Statistical complexity is a measure of complexity of discrete-time stationary stochastic processes, which has many applications. We investigate its more abstract properties as a non-linear function of the space of processes and show its close relation to the Knight’s prediction process. We prove lower semi-continuity, concavity, and a formula for the ergodic decomposition of statistical complex...

Combining distributions is an important issue in decision theory and Bayesian inference. Logarithmic pooling a popular method to aggregate expert opinions by using set of weights that reflect the reliability each information source. However, resulting pooled distribution depends heavily on given opinion/prior thus careful consideration must be choice weights. In this paper we review extend stat...

Providing statistical quality-of-service guarantees introduces the conflicting requirements for both deterministic trafic models to isolate and police users and statistical multiplexing to ejiciently utilize and share network resources. We address this issue by introducing two schemes for providing statistical services to deterministically policed sources: (1) adversarial mode resource allocati...

Abstract An introduction to deterministic and stochastic system simulation modeling various statistical measures of their outputs.

One approach to limiting disclosure risk in public-use microdata is to release multiply-imputed, partially synthetic data sets. These are data on actual respondents, but with con…dential data replaced by multiply-imputed synthetic values. A mis-speci…ed imputation model can invalidate inferences because the distribution of synthetic data is completely determined by the model used to generate th...

Solutions to combinatorial optimization problems frequently rely on heuristics to minimize an objective function. The optimum is sought iteratively and pre-setting the number of iterations dominates in operations research applications, which implies that the quality of the solution cannot be ascertained. Deterministic bounds offer a mean of ascertaining the quality, but such bounds are availabl...