QUESTA
2007
13 years 3 months ago
2007
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
COMBINATORICA
2000
13 years 4 months ago
2000
Suppose t1, ..., tn are independent random variables which take value either 0 or 1, and Y is a multi-variable polynomial in ti's with positive coefficients. We give a conditi...
CSDA
2004
13 years 4 months ago
2004
We present an algorithm for computing the probability density function of the product of two independent random variables, along with an implementation of the algorithm in a compu...
CORR
2004
Springer
13 years 4 months ago
2004
Springer
We prove general exponential moment inequalities for averages of [0,1]valued iid random variables and use them to tighten the PAC Bayesian Theorem. The logarithmic dependence on t...
COMBINATORICA
2004
13 years 4 months ago
2004
We present a new method to show concentration of the upper tail of random variables that can be written as sums of variables with plenty of independence. We compare our method with...
BMCBI
2004
13 years 4 months ago
2004
Background: Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true ...
RC
2006
13 years 4 months ago
2006
We generalize the DEnv (Distribution envelope determination) method for bounding the result of arithmetic operations on random variables with unknown dependence to higher-dimension...
CORR
2007
Springer
13 years 4 months ago
2007
Springer
— Let {(Xi, Yi)}∞ i=1 be a sequence of pairs of random variables, and let S be a bounded stopping time with respect to {Xi}∞
CORR
2006
Springer
13 years 4 months ago
2006
Springer
Let X be a discrete random variable with support S and f : S S be a bijection. Then it is wellknown that the entropy of X is the same as the entropy of f(X). This entropy preserva...
CORR
2006
Springer
13 years 4 months ago
2006
Springer
New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of n ...