Questions tagged [probability-theory]

Questions about the branch of mathematics concerned with modelling and analysing random phenomena.

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33 views

Is quantum computing a serious usable instrument for the IT industry?

Following this latest and very exciting research object I can't find till now a usable computer in that style. I would like to call actual quantum computing by the topic "researching of quantum ...
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23 views

Why does random noise in recurring task periods result in uniform period offsets?

I have a recurring task which finished just now. I schedule it to run every ten minutes; the task will reoccur $10n$ minutes from now for all positive $n$. If instead I choose 50/50 between ten ...
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Why is $\mathcal{D}^m(\{S:L_{(\mathcal{D},f)}(A(S))\gt \epsilon\})\leq \mathcal{D}^m\left(\bigcup^4_{i=1}F_i\right)$ true?

I am studying the book "Understanding Machine Learning: From Theory to Algorithms". I am struggling to understand the solution to exercise 3 (2) on page 41. Exercise: An axis aligned ...
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Distributed Graph Consensus to fit a distribution?

$G$ is a strongly connected graph with nodes $V$ and edges $E$. Each node $v_i$ receives a sample $x_i$ from a Gaussian $\mathcal{N}(\mu,\sigma^2)$ with unknown mean and variance. The objective is for ...
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1answer
27 views

Given only the expected runtime of an algorithm, what can Markov's inequality tell us about its worst-case runtime?

The following is exercise 3.8 from the first edition of Mitzenmacher and Upfal's Probability and Computing: Randomized Algorithms and Probabilistic Analysis. Suppose that we have an algorithm that ...
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109 views

Question about "with high probability"

An event that occurs with high probability is one whose probability depends on a certain number $n$ and goes to $1$ as $n$ goes to infinity, i.e. it can be made as close as desired to $1$ by making $n$...
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Satisfiable CNFs where each clause contains logarithmically many different literals

Studying for my finals in Complexity theory. This question comes up in different variants and it requires to use probability. A side note before, to be more clear: A CNF clause consists of $n$ clauses ...
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22 views

How long a graph random walk takes to hit every vertex?

I have a simply connected graph $G$. I start at a uniformly randomly chosen vertex, and from there, randomly walk through the graph by choosing a random edge to follow at each step. On average, how ...
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32 views

Computing a threshold function

Let $f$ be any function from $\{0, 1\}^{n}$ to $\{-1, 1\}$. For a given $f$, let us define another function $g_f$ as \begin{equation} g_f(x) = \sum_{x \in \{0, 1\}^{n}} f(x). \end{equation} Let us be ...
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1answer
59 views

Deriving a lower bound on the conditional entropy, conditioned on an event

I came across Lemma 19 in Certifying Equality With Limited Interaction, which states the following for jointly distributed random variables $Z$, $W$, where $Z$ takes values in $\{0,1\}^n$, and some ...
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8 views

expected value of map generate algorithm

I designed a program to create a map in my 2D game program. And I have three questions... algorithm: step1: ...
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1answer
34 views

A small question about generating random variable with geometric distribution

I was reading Professor Knuth's Volume 2 (page 136) about generating a geometrically distributed random variable $N$ (with $p$ as the probability of success). Basically, the idea is to generate a ...
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149 views

Count Sketch probability bound

I have been reading up on the Count Sketch algorithm, and I stumpled upon the Count Sketh algorithm explained in section 5 of https://www.cs.dartmouth.edu/~ac/Teach/data-streams-lecnotes.pdf. Then, I ...
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36 views

Quicksort: Probability of an element being compared to fewer than $k$ pivot elements

Assume we want to use quicksort on some array $s$ with length $n$ consisting of only $n$ distinct elements. Let $S_{(1)},S_{(2)},\dots,S_{(n)}$ be the sorted order of the elements in $S$. Furthermore, ...
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28 views

Dynamic programming and probability - list of problems

Does anyone have a list of problems where you have to combine dynamic programming with probability?
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Probability of reaching a state in asymmetric random walk

Consider the following random walk: Namely, if $S_i$ is the state at time $i$, then $\Pr(S_{i+1}=1|S_i=0)=1$, and for every $s>0$ we have $$S_{i+1}|S_i=s= \begin{cases} s+1 & \text{w.p. }1-p\\ ...
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Simple Bayesian Question

I have the following Bayesian Network. I have worked out the following: P(H) = P(H|D) + P(H|¬D) = 0.5 + 0.1 = 0.6 P(D|H) = (D)∗(P(H|D) +P(H|¬D)) = 0.3∗(0.5 + 0.1) = 0.18 How do I compute the ...
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1answer
18 views

How to sample Bivariate Normal Distribution with Accept reject method

I have to write python code in jupyter due to sampling bivariate normal distribution with 3 sampling methods: Prior Sampling Gibbs Sampling Rejection Sampling I have done the first two samplings and ...
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37 views

Concentration inequality of sum of geometric random variables taken to a power

Let $X_1, \cdots, X_n$ be $n$ independent geometric random variables with success probability parameter $p = 1/2$, where $X_i = j$ means it took $j$ trials to get the first success. Let $S_d = \sum_{i=...
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116 views

Average number of comparisons for a successful search of a prime number in a binary search tree

A binary search tree is constructed by inserting the following value sequentially: $$3, 9, 1, 6, 8, 7, 10, 4, 2, 5$$ Let $p_v$ be the probability to search for the value $v$ in the binary search tree (...
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27 views

Why does attempting to estimate the entropy of text by randomly choosing chars in it and counting how often they are equal give wildly wrong results?

Why does attempting to estimate the entropy of a string, by randomly choosing pairs of (not necessarily adjacent) characters in it, and counting how often the selected characters in the pairs are ...
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1answer
33 views

Distribution of $(X_1,X_2)$ if $X_1\pm X_2$ are two independent $N(1,4)$

$X_1+X_2$ and $X_1-X_2 $ are i.i.d. $N(1,4)$. What is the distribution of $X = (X_1,X_2)^T$? I know i.i.d. is an independent and identically distributed random variable but I don't know how to use it ...
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1answer
19 views

How Data Compression relates to Estimating Distribution?

I recently read this paper Mahoney, 1999. And encountered this line, optimal compression of a probabilistic language L with unknown distribution (such as English) using an estimated distribution M (...
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14 views

Degree of regularity of a Markov chain

A Markov chain with transition matrix $P$ is termed regular if for some $n$, all entries of $P^n$ are positive. Is there a known notion of degree of regularity quantified in terms of how soon all ...
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161 views

Proving a certain hypothesis class on a given distribution is not learnable

I had this question in Learning theory, but it's really just a question in probability theory to be honest, so I'm gonna try to rephrase it in a way that really emphasizes what I was trying to do to ...
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17 views

Problem on probability given frame sizes and their error correction probabilities in a wireless system

I am stuck trying to solve the following question for a while Bit error rate after demodulation in an wireless system = 1.0e-03. The system has 4 possible frame sizes – 48 bytes, 96 bytes, 72 bytes ...
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1answer
80 views

what is the relationship between entropy and variance?

Consider a simple Bernoulli variable X X = 1 with probability p X = 0 with probability (1-p) The variance is simply p(1-p). The ...
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1answer
30 views

Computational indistinguishability for any distribution using a Chernoff bound

I had a question about a general statement regarding finding a computationally indistinguishable distribution given any distribution, observed (in the third paragraph of Section 11, page 31) here. ...
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1answer
46 views

How to show independence and uniform distribution of hash codes from k-wise independent hash functions?

Most definitions of a $k$-wise independent family of hash functions I have encountered state that a family $H$ of hash functions from $D$ to $R$ is k-wise independent if for all distinct $x_1, x_2,\...
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39 views

Whether there exists a probabilistic automaton satisfying $\Pr \{ x \in L\}=\frac{\Pr \{ x \in L_1\}}{\Pr \{ x \in L_1\}+\Pr \{ x \in L_2\}}$

Suppose that there are two probabilistic automata $A_1$ and $A_2$ with a same finite alphabet $\Sigma$. The languages of them are $\mathcal{L}_{1} \subseteq \Sigma^*$ and $\mathcal{L}_{2} \subseteq \...
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59 views

kth smallest element using Randomized select

I have recently started studying Randomized algorithms on my own. I am refering to Rajiv motwani - randomized algorithms book. Objective - find kth smallest element using radomized select in $O(n^\...
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89 views

Fast factorial computation

I'm trying to solve this problem - https://codeforces.com/problemset/problem/711/E I've already found and proved that the result is equal to: $$ 1 - \frac{2^n (2^n - 1) \cdots (2 ^ n - k + 1)}{2^{...
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39 views

The probability that a person succeeds to pick the longest stick from a randomly ordered n sticks of distinct lengths following the optimal strategy?

To begin with, consider two persons(Px and Py) are playing a game. Px is the organiser of the game who has n sticks of distinct lengths and displaying them one by one to Py in a random order, with ...
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1answer
16 views

Conditional probability in Expectation Maximization (EM)

I've got the following equation: $p(j = 1 | x, \theta) = \frac{p(j=1,x | \theta)}{p(x | \theta)}$ Why does it hold? Or maybe, how do I use Bayes Theorem in this case, i.e. if we do not only have $p(j =...
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27 views

Does undecidability ever imply unmeasurability and make a notion of probability ill-defined?

Not sure precisely how to ask this question, but I want to understand if it is meaningful to ask about probabilities when aspects of the definition might be undecidable. My curiosity extends to ...
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1answer
75 views

Chebyshev’s inequality problem in one exercises I can't understand if I did it right or not

This is what do I have to solve: Byron Book: Exercise 8.3 chapter 8 Verify the use of Chebyshev’s inequality in (8.6) of Example 8.16. Show that if the population mean is indeed 48.2333 and the ...
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1answer
99 views

Is there an algorithm for random sampling from a priority queue with probability proportional to priority?

Suppose I want to randomly sample from a large set of items, each of which has a "score". I want my probability of sampling to be proportional to the score. One simple way to achieve this ...
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1answer
60 views

In counterfactual regret minimization, why are additions to regret weighted by reach probability?

I'm reading the algorithm on page 12 of An Introduction to Counterfactual Regret Minimization. On lines 25 and 26, we accumulate new values into $r_i$ and $s_i$: $25.\space \space r_I[a] ← r_I[a] + \...
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1answer
21 views

Deterministic algorithms for computational distance between distributions

Computational distance between sequences of distributions $\{X_i\}_{i \in \mathbb{N}}$ and $\{Y_i\}_{i \in \mathbb{N}}$ can be defined as the maximum, over all probabilistic polynomial time algorithms ...
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45 views

oone exmple in hash topics?

Example: Suppose $H:${$1,...,n$} $\rightarrow ${$1,..,n$} be a uniform hash function. for input $x$, $z$ is equal to number of trailing zero in the right side of $H(x)$. for $0 \leq c \leq 1$ what is ...
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1answer
50 views

Optimal algorithm to distinguish given black box access

This is a variant of this question. Consider two probability distributions $D$ and $U$, over $n$-bit strings, where $U$ is the uniform distribution. Assume that $D$ and $U$ are far apart in total ...
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38 views

How to implement conditional probability distribution on set-valued Random Variables

I'm trying to implement conditional probability distribution when the events of two RVs are sets. If I try to extrapolate concepts from real or categorical variables to sets things become confusing ...
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35 views

Distinguishability given black box access to the distribution

Consider two probability distributions $D$ and $U$, over $n$-bit strings, where $U$ is the uniform distribution. We are not given an explicit description of $D$: we are only given black-box access, ie,...
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33 views

On the probability of randomized testing covering all combinatorial testing interactions

I'm interested in how fuzz testing and something called combinatorial testing. Combinatorial testing attempts to forgo exhaustive testing in favor of trying to test all possible "interactions&...
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1answer
120 views

Transition Function in MDP

I got a question about who and how sets the transation function values in markov decision processes? I mean when some says that an agent, in real world grid, is going to step up by %80 and left/right ...
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1answer
36 views

Distinguishability of distributions that are not close given just one sample

Consider (over $n$-bit strings) the uniform distribution $U$, and another distribution $D$ such that \begin{equation} \text{Distance}(D, U) \geq \frac{1}{e}, \end{equation} where $\text{Distance}$ ...
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1answer
28 views

Notation within gaussian function

On our lecture slides we have two different notations of the gaussian function. First it gets introduced as follows: $$p(x_n|\theta) = \frac{1}{\sqrt{2\pi}\sigma}exp\{-\frac{(x_n-\mu)^2}{2\sigma^2}\} \...
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1answer
43 views

Indistinguishability of exponentially close distributions

Let $D_{1}$ and $D_{2}$ be two probability distributions over $n$-bit strings such that the total variation distance between them is $\mathcal{O}\left(1/{2^{n}}\right)$. Given as input a polynomial ...
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27 views

Calculating E(x) where it is the count of triangles in a special graph with n vertices

Assume we have n people with names: $h1, h2, ... , hn$ and they are going to shake hands with each other. The chance for every pair to shake hands is $0.6$. define $T$ the count of distinct triads of ...
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67 views

Pairwise independent hash function family?

I am looking for a family of pairwise independent hash functions $\mathcal{H} = \{h \mid h:[n]\rightarrow [m]\}$ that is easily computable. As an example that doesn't seem to work, choose a prime $p &...

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