Related papers: A stroll along the gamma

At present, there is still no officially accepted and extensively verified implementation of computing the gamma difference distribution allowing unequal shape parameters. We explore four computational ways of the gamma difference…

We study the Stein equation associated with the one-dimensional Gamma distribution, and provide novel bounds, allowing one to effectively deal with test functions supported by the whole real line. We apply our estimates to derive new…

We present a new method for proving sharp local propagation of chaos in Fisher Information for particles with smooth interaction and drift. We rely on a new Lemma computing the Fisher Information of two diffusion processes with smooth…

In this paper we introduce a new approach to the diffusive limit of the weakly random Schrodinger equation, first studied by L. Erdos, M. Salmhofer, and H.T. Yau. Our approach is based on a wavepacket decomposition of the evolution…

We formulate explicit bounds to guarantee the exponential dissipation for some non-gradient stochastic differential equations towards their invariant distributions. Our method extends the connection between Gamma calculus and Hessian…

We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…

We develop connections between Stein's approximation method, logarithmic Sobolev and transport inequalities by introducing a new class of functional inequalities involving the relative entropy, the Stein kernel, the relative Fisher…

Let $\Gamma$ be the fundamental group of a closed orientable surface of genus at least two. Consider the composition of a uniformly random element of $\mathrm{Hom}(\Gamma,S_n)$ with the $(n-1)$-dimensional irreducible representation of…

Even if path planning can be solved using standard techniques from dynamic programming and control, the problem can also be approached using probabilistic inference. The algorithms that emerge using the latter framework bear some appealing…

This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…

We consider the following situation: G is a finite directed graph, where to each vertex of G is assigned an element of a finite group Gamma. We consider all walks of length N on G, starting from v_i and ending at v_j To each such walk $w$…

In recent years important progress has been achieved towards proving the validity of the replica predictions for the (asymptotic) mutual information (or "free energy") in Bayesian inference problems. The proof techniques that have emerged…

The extremal inequality approach plays a key role in network information theory problems. In this paper, we propose a novel monotone path construction in product probability space. The optimality of Gaussian distribution is then established…

Information-theoretic inequalities play a fundamental role in numerous scientific and technological areas as they generally express the impossibility to have a complete description of a system via a finite number of information measures. In…

For a complete connected Riemannian manifold $M$ let $V\in C^2(M)$ be such that $\mu(d x)={\rm e}^{-V(x)} \mbox{vol}(d x)$ is a probability measure on $M$. Taking $\mu$ as reference measure, we derive inequalities for probability measures…

Implicit particle filters for data assimilation generate high-probability samples by representing each particle location as a separate function of a common reference variable. This representation requires that a certain underdetermined…

In this paper we improve the best known constant for the discrepancy formulated in the Komlos Conjecture. The result is based on the improvement of the subgaussian bound for the random vector constructed in the Gram-Schmidt Random Walk…

In this manuscript, we present a novel approach for sampling from a continuous multivariate probability distribution, which may either be explicitly known (up to a normalization factor) or represented via empirical samples. Our method…

We consider a family of Gagliardo-Nirenberg-Sobolev interpolation inequalities which interpolate between Sobolev's inequality and the logarithmic Sobolev inequality, with optimal constants. The difference of the two terms in the…

We present a coherent proof of the spin-statistics theorem in path integral formulation. The local path integral measure and Lorentz invariant local Lagrangian, when combined with Green's functions defined in terms of time ordered products,…