This study extends the computational and information-theoretic analysis of Bernard and Letac's method for uniform random sampling among $m$ outcomes by presenting five algorithms with formal correctness guarantees and comprehensive complexity analyses.
Abstract
Bernard and Letac (1971) introduced a method for uniform random sampling among $m$ outcomes from an unknown biased source of independent and identically distributed symbols. The process terminates when the multinomial coefficient of the cumulative symbol counts equals zero modulo $m$. This study extends the computational and information-theoretic analysis of their construction by presenting five algorithms with formal correctness guarantees and comprehensive complexity analyses. For prime $m=p$, the Bernard-Letac framework is analyzed in greater detail. The R\'enyi entropies of the source yield an exact product formula for the expected number of draws. A first-order approximation consistently overestimates this value, and the entropy lower bound is never attained. As $p$, treated as a continuous parameter, approaches 1, the expected cost converges to a constant greater than 1, determined by the entire source distribution. Furthermore, for every prime modulus $p$ and every finite alphabet $I$, an explicit automaton with $p + |I| + 3$ states computes the mod-$p$ first-passage kernel of the walk from the base-$p$ digits of its arguments, reducing the fair assignment cost from quadratic to nearly linear.
The present work builds on the differential-equation method, itself a limiting form of the auxiliary-receiver approach in network information theory using a continuum of degraded receivers, and gives a computer-assisted proof of the Courtade--Kumar conjecture.
Zi-Jie Chen, Amin Gohari, Adel Javanmard et al.· 1 citation
Entropy functionals and their associated divergences underlie many statistical methods, including maximum entropy inference, minimum divergence estimation, and goodness-of-fit testing, yet choosing among Shannon, R\'enyi, Tsallis, and more general entropies is often a matter of convention rather than structural princip...
Given $[0,1]$-valued random variables $X_1,\dots,X_n$ such that $\mathbb{E}[X_i | X_1,\dots,X_{i-1}]= \mu$ for all $i$, we propose a new nonasymptotic confidence interval for $\mu$ that is obtained by inverting terminal e-values generated by a novel betting strategy. When the data are iid, its limiting width matches th...
Diego Martinez-Taboada, Aaditya Ramdas· 1 citation
The Solomonoff distribution $M$ assigns an a priori probability to a finite binary string $z$ by summing over all programs whose output begins with $z$, weighting a program of length $\ell$ by $2^{-\ell}$. Thus, likely strings are those with many short explanations. This appears to be a purely discrete notion of comple...
We prove Breiman's conjecture under the first-moment assumption. Let $Y_1,Y_2,\ldots$ be iid nonnegative random variables with $\mathbb P\{Y_1>0\}>0$, normalized by their sum. If the resulting randomly weighted sum converges to a nondegenerate law for one fixed integrable, nonconstant mark distribution, then the tail o...
For an arbitrary isotropic log-concave distribution $P$ on $\mathbb{R}^d$, we prove that the polynomial $(Cm)^m\|v\|_2^m - \mathbb{E}_{X\sim P}\langle X,v\rangle^m$ is a sum of squares for every even $m\ge2$, where $C>0$ is a universal constant. This removes the dependence on the Poincar\'e constant in the theorem of K...
A. Storozhenko· 0 citations
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