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We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establish a new rate of convergence of the $\infty-$Wasserstein…

Probability · Mathematics 2018-08-03 Anning Liu , Jian-Guo Liu , Yulong Lu

We study two-sample tests for relevant differences in persistence diagrams obtained from $L^p$-$m$-approximable data $(\mathcal{X}_t)_t$ and $(\mathcal{Y}_t)_t$. To this end, we compare variance estimates w.r.t.\ the Wasserstein metrics on…

Statistics Theory · Mathematics 2024-01-22 Johannes Krebs , Daniel Rademacher

The analysis of samples of random objects that do not lie in a vector space is gaining increasing attention in statistics. An important class of such object data is univariate probability measures defined on the real line. Adopting the…

Methodology · Statistics 2021-07-07 Yaqing Chen , Zhenhua Lin , Hans-Georg Müller

We propose a series of metrics between pairs of signals, linear systems or rational spectra, based on optimal transport and linear-systems theory. The metrics operate on the locations of the poles of rational functions and admit very…

Machine Learning · Statistics 2020-04-21 Fredrik Bagge Carlson , Mandar Chitre

Thermodynamically consistent measurements can either preserve statistics (unbiased) or preserve marginal states (non-invasive) but not both. Here we show the existence of metrological tasks which unequally favor each of the aforementioned…

Quantum Physics · Physics 2023-04-28 Muthumanimaran Vetrivelan , Abhisek Panda , Sai Vinjanampathy

In this, partly pedagogical review, I attempt to give a self-contained overview of the basis of (non-relativistic) QM measurement theory expressed in density matrix formalism. The focus is on applications to the theory of weak measurement,…

Quantum Physics · Physics 2013-05-27 Bengt E. Y. Svensson

Weak values are typically obtained experimentally by performing weak measurements, which involve weak interactions between the measured system and a probe. However, the determination of weak values does not necessarily require weak…

Common measures of neural representational (dis)similarity are designed to be insensitive to rotations and reflections of the neural activation space. Motivated by the premise that the tuning of individual units may be important, there has…

Machine Learning · Computer Science 2023-11-17 Meenakshi Khosla , Alex H. Williams

Weak measurements have an increasing number of applications in contemporary quantum mechanics. They were originally described as a weak interaction that slightly entangled the translational degrees of freedom of a particle to its spin,…

The paper treats density measures as typical examples of finitely additive measures in $\mathbb{R}^n$. We study their structure and derive basic properties. In addition, estimates for related integrals are provided. The results are applied…

Analysis of PDEs · Mathematics 2026-03-26 Moritz Schönherr , Friedemann Schuricht

This article provides an overview on the statistical modeling of complex data as increasingly encountered in modern data analysis. It is argued that such data can often be described as elements of a metric space that satisfies certain…

Methodology · Statistics 2024-02-28 Paromita Dubey , Yaqing Chen , Hans-Georg Müller

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…

Metric Geometry · Mathematics 2026-05-12 Edivaldo Lopes dos Santos , Leandro Vicente Mauri , Washington Mio , Tom Needham

In this paper, we use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. Our first goal is to provide sufficient conditions for posterior consistency. In addition to the well-known Schwartz's…

Statistics Theory · Mathematics 2021-07-01 Minwoo Chae , Pierpaolo De Blasi , Stephen G. Walker

A new similarity measure for two sets of S-parameters is proposed. It is constructed with the modified Hausdorff distance applied to S-parameter points in 3D space with real, imaginary and normalized frequency axes. New S-parameters…

Mathematical Physics · Physics 2021-08-24 Yuriy Shlepnev

We introduce a distortion measure for images, Wasserstein distortion, that simultaneously generalizes pixel-level fidelity on the one hand and realism or perceptual quality on the other. We show how Wasserstein distortion reduces to a pure…

Information Theory · Computer Science 2024-04-01 Yang Qiu , Aaron B. Wagner , Johannes Ballé , Lucas Theis

Incompatible observables underlie pillars of quantum physics such as contextuality and entanglement. The Heisenberg uncertainty principle is a fundamental limitation on the measurement of the product of incompatible observables, a `joint'…

We consider a generalization of the classifier-based density-ratio estimation task to a quasiprobabilistic setting where probability densities can be negative. The problem with most loss functions used for this task is that they implicitly…

Machine Learning · Statistics 2025-12-24 Matthew Drnevich , Stephen Jiggins , Kyle Cranmer

There exist lots of distinct geometric means on the cone of positive definite Hermitian matrices such as the metric geometric mean, spectral geometric mean, log-Euclidean mean and Wasserstein mean. In this paper, we prove the…

Functional Analysis · Mathematics 2023-06-13 Luyining Gan , Sejong Kim

It was shown in [6] that the Wasserstein distance is equivalent to the Mean Optimal Sub-Pattern Assignment (MOSPA) measure for empirical probability density functions. A more recent paper [7], extends on it by drawing new connections…

Statistics Theory · Mathematics 2016-12-21 Gabriel M. Lipsa , Marco Guerriero

In this paper, we explore a static setting for the assessment of risk in the context of mathematical finance and actuarial science that takes into account model uncertainty in the distribution of a possibly infinite-dimensional risk factor.…

Risk Management · Quantitative Finance 2024-08-13 Max Nendel , Alessandro Sgarabottolo
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