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math.ST2025
Besting Good--Turing: Optimality of Non-Parametric Maximum Likelihood for Distribution Estimation
Yanjun Han, Jonathan Niles-Weed, Yandi Shen +1
When faced with a small sample from a large universe of possible outcomes, scientists often turn to the venerable Good--Turing estimator. Despite its pedigree, however, this estima…
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…