Related papers: A Note on Distribution Free Symmetrization Inequal…
Random integral mappings $I^{h,r}_{(a,b]}$ give isomorphisms between the sub-semigroups of the classical $(ID, \ast)$ and the free-infinite divisible $(ID,\boxplus)$ probability measures. This allows us to introduce new examples of such…
We consider the problem of estimating the $L_1$ distance between two discrete probability measures $P$ and $Q$ from empirical data in a nonasymptotic and large alphabet setting. When $Q$ is known and one obtains $n$ samples from $P$, we…
Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…
We refine Khintchine Transference Principle which relates the measure of simultaneous rational approximation of an $n$ real numbers with the measure of linear independence of these $n$ numbers. Khintchine's inequalities are known to be…
It is shown that a separable Banach space $X$ can be given an equivalent norm $|\!|\!|\cdot |\!|\!|$ with the following properties:\quad If $(x_n)\subseteq X$ is relatively weakly compact and $\lim_{m\to\infty} \lim_{n\to\infty}\break…
We treat the problem of testing for association between a functional variable belonging to Hilbert space and a scalar variable. Particularly, we propose a distribution-free test statistic based on Kendall's Tau which is one of the most…
Random geometric graphs are widely used in modeling geometry and dependence structure in networks. In a random geometric graph, nodes are independently generated from some probability distribution $F$ over a metric space, and edges link…
We show that, given a Banach space $X$, the Lipschitz-free space over $X$, denoted by $\mathcal{F}(X)$, is isomorphic to $(\sum_{n=1}^\infty \mathcal{F}(X))_{\ell_1}$. Some applications are presented, including a non-linear version of…
The ideal probabilistic forecast for a random variable $Y$ based on an information set $\mathcal{F}$ is the conditional distribution of $Y$ given $\mathcal{F}$. In the context of point forecasts aiming to specify a functional $T$ such as…
Given a metrizable space $Z$, denote by ${\rm PM}(Z)$ the space of continuous bounded pseudometrics on $Z$, and denote by ${\rm AM}(Z)$ the one of continuous bounded admissible metrics on $Z$, the both of which are equipped with the…
We describe a framework to build distances by measuring the tightness of inequalities, and introduce the notion of proper statistical divergences and improper pseudo-divergences. We then consider the H\"older ordinary and reverse…
Subsampling is an efficient method to deal with massive data. In this paper, we investigate the optimal subsampling for linear quantile regression when the covariates are functions. The asymptotic distribution of the subsampling estimator…
In this paper, we investigate the problem of classifying feature vectors with mutually independent but non-identically distributed elements. First, we show the importance of this problem. Next, we propose a classifier and derive an…
Let $X$ and $Y$ be two independent identically distributed random variables with density $p(x)$ and $Z=\alpha X+\beta Y$ for some constants $\alpha>0$ and $\beta>0$. We consider the problem of estimating $p(x)$ by means of the samples from…
Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…
Let $X^{(\mu)}(ds)$ be an $\mathbb{R}^d$-valued homogeneous independently scattered random measure over $\mathbb{R}$ having $\mu$ as the distribution of $X^{(\mu)}((t,t+1])$. Let $f(s)$ be a nonrandom measurable function on an open interval…
This paper studies the problem of {\em learning} the probability distribution $P_X$ of a discrete random variable $X$ using indirect and sequential samples. At each time step, we choose one of the possible $K$ functions, $g_1, \ldots, g_K$…
In this investigation, the distribution of the ratio of two independently distributed xgamma (Sen et al. 2016) random variables X and Y , with different parameters, is proposed and studied. The related distributional properties such as,…
Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that…
We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…