Donsker and Glivenko-Cantelli theorems for a class of processes generalizing the empirical process

International audienceWe establish a Glivenko-Cantelli and a Donsker theorem for a class of random discrete measures which generalize the empirical measure, under conditions on uniform entropy numbers that are common in empirical processes theory. Some illustrative applications in nonparametric Bayesian theory and randomly sized sampling are provided

A New Upperbound for the Oblivious Transfer Capacity of Discrete Memoryless Channels

We derive a new upper bound on the string oblivious transfer capacity of discrete memoryless channels. The main tool we use is the tension region of a pair of random variables introduced in Prabhakaran and Prabhakaran (2014) where it was used to derive upper bounds on rates of secure sampling in the source model. In this paper, we consider secure computation of string oblivious transfer in the channel model. Our bound is based on a monotonicity property of the tension region in the channel model. We show that our bound strictly improves upon the upper bound of Ahlswede and Csisz\'ar (2013).Comment: 7 pages, 3 figures, extended version of submission to IEEE Information Theory Workshop, 201

Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods

We propose to combine smoothing, simulations and sieve approximations to solve for either the integrated or expected value function in a general class of dynamic discrete choice (DDC) models. We use importance sampling to approximate the Bellman operators defining the two functions. The random Bellman operators, and therefore also the corresponding solutions, are generally non-smooth which is undesirable. To circumvent this issue, we introduce a smoothed version of the random Bellman operator and solve for the corresponding smoothed value function using sieve methods. We show that one can avoid using sieves by generalizing and adapting the `self-approximating' method of Rust (1997) to our setting. We provide an asymptotic theory for the approximate solutions and show that they converge with root-N-rate, where $N$ is number of Monte Carlo draws, towards Gaussian processes. We examine their performance in practice through a set of numerical experiments and find that both methods perform well with the sieve method being particularly attractive in terms of computational speed and accuracy