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math.ST2024
Approximate independence of permutation mixtures
Yanjun Han, Jonathan Niles-Weed
We prove bounds on statistical distances between high-dimensional exchangeable mixture distributions (which we call \emph{permutation mixtures}) and their i.i.d. counterparts. Our…
math.ST2024
Prediction from compression for models with infinite memory, with applications to hidden Markov and renewal processes
Yanjun Han, Tianze Jiang, Yihong Wu
Consider the problem of predicting the next symbol given a sample path of length n, whose joint distribution belongs to a distribution class that may have long-term memory. The goa…