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Extremization of the Boltzmann-Gibbs (BG) entropy under appropriate norm and width constraints yields the Gaussian distribution. Also, the basic solutions of the standard Fokker-Planck (FP) equation (related to the Langevin equation with…

Statistical Mechanics · Physics 2015-05-14 Rudolf Hanel , Stefan Thurner , Constantino Tsallis

We prove an extension of McDiarmid's inequality for metric spaces with unbounded diameter. To this end, we introduce the notion of the {\em subgaussian diameter}, which is a distribution-dependent refinement of the metric diameter. Our…

Probability · Mathematics 2013-09-12 Aryeh Kontorovich

Maxima of the linear density field form a point process that can be used to understand the spatial distribution of virialized halos that collapsed from initially overdense regions. However, owing to the peak constraint, clustering…

Cosmology and Nongalactic Astrophysics · Physics 2013-05-30 Vincent Desjacques

We study the evolution of higher-order nonclassicality and entanglement criteria in atmospheric fluctuating-loss channels. By formulating input-output relations for the matrix of moments, we investigate the influence of such channels on the…

Quantum Physics · Physics 2017-01-25 M. Bohmann , J. Sperling , A. A. Semenov , W. Vogel

Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…

Information Theory · Computer Science 2010-04-21 Dongning Guo , Yihong Wu , Shlomo Shamai , Sergio Verdu

In this paper we focus on continuous univariate probability distributions, like McKay distributions, $K$-distribution, generalized inverse Gaussian distribution and generalised McKay distributions, with support $[0,\infty),$ which are…

Probability · Mathematics 2026-05-27 Árpád Baricz , Dhivya Prabhu K , Sanjeev Singh , Antony Vijesh

Using Kalman techniques, it is possible to perform optimal estimation in linear Gaussian state-space models. We address here the case where the noise probability density functions are of unknown functional form. A flexible Bayesian…

Statistics Theory · Mathematics 2009-11-13 François Caron , Manuel Davy , Arnaud Doucet , Emmanuel Duflos , Philippe Vanheeghe

The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Hanns L. Harney

A two-dimensional Gauss-Kuzmin theorem for $N$-continued fraction expansions is shown. More exactly, we obtain a Gauss-Kuzmin theorem related to the natural extension of the measure-dynamical system corresponding to these expansions. Then,…

Number Theory · Mathematics 2017-09-07 Gabriela Ileana Sebe , Dan Lascu

One of the most popular algorithms for clustering in Euclidean space is the $k$-means algorithm; $k$-means is difficult to analyze mathematically, and few theoretical guarantees are known about it, particularly when the data is {\em…

Machine Learning · Computer Science 2009-12-02 Kamalika Chaudhuri , Sanjoy Dasgupta , Andrea Vattani

We consider stochastic approximations of sampling algorithms, such as Stochastic Gradient Langevin Dynamics (SGLD) and the Random Batch Method (RBM) for Interacting Particle Dynamcs (IPD). We observe that the noise introduced by the…

Probability · Mathematics 2023-10-10 Aniket Das , Dheeraj Nagaraj , Anant Raj

We study the Gaussian noise stability of subsets A of Euclidean space satisfying A=-A. It is shown that an interval centered at the origin, or its complement, maximizes noise stability for small correlation, among symmetric subsets of the…

Probability · Mathematics 2016-09-05 Steven Heilman

This paper studies network information theory problems where the external noise is Gaussian distributed. In particular, the Gaussian broadcast channel with coherent fading and the Gaussian interference channel are investigated. It is shown…

Information Theory · Computer Science 2010-02-12 Emmanuel Abbe , Lizhong Zheng

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

We establish dimension-free quantum Talagrand-type inequalities with explicit constants on the quantum Boolean cube, via a unified variance-decay perspective. For individual observables, short-time variance decay along the depolarizing…

Functional Analysis · Mathematics 2026-02-18 Fan Chang , Peijie Li

In this work, we study scaling limits of shallow Bayesian neural networks (BNNs) via their connection to Gaussian processes (GPs), with an emphasis on statistical modeling, identifiability, and scalable inference. We first establish a…

Machine Learning · Statistics 2026-02-27 Gracielle Antunes de Araújo , Flávio B. Gonçalves

A strong direct product theorem states that, in order to solve k instances of a problem, if we provide less than k times the resource required to compute one instance, then the probability of overall success is exponentially small in k. In…

Computational Complexity · Computer Science 2013-02-20 Rahul Jain , Penghui Yao

Using the calculus of variations, we prove that a Euclidean set of fixed Gaussian measure that nearly maximizes Gaussian noise stability is close to a half space. The main result proves a modification of a conjecture of Eldan from 2013: a…

Probability · Mathematics 2021-08-12 Steven Heilman

Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…

Machine Learning · Computer Science 2022-04-13 Jacob Deasy , Nikola Simidjievski , Pietro Liò

Tweedie's formula is central to measurement-error analysis and empirical Bayes. Under Gaussian noise, the formula identifies the posterior mean directly from the observed-data density, bypassing nonparametric deconvolution. Beyond a few…

Statistics Theory · Mathematics 2026-05-05 Santiago Torres
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