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The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

We introduce and study a class of determinantal probability measures generalising the class of discrete determinantal point processes. These measures live on the Grassmannian of a real, complex, or quaternionic inner product space that is…

Probability · Mathematics 2023-08-22 Adrien Kassel , Thierry Lévy

We show that probabilities of results of all possible measurements performing on a quantum system depend on the system's state only through its density matrix. Therefore all experimentally available information about the state contains in…

Quantum Physics · Physics 2016-02-01 Alexey Nenashev

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

Measures play an important role in the characterisation of various function spaces. In this paper, the structure of density measures will be investigated. These are elements of the dual of the space of essentially bounded func- tions. The…

Metric Geometry · Mathematics 2017-10-09 Moritz Schönherr , Friedemann Schuricht

This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Raúl Ramos-Pollán , Joseph A. Gallego-Mejia

A given density matrix may be represented in many ways as a mixture of pure states. We show how any density matrix may be realized as a uniform ensemble. It has been conjectured that one may realize all probability distributions that are…

Quantum Physics · Physics 2009-11-07 Ingemar Bengtsson , Asa Ericsson

A new formalism is presented for analytically obtaining the probability density function, \( P_{n}(s) \), for the distance between two random points in an \( n \)-dimensional sphere of radius \( R \). Our formalism allows \( P_{n}(s) \) to…

Mathematical Physics · Physics 2007-05-23 Shu-Ju Tu , Ephraim Fischbach

Probability metrics constitute an important tool in probability theory and statistics \cite{DKS91}, \cite{R91}, \cite{Z83} as they are specific metrics on spaces of random variables which, by satisfying an extra condition, concord well with…

Probability · Mathematics 2015-11-19 Ben Berckmoes , Bob Lowen

Data represented by probability measures arise as empirical distributions, posterior distributions, and feature-based representations of complex objects. We study heterogeneity in a population of probability measures through the expected…

Methodology · Statistics 2026-03-17 Kisung You

Due to considerable recent interest in the use of density matrices for a wide variety of purposes, including quantum computation, we present a general method for their parameterizations in terms of Euler angles. We assert that this is of…

Quantum Physics · Physics 2009-11-06 Mark S. Byrd , Paul B. Slater

The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often…

Statistics Theory · Mathematics 2007-06-13 Guy Morel

We consider the problem of estimating the population probability distribution given a finite set of multivariate samples, using the maximum entropy approach. In strict keeping with Jaynes' original definition, our precise formulation of the…

Data Analysis, Statistics and Probability · Physics 2007-07-13 Sabbir Rahman , Mahbub Majumdar

This is an introduction to measure theory, integration and function spaces, with all the needed preliminaries included, and with some applications included as well. We first discuss some basic motivations, coming from discrete probability,…

Mathematical Physics · Physics 2025-06-19 Teo Banica

To learn about a physical system of interest, experimental results must be able to discriminate among models. We introduce a geometrical measure to quantify the distance between models for pseudoscalar-meson photoproduction in amplitude…

High Energy Physics - Phenomenology · Physics 2016-06-22 J. Nys , J. Ryckebusch , D. G. Ireland , D. I. Glazier

Given a universe of discourse X-a domain of possible outcomes-an experiment may consist of selecting one of its elements, subject to the operation of chance, or of observing the elements, subject to imprecision. A priori uncertainty about…

Artificial Intelligence · Computer Science 2013-03-26 Arthur Ramer

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

We study here a sequence of secondary measures, so called because the set of secondary polynomials on a given term become orthogonal for the next measure. The main result is a formula making explicit the density of any term of the sequence,…

Classical Analysis and ODEs · Mathematics 2011-04-26 Roland Groux

We present several natural notions of distance between spectral density functions of (discrete-time) random processes. They are motivated by certain filtering problems. First we quantify the degradation of performance of a predictor which…

Optimization and Control · Mathematics 2008-07-19 Tryphon T. Georgiou

On the space of unimodular lattices, we construct a sequence of invariant probability measures under a singular diagonal element with high entropy and show that the limit measure is 0.

Dynamical Systems · Mathematics 2010-09-14 Shirali Kadyrov
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