Related papers: Rubinstein distance on configurations spaces
Given a complex system with a given interface to the rest of the world, what does it mean for a the system to behave close to a simpler specification describing the behavior at the interface? We give several definitions for useful notions…
Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…
It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…
We obtain an estimate for the expected subspace robust Wasserstein distance between any probability measure on the unit ball of a separable Hilbert space, and its empirical distribution from $n$ i.i.d. samples.
Random permutation set (RPS) is a recently proposed framework designed to represent order-structured uncertain information. Measuring the distance between permutation mass functions is a key research topic in RPS theory (RPST). This paper…
How much dependence is there in the prime factorization of a random integer distributed uniformly from 1 to n? How much dependence is there in the decomposition into cycles of a random permutation of n points? What is the relation between…
Systematically simulating specular light transport requires an exhaustive search for primitive tuples containing admissible paths. Given the extreme inefficiency of enumerating all combinations, we propose to significantly reduce the search…
This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
Consider two independent Poisson point processes of unit intensity in the Euclidean space of dimension $d$ at least 3. We construct a perfect matching between the two point sets that is a factor (i.e., an equivariant measurable function of…
In this paper, we extend the notion of Cauchy-Schwarz divergence to point processes and establish that the Cauchy-Schwarz divergence between the probability densities of two Poisson point processes is half the squared…
We consider a stationary Poisson hyperplane process with given directional distribution and intensity in $d$-dimensional Euclidean space. Generalizing the zero cell of such a process, we fix a convex body $K$ and consider the intersection…
The distances between flats of a Poisson $k$-flat process in the $d$-dimensional Euclidean space with $k<d/2$ are discussed. Continuing an approach originally due to Rolf Schneider, the number of pairs of flats having distance less than a…
Computing the infinity Wasserstein distance and retrieving projections of a probability measure onto a closed subset of probability measures are critical sub-problems in various applied fields. However, the practical applicability of these…
In algorithms for finite metric spaces, it is common to assume that the distance between two points can be computed in constant time, and complexity bounds are expressed only in terms of the number of points of the metric space. We…
A common way to quantify the ,,distance'' between measures is via their discrepancy, also known as maximum mean discrepancy (MMD). Discrepancies are related to Sinkhorn divergences $S_\varepsilon$ with appropriate cost functions as…
The Levenshtein distance is an important tool for the comparison of symbolic sequences, with many appearances in genome research, linguistics and other areas. For efficient applications, an approximation by a distance of smaller…
We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…
We prove a new class of inequalities, yielding bounds for the normal approximation in the Wasserstein and the Kolmogorov distance of functionals of a general Poisson process (Poisson random measure). Our approach is based on an iteration of…
The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…