Related papers: On Low-Dimensional Projections of High-Dimensional…
Let $X_1,\dots,X_n$ be independent centered random vectors in $\mathbb{R}^d$. This paper shows that, even when $d$ may grow with $n$, the probability $P(n^{-1/2}\sum_{i=1}^nX_i\in A)$ can be approximated by its Gaussian analog uniformly in…
The aim of the paper is to introduce a two-parameter family of infinite-dimensional diffusion processes X(alpha,theta) related to Pitman's two-parameter Poisson-Dirichlet distributions PD(alpha,theta). The diffusions X(alpha,theta) are…
We study the possibility to describe pure quantum states and evens with classical probability distributions and conditional probabilities and show that the distributions and/or conditional probabilities have to assume negative values,…
Consider a random sample of $n$ independently and identically distributed $p$-dimensional normal random vectors. A test statistic for complete independence of high-dimensional normal distributions, proposed by Schott (2005), is defined as…
Permutons, which are probability measures on the unit square $[0, 1]^2$ with uniform marginals, are the natural scaling limits for sequences of (random) permutations. We introduce a $d$-dimensional generalization of these measures for all…
This work explores the dimension reduction problem for Bayesian nonparametric regression and density estimation. More precisely, we are interested in estimating a functional parameter $f$ over the unit ball in $\mathbb{R}^d$, which depends…
We introduce the notion of hidden quantum correlations. We present the mean values of observables depending on one classical random variable described by the probability distribution in the form of correlation functions of two (three, etc.)…
Modern time series analysis requires the ability to handle datasets that are inherently high-dimensional; examples include applications in climatology, where measurements from numerous sensors must be taken into account, or inventory…
There has been recently a lot of research on sparse variants of random projections, faster adaptations of the state-of-the-art dimensionality reduction technique originally due to Johsnon and Lindenstrauss. Although the construction is very…
In conventional scattering theory, by large-distance asymptotics, at the cost of losing the information of the distance between target and observer, one imposes a large-distance asymptotics to achieve a scattering wave function which can be…
Generalized Fiducial Inference (GFI) is motivated by R.A. Fisher's approach of obtaining posterior-like distributions when there is no prior information available for the unknown parameter. Without the use of Bayes' theorem GFI proposes a…
In this work, we readdress the Dirac equation in the position-dependent mass (PDM) scenario. Here, one investigates the quantum dynamics of non-Hermitian fermionic particles with effective mass assuming a $(1+1)$-dimension flat spacetime.…
We develop a test for spherical symmetry of a multivariate distribution $\Pr$ that works well even when the dimension of the data $d$ is larger than the sample size $n$. We propose a non-negative measure of spherical asymmetry $\zeta(\Pr)$…
We study central limit theorems for the projected sample mean of independent and identically distributed observations on subsets $\mathcal Q \subset \mathbb R^2$ of the Euclidean plane. It is well-known that two conditions suffice to obtain…
We construct measures on the space $\mathcal D'(Q_p^n)$, $n\le 4$, of Bruhat-Schwartz distributions over the field of $p$-adic numbers, corresponding to finite volume polynomial interactions in a $p$-adic analog of the Euclidean quantum…
We study the peak height distribution of certain non-stationary Gaussian random fields. The explicit peak height distribution of smooth, non-stationary Gaussian processes in 1D with general covariance is derived. The formula is determined…
This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…
The probability distribution for the free energy of directed polymers in random media (DPRM) with uncorrelated noise in $d=1+1$ dimensions satisfies the Tracy-Widom distribution. We inquire if and how this universal distribution is modified…
The classic likelihood ratio test for testing the equality of two covariance matrices breakdowns due to the singularity of the sample covariance matrices when the data dimension $p$ is larger than the sample size $n$. In this paper, we…
While there is considerable work on change point analysis in univariate time series, more and more data being collected comes from high dimensional multivariate settings. This paper introduces the asymptotic concept of high dimensional…