Related papers: Bi-log-concave distribution functions
A random variable $Y_1$ is said to be smaller than $Y_2$ in the increasing concave stochastic order if $\mathbb{E}[\phi(Y_1)] \leq \mathbb{E}[\phi(Y_2)]$ for all increasing concave functions $\phi$ for which the expected values exist, and…
In this paper, we use the semi-group method and an adaptation of the $L^2-$method of H\"ormander to establish some $\Phi-$entropy inequalities and asymmetric covariance estimates for the strictly convex measures in $\mathbb R^n$. These…
The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of moments. This paper studies the discrete moment problems with…
This paper studies distributionally robust optimization for a rich class of risk measures with ambiguity sets defined by $\phi$-divergences. The risk measures are allowed to be non-linear in probabilities, are represented by Choquet…
Multimode optical fibers has emerged as the platform that will bridge the gap between nonlinear optics in bulk media and in single-mode fibers. However, the understanding of the transition between these two research fields still remains…
The inference of evolutionary histories is a central problem in evolutionary biology. The analysis of a sample of phylogenetic trees can be conducted in Billera-Holmes-Vogtmann tree space, which is a CAT(0) metric space of phylogenetic…
A flag domain of a real from $G_0$ of a complex semismiple Lie group $G$ is an open $G_0$-orbit $D$ in a (compact) $G$-flag manifold. In the usual way one reduces to the case where $G_0$ is simple. It is known that if $D$ possesses…
Several measures of non-convexity (departures from convexity) have been introduced in the literature, both for sets and functions. Some of them are of geometric nature, while others are more of topological nature. We address the statistical…
Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…
In this paper our aim is to show some mean value inequalities for the modified Bessel functions of the first and second kinds. Our proofs are based on some bounds for the logarithmic derivatives of these functions, which are in fact…
We present a novel, log-radius profile representation for convex curves and define a new operation for combining the shape features of curves. Unlike the standard, angle profile-based methods, this operation accurately combines the shape…
In this article we prove that for a diffeomorphism on a compact Riemannian manifold, if there is a nontrival homoclinic class that is not uniformly hyperbolic or the diffeomorphism is a $C^{1+\alpha}$ and there is a hyperbolic ergodic…
We bound features of counterfactual choices in the nonparametric random utility model of demand, i.e. if observable choices are repeated cross-sections and one allows for unrestricted, unobserved heterogeneity. In this setting, tight bounds…
This is a significantly improved version with new applications. We show that there are many cohomogeneity one manifolds which do not admit an analytic invariant metric with non-negative sectional curvature, although they do have a smooth…
Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either (1) parametric likelihoods, or, (2) regularized regression/pseudo-likelihoods,…
This paper provides closed-form expansions for the log-likelihood function of multivariate diffusions sampled at discrete time intervals. The coefficients of the expansion are calculated explicitly by exploiting the special structure…
While the problem of estimating a probability density function (pdf) from its observations is classical, the estimation under additional shape constraints is both important and challenging. We introduce an efficient, geometric approach for…
We develop a family of infinite-dimensional (non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class $C_b^k$ with respect to appropriate reference measures. The case…
We introduce a notion of $F$-concavity which largely generalizes the usual concavity. By the use of the notions of closedness under positive scalar multiplication and closedness under positive exponentiation we characterize power concavity…
There is no agreement over which statistical distribution is most appropriate for modelling citation count data. This is important because if one distribution is accepted then the relative merits of different citation-based indicators, such…