English

Equivalence of weak and strong modes of measures on topological vector spaces

Functional Analysis 2019-10-29 v5 Optimization and Control Probability Statistics Theory Statistics Theory

Abstract

A strong mode of a probability measure on a normed space XX can be defined as a point uu such that the mass of the ball centred at uu uniformly dominates the mass of all other balls in the small-radius limit. Helin and Burger weakened this definition by considering only pairwise comparisons with balls whose centres differ by vectors in a dense, proper linear subspace EE of XX, and posed the question of when these two types of modes coincide. We show that, in a more general setting of metrisable vector spaces equipped with measures that are finite on bounded sets, the density of EE and a uniformity condition suffice for the equivalence of these two types of modes. We accomplish this by introducing a new, intermediate type of mode. We also show that these modes can be inequivalent if the uniformity condition fails. Our results shed light on the relationships between among various notions of maximum a posteriori estimator in non-parametric Bayesian inference.

Keywords

Cite

@article{arxiv.1708.02516,
  title  = {Equivalence of weak and strong modes of measures on topological vector spaces},
  author = {Han Cheng Lie and T. J. Sullivan},
  journal= {arXiv preprint arXiv:1708.02516},
  year   = {2019}
}

Comments

22 pages, 3 figures