Guessing Revisited: A Large Deviations Approach

The problem of guessing a random string is revisited. A close relation between guessing and compression is first established. Then it is shown that if the sequence of distributions of the information spectrum satisfies the large deviation property with a certain rate function, then the limiting guessing exponent exists and is a scalar multiple of the Legendre-Fenchel dual of the rate function. Other sufficient conditions related to certain continuity properties of the information spectrum are briefly discussed. This approach highlights the importance of the information spectrum in determining the limiting guessing exponent. All known prior results are then re-derived as example applications of our unifying approach.Comment: 16 pages, to appear in IEEE Transaction on Information Theor

Information Geometry Approach to Parameter Estimation in Markov Chains

We consider the parameter estimation of Markov chain when the unknown transition matrix belongs to an exponential family of transition matrices. Then, we show that the sample mean of the generator of the exponential family is an asymptotically efficient estimator. Further, we also define a curved exponential family of transition matrices. Using a transition matrix version of the Pythagorean theorem, we give an asymptotically efficient estimator for a curved exponential family.Comment: Appendix D is adde

On the VC-Dimension of Binary Codes

We investigate the asymptotic rates of length-$n$ binary codes with VC-dimension at most $dn$ and minimum distance at least $\delta n$. Two upper bounds are obtained, one as a simple corollary of a result by Haussler and the other via a shortening approach combining Sauer-Shelah lemma and the linear programming bound. Two lower bounds are given using Gilbert-Varshamov type arguments over constant-weight and Markov-type sets

Computational statistics using the Bayesian Inference Engine

This paper introduces the Bayesian Inference Engine (BIE), a general parallel, optimised software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the need to organise and reuse expensive derived data. The BIE is the first platform for computational statistics designed explicitly to enable Bayesian update and model comparison for astronomical problems. Bayesian update is based on the representation of high-dimensional posterior distributions using metric-ball-tree based kernel density estimation. Among its algorithmic offerings, the BIE emphasises hybrid tempered MCMC schemes that robustly sample multimodal posterior distributions in high-dimensional parameter spaces. Moreover, the BIE is implements a full persistence or serialisation system that stores the full byte-level image of the running inference and previously characterised posterior distributions for later use. Two new algorithms to compute the marginal likelihood from the posterior distribution, developed for and implemented in the BIE, enable model comparison for complex models and data sets. Finally, the BIE was designed to be a collaborative platform for applying Bayesian methodology to astronomy. It includes an extensible object-oriented and easily extended framework that implements every aspect of the Bayesian inference. By providing a variety of statistical algorithms for all phases of the inference problem, a scientist may explore a variety of approaches with a single model and data implementation. Additional technical details and download details are available from http://www.astro.umass.edu/bie. The BIE is distributed under the GNU GPL.Comment: Resubmitted version. Additional technical details and download details are available from http://www.astro.umass.edu/bie. The BIE is distributed under the GNU GP