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Mixture models are one of the most widely used statistical tools when dealing with data from heterogeneous populations. This paper considers the long-standing debate over finite mixture and infinite mixtures and brings the two modelling…
In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…
We study the (weak) equilibrium problem arising from the problem of optimally stopping a one-dimensional diffusion subject to an expectation constraint on the time until stopping. The weak equilibrium problem is realized with a set of…
It is well known that the entropy $H(X)$ of a finite random variable is always greater or equal to the entropy $H(f(X))$ of a function $f$ of $X$, with equality if and only if $f$ is one-to-one. In this paper, we give tights bounds on…
One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions are a special case where the density matrix is restricted to be diagonal. Density…
We prove the open question posed by Zhuang and Hu in Remark 3.1. More generally, we consider symmetric joint probability mass functions and joint densities whose associated quadratic form is non-negative. In this class, for every \(r>0\),…
An index of uniformity is developed as an alternative to the maximum-entropy principle for selecting continuous, differentiable probability distributions $\mathcal{P}$ subject to constraints $C$. The uniformity index developed in this paper…
Following (Shevtsova, 2010) we introduce detailed classification of the asymptotically exact constants in natural estimates of the rate of convergence in the Lindeberg central limit theorem, namely in Esseen's, Rozovskii's, and Wang-Ahmad's…
This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let $X_1,\cdots,X_n$ be independent random variables obeying non-identical continuous distributions and $X^{(1)}\geq \cdots\geq…
The existing upper and lower bounds between entropy and error probability are mostly derived from the inequality of the entropy relations, which could introduce approximations into the analysis. We derive analytical bounds based on the…
We study the distribution of the occurrence of rare patterns in sufficiently mixing Gibbs random fields on the lattice $\mathbb{Z}^d$, $d\geq 2$. A typical example is the high temperature Ising model. This distribution is shown to converge…
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
Test-time adaptation (TTA) methods improve model performance under distribution shift but lack formal guarantees connecting shift magnitude to prediction reliability. We develop a PAC-Bayesian framework yielding generalization bounds…
The present paper contains additional asymptotic result over an earlier investigation of Kapelko and Kranakis. Consider $n$ mobile sensors placed independently at random with the uniform distribution on the unit interval $[0,1]$. Fix $a$ an…
We consider univariate distributions with finite moments of all positive orders. The moment problem is to determine whether or not a given distribution is uniquely determined by the sequence of its moments. There is a huge literature on…
It is shown that, for any given $p\ge5$, $A>0$ and $B>0$, the exact upper bound on $\mathsf{E}|\sum X_i|^p$ over all independent zero-mean random variables (r.v.'s) $X_1,\ldots,X_n$ such that $\sum\mathsf{E}X_i^2=B$ and…
We formulate two types of extensions of the large deviation theory initiated by Bahadur in a non-regular setting. One can be regarded as a bound of the point estimation, the other can be regarded as the limit of a bound of the interval…
Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…
Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…