Related papers: A Note on Distribution Free Symmetrization Inequal…
Let $X, Y$ be infinite dimensional, Banach spaces. Let $\mathcal{L}(X, Y)$ be the space of bounded operators . Motivated by the fact that smoothness of norm in the higher duals of even order of a Banach space can lead to Frechet…
The statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic independence of record events. Recently, records statistics…
Let $f$ be an analytic polynomial of degree at most $K-1$. A classical inequality of Bernstein compares the supremum norm of $f$ over the unit circle to its supremum norm over the sampling set of the $K$-th roots of unity. Many extensions…
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…
In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…
If $X$ and $Y$ are independent random variables with distributions $\mu$ and $\nu$ then $U=\psi(X,Y)$ and $V=\phi(X,Y)$ are also independent for some $\psi$ and $\phi$. Properties of this type are known for many important probability…
We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…
Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…
We introduce a novel data randomisation for the free wave equation which leads to the same range of Strichartz estimates as for radial data, albeit in a non-radial context. We then use these estimates to establish global well-posedness for…
Given samples from an unknown multivariate distribution $p$, is it possible to distinguish whether $p$ is the product of its marginals versus $p$ being far from every product distribution? Similarly, is it possible to distinguish whether…
Let $(X,Y)$ be a random variable consisting of an observed feature vector $X\in \mathcal{X}$ and an unobserved class label $Y\in \{1,2,...,L\}$ with unknown joint distribution. In addition, let $\mathcal{D}$ be a training data set…
We study an information analogue of infinitely divisible probability distributions, where the i.i.d. sum is replaced by the joint distribution of an i.i.d. sequence. A random variable $X$ is called informationally infinitely divisible if,…
Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…
A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic…
We construct a class of real-valued nonnegative binary functions on a set of jointly distributed random variables, which satisfy the triangle inequality and vanish at identical arguments (pseudo-quasi-metrics). These functions are useful in…
This paper studies the problem of approximating a function $f$ in a Banach space $X$ from measurements $l_j(f)$, $j=1,\dots,m$, where the $l_j$ are linear functionals from $X^*$. Most results study this problem for classical Banach spaces…
Testing equality of two multivariate distributions is a classical problem for which many non-parametric tests have been proposed over the years. Most of the popular two-sample tests, which are asymptotically distribution-free, are based…
We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical…
This paper presents a detailed study of constrained quantization for both finite and infinite discrete probability distributions supported on subsets of the real line. Under specific geometric constraints - namely, a semicircular arc and…
We provide an implementation to compute the flat metric in any dimension. The flat metric, also called dual bounded Lipschitz distance, generalizes the well-known Wasserstein distance $W_1$ to the case that the distributions are of unequal…