research-article

Exactly Computing the Tail of the Poisson-Binomial Distribution

Authors:

Andrew Ray Lee,

Uri KeichAuthors Info & Claims

ACM Transactions on Mathematical Software (TOMS), Volume 47, Issue 4

Article No.: 35, Pages 1 - 19

https://doi.org/10.1145/3460774

Published: 28 September 2021 Publication History

Abstract

We present ShiftConvolvePoibin, a fast exact method to compute the tail of a Poisson-binomial distribution (PBD). Our method employs an exponential shift to retain its accuracy when computing a tail probability, and in practice we find that it is immune to the significant relative errors that other methods, exact or approximate, can suffer from when computing very small tail probabilities of the PBD. The accompanying R package is also competitive with the fastest implementations for computing the entire PBD.

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Cited By

Yemini MGil SGoldsmith A(2023)Cloud-Cluster Architecture for Detection in Intermittently Connected Sensor NetworksIEEE Transactions on Wireless Communications10.1109/TWC.2022.319941522:2(903-919)Online publication date: Feb-2023
https://doi.org/10.1109/TWC.2022.3199415
Ferrer-Bonsoms JJareno LRubio A(2021)Rediscover: an R package to identify mutually exclusive mutationsBioinformatics10.1093/bioinformatics/btab70938:3(844-845)Online publication date: 19-Oct-2021
https://doi.org/10.1093/bioinformatics/btab709

Index Terms

Exactly Computing the Tail of the Poisson-Binomial Distribution
1. Mathematics of computing
  1. Mathematical software
    1. Mathematical software performance
    2. Statistical software

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Published In

cover image ACM Transactions on Mathematical Software

ACM Transactions on Mathematical Software Volume 47, Issue 4

December 2021

242 pages

ISSN:0098-3500

EISSN:1557-7295

DOI:10.1145/3485138

Editors:
Zhaojun Bai
University of California at Davis, USA
,
Wolfgang Bangerth
Colorado State University, USA

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Copyright © 2021 Copyright held by the owner/author(s). Publication rights licensed to ACM.

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 28 September 2021

Accepted: 01 April 2021

Revised: 01 December 2020

Received: 01 June 2020

Published in TOMS Volume 47, Issue 4

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Cited By

Yemini MGil SGoldsmith A(2023)Cloud-Cluster Architecture for Detection in Intermittently Connected Sensor NetworksIEEE Transactions on Wireless Communications10.1109/TWC.2022.319941522:2(903-919)Online publication date: Feb-2023
https://doi.org/10.1109/TWC.2022.3199415
Ferrer-Bonsoms JJareno LRubio A(2021)Rediscover: an R package to identify mutually exclusive mutationsBioinformatics10.1093/bioinformatics/btab70938:3(844-845)Online publication date: 19-Oct-2021
https://doi.org/10.1093/bioinformatics/btab709

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