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The aim of this expos\'e is to make explicit the analogy between the classical notion of non-independent probability distribution and the quantum notion of entangled state. To bring that analogy forth, we consider a classical systems with…

Quantum Physics · Physics 2026-05-18 Henryk Gzyl

Compositional data (i.e., data comprising random variables that sum up to a constant) arises in many applications including microbiome studies, chemical ecology, political science, and experimental designs. Yet when compositional data serve…

Methodology · Statistics 2025-01-03 Ritwik Bhaduri , Siyuan Ma , Lucas Janson

Observations or measurements taken of a quantum system (a small number of fundamental particles) are inherently random. If the state of the system depends on unknown parameters, then the distribution of the outcome depends on these…

Statistics Theory · Mathematics 2007-06-13 Richard D. Gill

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…

Data Analysis, Statistics and Probability · Physics 2015-06-15 Paolo Rossi

Measurements with randomly chosen settings determine many important properties of quantum states without the need for a shared reference frame or calibration. They naturally emerge in the context of quantum communication and quantum…

It is well known that while the independence of random variables implies zero correlation, the opposite is not true. Namely, uncorrelated random variables are not necessarily independent. In this note we show that the implication could be…

Statistics Theory · Mathematics 2024-04-22 Piotr Jaworski , Damian Jelito , Marcin Pitera

We address the statistics of a simultaneous CWLM of two non-commuting variables on a few-state quantum system subject to a conditioned evolution. Both conditioned quantum measurement and that of two non-commuting variables differ…

Quantum Physics · Physics 2019-12-11 A. Franquet , Yuli V. Nazarov

Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…

Applications · Statistics 2023-06-21 Max Ehre , Iason Papaioannou , Daniel Straub

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

While learning with limited labelled data can improve performance when the labels are lacking, it is also sensitive to the effects of uncontrolled randomness introduced by so-called randomness factors (e.g., varying order of data). We…

Computation and Language · Computer Science 2024-12-03 Branislav Pecher , Ivan Srba , Maria Bielikova

This paper provides a systematic account of the hidden variable models (HVMs) formulated to describe systems of random variables with mutually exclusive contexts. Any such system can be described either by a model with free choice but…

Quantum Physics · Physics 2023-09-19 Ehtibar N. Dzhafarov

Identifying when observed statistics cannot be explained by any reasonable classical model is a central problem in quantum foundations. A principled and universally applicable approach to defining and identifying nonclassicality is given by…

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…

Dynamical Systems · Mathematics 2017-06-27 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Sandro Vaienti

Beginning with the Bell theorem, cyclic systems of dichotomous random variables have been the object of many foundational findings in quantum mechanics. Here, we ask the question: if one chooses a cyclic system "at random" (uniformly within…

Quantum Physics · Physics 2021-04-14 Ehtibar N. Dzhafarov , Janne V. Kujala , Víctor H. Cervantes

The concept of randomized measurements on individual particles has proven to be useful for analyzing quantum systems and is central for methods like shadow tomography of quantum states. We introduce $\textit{collective}$ randomized…

Quantum Physics · Physics 2024-08-12 Satoya Imai , Géza Tóth , Otfried Gühne

Several important families of computational and statistical results in machine learning and randomized algorithms rely on uniform bounds on quadratic forms of random vectors or matrices. Such results include the Johnson-Lindenstrauss (J-L)…

Machine Learning · Computer Science 2019-12-06 Arindam Banerjee , Qilong Gu , Vidyashankar Sivakumar , Zhiwei Steven Wu

One can often encounter claims that classical (Kolmogorovian) probability theory cannot handle, or even is contradicted by, certain empirical findings or substantive theories. This note joins several previous attempts to explain that these…

Probability · Mathematics 2019-01-24 Ehtibar N. Dzhafarov , Maria Kon

A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…

Mathematical Physics · Physics 2013-09-17 Bianca Dittrich , Philipp A Hoehn

Bell inequalities may only be derived, if hidden variables do not depend on the experimental settings. The stochastic independence of hidden and setting variables is called: freedom of choice, free will, measurement independence or no…

Quantum Physics · Physics 2022-04-01 Marian Kupczynski

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

Probability · Mathematics 2018-11-06 Christoph H. Lampert , Liva Ralaivola , Alexander Zimin