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A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic…

Probability · Mathematics 2018-05-18 Lev B. Klebanov , Irina V. Volchenkova

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

Given i.i.d samples from some unknown continuous density on hyper-rectangle $[0, 1]^d$, we attempt to learn a piecewise constant function that approximates this underlying density non-parametrically. Our density estimate is defined on a…

Machine Learning · Statistics 2015-09-24 Kun Yang , Hao Su , Wing Hung Wang

The distribution of the sum of r-th power of standard normal random variables is a generalization of the chi-squared distribution. In this paper, we represent the probability density function of the random variable by an one-dimensional…

Classical Analysis and ODEs · Mathematics 2018-06-25 Tamio Koyama

This paper begins with a description of methods for estimating image probability density functions that reflects the observation that such data is usually constrained to lie in restricted regions of the high-dimensional image space-not…

Computer Vision and Pattern Recognition · Computer Science 2023-11-14 Peter Tu , Zhaoyuan Yang , Richard Hartley , Zhiwei Xu , Jing Zhang , Yiwei Fu , Dylan Campbell , Jaskirat Singh , Tianyu Wang

The estimation of a density profile from experimental data points is a challenging problem, usually tackled by plotting a histogram. Prior assumptions on the nature of the density, from its smoothness to the specification of its form, allow…

Methodology · Statistics 2015-03-13 Alberto Bernacchia , Simone Pigolotti

In this work we study loss functions for learning and evaluating probability distributions over large discrete domains. Unlike classification or regression where a wide variety of loss functions are used, in the distribution learning and…

Machine Learning · Computer Science 2019-08-05 Nika Haghtalab , Cameron Musco , Bo Waggoner

Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…

Information Theory · Computer Science 2022-12-12 Yue Yu , Pavel Loskot

The paper is concerned with asymptotic properties of the principal components analysis of functional data. The currently available results assume the existence of the fourth moment. We develop analogous results in a setting which does not…

Statistics Theory · Mathematics 2018-12-10 Piotr Kokoszka , Stilian Stoev , Qian Xiong

We give here a constructive account of the frequentist approach to probability, by means of natural density. Using this notion of natural density, we introduce some probabilistic versions of the Limited Principle of Omniscience. Finally we…

Logic · Mathematics 2019-05-16 Samuele Maschio

The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient…

Methodology · Statistics 2017-05-04 Daniel W. Meyer

Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…

Astrophysics of Galaxies · Physics 2021-08-11 Jun Yan Lau , James Binney

Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…

Methodology · Statistics 2019-11-14 Qi Gao , Randy C. S. Lai , Thomas C. M. Lee , Yao Li

In this paper we study Probability Measures (PM) from a functional point of view: we show that PMs can be considered as functionals (generalized functions) that belong to some functional space endowed with an inner product. This approach…

Methodology · Statistics 2015-04-08 Alberto Muñoz , Gabriel Martos , Javier González

Data depth functions are a generalization of one-dimensional order statistics and medians to real spaces of dimension greater than one; in particular, a data depth function quantifies the centrality of a point with respect to a data set or…

Statistics Theory · Mathematics 2016-05-17 Michael Burr , Robert Fabrizio

Density Ratio Estimation has attracted attention from the machine learning community due to its ability to compare the underlying distributions of two datasets. However, in some applications, we want to compare distributions of random…

Machine Learning · Statistics 2020-06-26 Song Liu , Yulong Zhang , Mingxuan Yi , Mladen Kolar

Decision theory does not traditionally include uncertainty over utility functions. We argue that the a person's utility value for a given outcome can be treated as we treat other domain attributes: as a random variable with a density…

Artificial Intelligence · Computer Science 2013-01-18 Urszula Chajewska , Daphne Koller

Expression for probability distribution is got taking into account a presence and removal of degeneracy on the microstates. Its application allows to describe the process of melting of solids, as saltatory phase transition of the first kind…

Statistical Mechanics · Physics 2012-03-20 Leonid S. Metlov

Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…

Computation · Statistics 2019-12-20 Uwe Petersohn , Thomas Dedek , Sandra Zimmer , Hans Biskupski

We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the…

Probability · Mathematics 2007-11-08 Margarete Knape , Ralph Neininger