Related papers: The entropy per coordinate of a random vector is h…
This paper studies the asymptotic behaviors of the pairwise angles among n randomly and uniformly distributed unit vectors in R^p as the number of points n -> infinity, while the dimension p is either fixed or growing with n. For both…
The Levy-type distributions are derived using the principle of maximum Tsallis nonextensive entropy both in the full and half spaces. The rates of convergence to the exact Levy stable distributions are determined by taking the N-fold…
We show that the likelihood function for a multinomial vector observed under arbitrary interval censoring constraints on the frequencies or their partial sums is completely log-concave by proving that the constrained sample spaces comprise…
We consider the Constrained-degree percolation model in random environment on the square lattice. In this model, each vertex $v$ has an independent random constraint ${\kappa}_v$ which takes the value $j\in \{0,1,2,3\}$ with probability…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…
Using a TE/TM decomposition for an angular plane-wave spectrum of free random electromagnetic waves and matched boundary conditions, we derive the probability density function for the energy density of the vector electric field in the…
The aim of this paper is to establish several deep theoretical properties of principal component analysis for multiple-component spike covariance models. Our new results reveal a surprising asymptotic conical structure in critical sample…
The Gibbs sampler (a.k.a. Glauber dynamics and heat-bath algorithm) is a popular Markov Chain Monte Carlo algorithm which iteratively samples from the conditional distributions of a probability measure $\pi$ of interest. Under the…
We prove that the Poisson distribution maximises entropy in the class of ultra-log-concave distributions, extending a result of Harremo\"{e}s. The proof uses ideas concerning log-concavity, and a semigroup action involving adding Poisson…
We analyze the coordinate descent method with a new coordinate selection strategy, called volume sampling. This strategy prescribes selecting subsets of variables of certain size proportionally to the determinants of principal submatrices…
We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…
The block bootstrap approximates sampling distributions from dependent data by resampling data blocks. A fundamental problem is establishing its consistency for the distribution of a sample mean, as a prototypical statistic. We use a…
It is always some constraint that yields any nontrivial structure from statistical averages. As epitomized by the Boltzmann distribution, the energy conservation is often the principal constraint acting on mechanical systems. Here, we…
Rank 1 inhomogeneous random graphs are a natural generalization of Erd\H{o}s R\'enyi random graphs. In this generalization each node is given a weight. Then the probability that an edge is present depends on the product of the weights of…
A new notion of displacement convexity on a matrix level is developed for density flows arising from mean-field games, compressible Euler equations, entropic interpolation, and semi-classical limits of non-linear Schr\"odinger equations.…
By the Pr\'ekopa-Leindler inequality, the difference $X-X'$ has a log-concave density provided that $X$ has a log-concave density and $X, X'$ are independent and identically distributed. We prove that the opposite direction does not always…
We study the problem of maximum likelihood estimation of densities that are log-concave and lie in the graphical model corresponding to a given undirected graph $G$. We show that the maximum likelihood estimate (MLE) is the product of the…
We investigate lower asymptotic bounds of number variances for invariant locally square-integrable random measures on Euclidean and real hyperbolic spaces. In the Euclidean case we show that there are subsequences of radii for which the…
For any rank-one convex projective manifold with a compact convex core, we prove that there exists a unique probability measure of maximal entropy on the set of unit tangent vectors whose geodesic is contained in the convex core, and that…