at random) from the ...
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Is it possible to randomly allocate items to bins such that each distinct allocation has equal probability?
I'm trying to randomly allocate N indistinguishable items over B indistinguishable bins with unlimited capacity. Each allocation should occur with equal probability. An allocation identifies the ...
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Generalizing Fano's Inequality [closed]
Fano's inequality says the following:
Theorem: Let $X$ be a random variable with range $M$. Let $\hat{X} = g(Y)$ be the predicted value of $X$ given some transmitted value $Y$, where $g$ is a ...
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Conditional probability of making claim by insurance policyholder
In any given year,a male automobile insurance policyholder make a claim with probability $p_m$ and a female automobile insurance policy holder will make a claim with a probability $p_f$ where $p_f \...
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Rank in a Convex Combination
Given vectors $A, B \in \mathbb{R}^{n}$, $w \in [0,1]$ and $x \in \mathbb{R}$, let
$$
Rank(A,B,w,x)=\sum_{i=1}^{n} \boldsymbol 1 \{w A_{i} +(1-w) B_{i} < x\}
$$
denote the number of elements in the ...
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Expected value of Markov chain after nth steps
A Markov chain $\{ X_n, n \geqslant 0\}$ with states 0, 1, 2 has the transition probability matrix $$P= \begin{bmatrix} \frac12 & \frac13 & \frac16 \\ 0 & \frac12 & \frac23 \\ \frac12 &...
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Average and max. hitting time to a specific vertex [closed]
Consider simple random walks that stop when reaching a given node $x$ in an undirected, unweighted and connected graph on $n$ nodes.
Let
$H(i,x)$ denote the (expected) hitting time from $i$ to $x$, ...
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Sample a set of N numbers without replacement, each element taken from N different weighted sets
Here's my problem: I have $N$ sets of integers $S_i$ where $|S_i| = n_i \forall i \in [1,N]$ each with non-uniform weights $W_i = \{w_{i,1}, ..., w_{i,n_i}\}$ such that $\sum_{j}{w_{i,j}} = 1$. I want ...
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Conditional entropies of sum relations
Let $(X_1,Y_1)$ and $(X_2,Y_2)$ be identically and independently distributed. Also consider $Z=X_1+X_2$. I am trying to prove the following inequality:
$$ H(X_2 \vert Y_1 Y_2 Z) \leq H (X_1 \vert Y_1)\...
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Tight bounds for expected maximum of k binomial(n,p) IIDs
What is the tightest lower and upper bound for the expected maximum value of k IID Binomial(n, p) random variables
I tried to derive it :
$$Pr[max \leq C] = (\sum_{i = 0}^C {n \choose i}p^i(1 - p)^i)^...
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Entropy of a single Hint
Assume that the probability that a woman is above 80 years old is 3 times that of a man. How much information (in bits) do you get if you are given that a 80 year old person is a male?
How should I ...
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Probability Estimation with Chernoff Bound
Let's say there is an unfair coin with $P[head]=p$. We do not now $p$ but we know that $p \geq a$ for a known $a$. After $n$ trials we get $bn$ heads. Now, we want to estimate $p$ so that
$P[|p-b|\...
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Bloom filter creating different arrays from two input sets
Assume a bloom filter that is composed of $H = \{H_1, ..., H_k\}$ hash functions, and uniformly maps elements from an input set $X$ to an array $A$ of size $n$. Let $X_1, X_2$ (not same) be two input ...
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Distribution maximizing ratio of expected maximum over the mean
I’m looking for a distribution that is non-negative, or has good tail bounds (so non-negative with high probability) and maximizes the ratio between the expected maximum of $n$ iid samples and the ...
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Question about what exponentially small probability of success means in randomized algorithms
I am reading the book Randomized Algorithms By Motwani and Raghavan, and one of their exercises gives a modification of Karger's Min-Cut algorithm(Both is Monte Carlo) which picks two vertices and ...
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Influence of a variable in composition of Boolean functions
Suppose $f$ and $g$ are Boolean functions without a constant term, and where every variable has the same influence. How to show every variable will have the same influence in $f \circ g$?
To me it ...
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Distance bound for convex combination of inputs
Let $f$ be a function of 2 variables. Consider $f\colon X \times Y \rightarrow Z$.
Let $P_i$ (for $i=1,\ldots,n$) be $n$ probability distributions on $X$, and let $Q$ be a distribution on $Z$.
We ...
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how many bits should I expect to flip, if I flip each bit with probability 1/n?
I am trying to work out some analysis for an algorithm I am trying to write, one step of what I am doing require knowing the answer to the above question.
I know it might sound a bit simple, but I am ...
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Hashing for dot products
I've come across this problem that uses hashing to compute dot products (for non-negative vectors).
Suppose we are in $d$-dimensional space and $M$ will be our target for our hash. That is we have a ...
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What is conditional probability?
I've been looking online and through a couple youtube videos but I cannot understand how exactly conditional entropy is being applied here. From what I'm understanding is that p(Y=1 | X=1) is 0 ...
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Observable Markov Model: Expected number of observations
I have a question that asks me "What is the expected number of observations in a state?" with the note:
$$\sum^{\infty}_{d=1}d a^{d=1} = \frac{1}{(a-1)^2}\text{ when } |a| < 1$$
Prior to ...
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Algorithmic Complexity of Enqueue and Dequeue of a Special Queue [duplicate]
The Canteen Queue Problem: There is a common canteen for $K$ hostels. Each hostel (co-ed) has some $N_1, N_2,...,N_K$ students. These students line up to pick up their trays in the common canteen, in ...
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Most Likely Number of Winners - Dynamic Programming
You are given a team's win probability for each game on their schedule in the form P[1..n] where P[i] is the likelihood they win game i. Give a dynamic programming algorithm that returns the most ...
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Question about Markov Chains
The following question is taken from the book titled "Probability models for Computer Science" written by Sheldon M. Ross.
Question:
A particle moves along n + 1 vertices that are situated ...
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Analysis of a calculation of expected number of collisions in hashing
For a formal problem statement, I quote from the text Introduction to Algorithms by Cormen et. al
Suppose we use a hash function $h$ to hash $n$ distinct keys into an array $T$ of length $m$. ...
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Decision problem solution monte carlo
I have a rather straightforward question for this community (that I am not able to solve). Assume there is a probability of Tom having a bag of candy. If Tom has a bag, he says the truth 4/5 times and ...
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Algorithm best compare similarities between two data sets in percentage
I'm trying to create an algorithm that finds the percentage of similarity between two subjects with sets of survey questions.
Example:
Q1: Do you prefer physically demanding tasks?
A1: Nope Maybe Yes -...
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