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What you can do, is to employ a method called rejection sampling:
Flip the coin 3 times and interpret each flip as a bit (0 or 1).
Concatenate the 3 bits, giving a binary number in $[0,7]$.
If the number is in $[1,6]$, take it as a die roll.
Otherwise, i.e. if the result is $0$ or $7$, repeat the flips.
Since $\frac 68$ of the possible outcomes lead to ...
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Also, the Wikipedia page (https://en.wikipedia.org/wiki/Log_probability) is confusing in this respect, stating "The conversion to log form is expensive, but is only incurred once." I don't understand this, because I think you would need to take the log of every term independently before adding. What am I missing?
If you just want to compute $P(A_1)\ldots P(...
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We will show by induction that the permutation $\rho_n = (2,3,4,\ldots, n,1)$ is an example with $C(\rho_n) = 2^{n-1}$. If this is the worst case, as it is for the first few $n$ (see the notes for OEIS sequence A192053), then $m(n) \approx (2/e)^{n}$. So the normalized min, like the normalized max, is 'exponentially bad'.
The base case is easy. For the ...
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(This answer uses the second link you gave.)
$\newcommand{\Like}{\text{L}}\newcommand{\E}{\text{E}}$Recall the definition of likelihood: $$\Like[\theta | X] = \Pr[X| \theta] = \sum_Z \Pr[X, Z | \theta]$$
where in our case $\theta = (\theta_A, \theta_B)$ are the estimators for the probability
that coins A and B respectively land heads, $X = (X_1, \dotsc, X_5)...
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To have a slightly more efficient method than the one pointed out by @FrankW but using the same idea, you can flip your coin $n$ times to get a number below $2^n$. Then interpret this as a batch of $m$ die flips, where $m$ is the largest number so that $6^m < 2^n$ (as already said, equality never holds here). If you get a number greater or equal to $6^m$ ...
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No, it's not possible. Suppose the bias of the coin is $1/3$, and suppose you could guarantee termination. Then there would be some $n$ such that this always terminates after $n$ coin flips. Let $S$ denote the set of flip-sequences that causes your algorithm to output 0 (so that $\overline{S}$ is the set of flip-sequences that causes your algorithm to ...
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The algorithm works, but to understand why, you need to know basic probability theory. The idea is to prove by induction that at step $t$, the currently selected algorithm is uniform among the first $t$ elements. This is clearly the case when $t=1$. Assume now the induction hypothesis for time $t$, and consider what happens at time $t+1$. With probability $1/...
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Your process is a textbook example of a branching process. Starting with one $E$, we have an expected $3/2$ many $F$s, $9/4$ many $T$s, and so $9/8$ many remaining $E$s in expectation. Since $9/8 > 1$, it is not surprising that your process often failed to terminate.
To gain more information, we need to know the exact distribution of the number of $E$-...
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Suppose you wish to compute the random graph $G(n,p)$ that is the graph with $n$ vertices where each edge is added with probability $p.$
Suppose you have a coin that gives tails with probability $p$ and heads with probability $1-p.$
Then what you do you take $\{1,...,n\}$ to be the vertex set of your graph and for each pair $(i,j) \in { \{1,\ldots,n\} \...
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After some digging around thanks to mhum's pointer to OEIS, I've finally found an excellent analysis and a nice (relatively) elementary argument (due, as far as I can tell, to Goldstein and Moews [1]) that $M(n)$ grows superexponentially fast in $n$:
Any involution $\iota$ of $\{1\ldots n\}$ corresponds to a run of the 'naive' shuffling algorithm that ...
10
A Continuous-time Markov Chain can be represented as a directed graph with constant non-negative edge weights. An equivalent representation of the constant edge-weights of a directed graph with $N$ nodes is as an $N \times N$ matrix. The Markov property (that the future states depend only on the current state) is implicit in the constant edge weights (or ...
9
Your coin flips form a one-dimensional random walk $X_0,X_1,\ldots$ starting at $X_0 = 0$, with $X_{i+1} = X_i \pm 1$, each of the options with probability $1/2$. Now $H_i = |X_i|$ and so $H_i^2 = X_i^2$. It is easy to calculate $E[X_i^2] = i$ (this is just the variance), and so $E[H_i] \leq \sqrt{E[H_i^2]} = \sqrt{i}$ from convexity. We also know that $X_i$ ...
9
Use reservoir sampling. This is a good description in Wikipedia, or in Knuth.
Let's start with the simple case, where $k=1$. You always have one string in memory. When you read the first string, you store it in memory. Each time you read a new string, you replace it with the one in memory with probability $1/i$, if this is the $i$th string you've read so ...
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Markov Chains come in two flavors: continuous time and discrete time.
Both continuous time markov chains (CTMC) and discrete time markov chains (DTMC) are represented as directed weighted graphs.
For DTMC's the transitions always take one unit of "time." As a result, there is no choice for what your weight on an arc should be-- you put the probability of ...
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There is no decision problem that is (unconditionally) known to be in $coNP \setminus NP$. If we had a decision problem that we could prove is in $coNP$ and could prove is not in $NP$, then we would have proven that $NP \ne coNP$, from which it follows that $P \ne NP$. In other words, if we knew of such a problem, a proof that is in $coNP \setminus NP$ ...
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This is an example of a branching process. The behavior of a branching process depends on the expected number of children, which in your case is $1.25 > 1$. When this number is at most 1, the process gets extinct with probability 1. When the number is more than 1, it has a chance of surviving forever; the extinction probability is just what you calculated ...
7
Nobody mentioned this, so let me formally prove that if $D$ is a domain whose size is not a power of two, then finitely many fair coin tosses aren't enough to generate a uniformly random member of $D$. Suppose you use $k$ coins to generate a member of $D$. For each $d \in D$, the probability that your algorithm generated $d$ is of the form $A/2^k$ for some ...
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There are two notions of expected running time here. Given a randomized algorithm, its running time depends on the random coin tosses. The expected running time is the expectation of the running time with respect to the coin tosses. This quantity depends on the input. For example, quicksort with a random pivot has expected running time $\Theta(n\log n)$. ...
7
An alternative to rejection sampling (as described in FrankW's answer) is to use a scaling algorithm, that takes into account an answer of [7,8] as if it was another coin flipping.
There is a very detailed explanation at mathforum.org, including the algorithm (its NextBit() would be flipping your fair coin).
The case for throwing a dice with a fair coin (...
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Suppose that $k \ll n$. In that case, your friend can send you the index of the first door containing a treasure. Of the $k$ numbers you get, you pick the smallest one. If $k$ is small enough compared to $n$, then it is very likely that the smallest of the $k$ numbers is the one that your friend sent you.
More concretely, suppose that $k$ is constant. With ...
7
If we simplify and assume that each miner randomly guesses a hash (as opposed to being more systematic) and we discretize time, say into minutes, then each minute each miner is hoping to "roll" the right number. Let's say there are $N > 1$ possible values only one of which is correct at each minute. Then, in a world with only two miners, each minute there ...
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The behavior when $p = 1/2$ and when $p > 1/2$ is rather different. When $p > 1/2$, in expectation you move $2p-1$ steps to the left, so you will hit the origin after a linear number of steps. When $p = 1/2$, the situation is more complicated.
Consider a random walk on the line started at the origin. The number of walks of length $2n$ which never move ...
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As Yuval has noted, this way of randomly generating recursive data structures is known to (usually) end up with an infinite expected size.
There is, however, a solution to the problem, that allows one to weigh the recursive choices in such a way that expected size lies within a certain finite interval: Boltzmann samplers. They are based on the ...
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The moment generating function $M_X$ is a property of a random variable $X$. It's defined by the expected value of $e^{tX}$ (where $t$ is the argument).
Since the exponential function $e^x = \sum_0^\infty \frac{x^n}{n!}$ contains all natural powers of its argument as a summand, the expected value of a sum is the sum of the expected values ($\mathbb{E}(\...
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This is a consequence of the asymptotic equipartition property (AEP), which is a form of the law of large numbers. The AEP states that if a random variable has (binary) entropy $H$ and you take $n$ copies of it, then most of the data points have probability roughly $2^{-nH}$. This is only true for most data points, which is the source of the small ...
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It is easy to think of many different problems:
Converting sound to scores.
Converting scores to sound.
Automatic music composition.
Music analysis, for example key recognition.
Music classification, such as style recognition and artist recognition.
All of these things are actually being done.
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It depends what you mean by "probabilistic". There are at least two interpretations. First, the algorithm has some probability of success for every input. Second, the algorithm succeeds on a certain fraction of inputs.
For the first interpretation, it is easy to rule out such an algorithm: probabilistic computation can be simulated (inefficiently but ...
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Mutual information tells you how much you learn about $X$ from knowing the value of $Y$ (on average over the choice of $Y$). In other words, mutual information measures how many fewer bits you need to encode $X$ if you already know $Y$, than if you didn't. In your example, learning $Y$ enables you to guess $X$ correctly with probability 0.75, but as $H_2(0....
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The principle of deferred decisions is the concept that we have two ways to make a random choice both of which are equivalent.
One way is that you can toss a coin yourself at the exact step when you need a random input in some algorithm. In the other way you can imagine that there is an oracle who has already tossed a coin infinitely many times and has ...
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When $m$ is much larger than $n$, the expected number of trials is basically linear in $n$. We can make this more precise, as shown below.
Let $T_n$ be the random variable which counts the number of trials up to seeing $n$ different elements, where the elements are picked uniformly at random from a set of size $m$.
You can write $T_n$ as the sum of ...
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