Related papers: Multivariate quantiles and multivariate L-moments
This paper introduces and develops the algebraic framework of moment polynomials, which are polynomial expressions in commuting variables and their formal mixed moments. Their positivity and optimization over probability measures supported…
This paper introduces inter-order formulas for partial and complete moments of a Student $t$ distribution with $n$ degrees of freedom. We show how the partial moment of order $n - j$ about any real value $m$ can be expressed in terms of the…
Weighted cone-volume functionals are introduced for the convex polytopes in $\mathbb{R}^n$. For these functionals, geometric inequalities are proved and the equality conditions are characterized. A variety of corollaries are derived,…
Hamilton's action principle is formulated and extended in conformity with the gauge transformations underlying Weyl's geometry. The extended principle characterizes infinitely many equally likely trajectories with a particle traveling along…
In this paper, we review the theory of time space-harmonic polynomials developed by using a symbolic device known in the literature as the classical umbral calculus. The advantage of this symbolic tool is twofold. First a moment…
We define an axiomatic class of L-functions extending the Selberg class. We show in particular that one can recast the traditional conditions of an Euler product, analytic continuation and functional equation in terms of distributional…
We propose a novel optimal transport-based version of the Generalized Method of Moment (GMM). Instead of handling overidentification by reweighting the data to satisfy the moment conditions (as in Generalized Empirical Likelihood methods),…
A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…
In this paper we introduce the concept of \emph{multivector functionals.} We study some possible kinds of derivative operators that can act in interesting ways on these objects such as, e.g., the $A$-directional derivative and the…
The concepts of relative velocity and acceleration, deviation velocity and acceleration and relative momentum of point particles in spaces (manifolds), the tangent bundle of which is equipped with a transport along paths, are introduced. If…
We study approximation properties of weighted $L^2$-orthogonal projectors onto spaces of polynomials of bounded degree in the Euclidean unit ball, where the weight is of the generalized Gegenbauer form $x \mapsto (1-\|x\|^2)^\alpha$,…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…
A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form $(\nabla u)\_\\#e^{- u}$ for…
Consider a multiperiod optimal transport problem where distributions $\mu_{0},\dots,\mu_{n}$ are prescribed and a transport corresponds to a scalar martingale $X$ with marginals $X_{t}\sim\mu_{t}$. We introduce particular couplings called…
Polynomials commute under composition are referred to as commuting polynomials. In this paper, we study division properties for commuting polynomials with rational (and integer) coefficients. As a consequence, we show an algebraic…
Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…
The multivariate moment problem is investigated in the general context of the polynomial algebra $\mathbb{R}[x_i \mid i \in \Omega]$ in an arbitrary number of variables $x_i$, $i\in \Omega$. The results obtained are sharpest when the index…
Within framework of the quantum calculus, we represent the partition function and the mass exponent of a multifractal, as well as the average of random variables distributed over self-similar set, on the basis of the deformed expansion in…
We prove a multivariate version of Hoeffding's inequality about the distribution of homogeneous polynomials of Rademacher functions. The proof is based on such an estimate about the moments of homogeneous polynomials of Rademacher functions…
Invariants allow to classify images up to the action of a group of transformations. In this paper we introduce notions of the algebras of simultaneous polynomial and rational 2D moment invariants and prove that they are isomorphic to the…