Related papers: Mass distributions marginalized over per-event err…
Given a prior probability density $p$ on a compact set $K$ we characterize the probability distribution $q_{\delta}^*$ on $K$ contained in a Wasserstein ball $B_{\delta}(\mu)$ centered in a given discrete measure $\mu$ for which the…
This note reports on some attempts to examine if and under which conditions the naturally scaled probability measures associated to an orthonormal basis of a classical Paley-Wiener space converge to a uniform distribution (on a compact set…
In this paper we tackle the problem of comparing distributions of random variables and defining a mean pattern between a sample of random events. Using barycenters of measures in the Wasserstein space, we propose an iterative version as an…
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$. We present a…
In this note, an alternative for presenting the distribution of `significant' events in searches for new phenomena is described. The alternative is based on probability density functions used in the evaluation of the `significance' of an…
This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…
This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…
The collective ground state for a spherical symmetric dust ball has been investigated recently in [R. Casadio, Phys. Lett. B 843 (2023) 138055]. In this study, we refine that model by obtaining a mass distribution that accounts for the…
Deterministic mathematical models, such as those specified via differential equations, are a powerful tool to communicate scientific insight. However, such models are necessarily simplified descriptions of the real world. Generalised…
An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
There seems to be an upper limit to predicting the outcome of matches in (semi-)professional sports. Recent work has proposed that this is due to chance and attempts have been made to simulate the distribution of win percentages to identify…
We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…
Focusing on a specific crowd dynamics situation, including real life experiments and measurements, our paper targets a twofold aim: (1) we present a Bayesian probabilistic method to estimate the value and the uncertainty (in the form of a…
Background and objective. Circular statistics and Rayleigh tests are important tools for analyzing the occurrence of cyclic events. However, current methods fail in the presence of measurement bias, such as incomplete or otherwise…
We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various…
We determine the spatial distribution function of galaxies from a wide range of samples in the 2MASS survey. The results agree very well with the form of the distribution predicted by the theory of cosmological gravitational many-body…
In this article we propose a method of performing arithmetic operations on varia-bles with unknown distribution. The approach to the evaluation results of arithme-tic operations can select probability intervals of the algebraic equations…
We study the estimation and concentration on its expectation of the probability to observe data further than a specified distance from a given iid sample in a metric space. The problem extends the classical problem of estimation of the…