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Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…

Quantum Physics · Physics 2009-11-07 Zafar Ahmed , Sudhir R. Jain

We introduce a novel family of distances, called the chord gap divergences, that generalizes the Jensen divergences (also called the Burbea-Rao distances), and study its properties. It follows a generalization of the celebrated statistical…

Machine Learning · Computer Science 2017-11-15 Frank Nielsen

This work establishes computable bounds between f-divergences for probability measures within a generalized quasi-$\varepsilon_{(M,m)}$-neighborhood framework. We make the following key contributions. (1) a unified characterization of local…

Information Theory · Computer Science 2025-08-12 Xinchun Yu , Shuangqing Wei , Xiao-Ping Zhang

In the field of statistics, many kind of divergence functions have been studied as an amount which measures the discrepancy between two probability distributions. In the differential geometrical approach in statistics (information…

Methodology · Statistics 2018-09-11 Tomohiro Nishiyama

We establish the interior and exterior Gauss-Green formulas for divergence-measure fields in $L^p$ over general open sets, motivated by the rigorous mathematical formulation of the physical principle of balance law via the Cauchy flux in…

Analysis of PDEs · Mathematics 2019-01-21 Gui-Qiang G. Chen , Giovanni E. Comi , Monica Torres

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to…

Machine Learning · Statistics 2015-03-29 Conrado S. Miranda , Fernando J. Von Zuben

Statistical inference as a formal scientific method to covert experience to knowledge has proven to be elusively difficult. While frequentist and Bayesian methodologies have been accepted in the contemporary era as two dominant schools of…

Statistics Theory · Mathematics 2023-01-16 Chuanhai Liu , Ryan Martin

A simple way of obtaining robust estimates of the "center" (or the "location") and of the "scatter" of a dataset is to use the maximum likelihood estimate with a class of heavy-tailed distributions, regardless of the "true" distribution…

Statistics Theory · Mathematics 2023-11-28 Pavol Ševera

The Riemannian geometry of covariance matrices has been essential to several successful applications, in computer vision, biomedical signal and image processing, and radar data processing. For these applications, an important ongoing…

Statistics Theory · Mathematics 2017-05-15 Salem Said , Hatem Hajri , Lionel Bombrun , Baba C. Vemuri

We propose algebraic criteria that yield sharp H\"{o}lder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the…

Probability · Mathematics 2013-10-08 Wei-Kuo Chen , Nikos Dafnis , Grigoris Paouris

Counterfactuals have been recognized as an effective approach to explain classifier decisions. Nevertheless, they have not yet been considered in the context of clustering. In this work, we propose the use of counterfactuals to explain…

Machine Learning · Computer Science 2025-01-20 Georgios Vardakas , Antonia Karra , Evaggelia Pitoura , Aristidis Likas

We study Cauchy-distributed difference priors for edge-preserving Bayesian statistical inverse problems. On the contrary to the well-known total variation priors, one-dimensional Cauchy priors are non-Gaussian priors also in the…

Statistics Theory · Mathematics 2016-03-22 Markku Markkanen , Lassi Roininen , Janne M J Huttunen , Sari Lasanen

We establish new optimal reversed Hardy-type inequalities on the cone of decreasing sequences from $\ell^p$-spaces with power weights, as well as estimates between different norms in Lorentz spaces of sequences. Based on these inequalities,…

Functional Analysis · Mathematics 2026-03-30 Sorina Barza , Anca-Nicoleta Marcoci , Liviu-Gabriel Marcoci

In this paper we introduce new distributions which are solutions of higher-order Laplace equations. It is proved that their densities can be obtained by folding and symmetrizing Cauchy distributions. Another class of probability laws…

Probability · Mathematics 2013-02-06 Enzo Orsingher , Mirko D'Ovidio

This paper is an overview of the classical level crossing problem which is studied extensively in the literature and is fundamental in many branches of applied probability. We discuss a number of approximations with an emphasis on their…

Probability · Mathematics 2018-03-28 Vsevolod Malinovskii

Divergence functions are measures of distance or dissimilarity between probability distributions that serve various purposes in statistics and applications. We propose decompositions of Wasserstein and Cram\'er distances$-$which compare two…

Methodology · Statistics 2025-08-08 Johannes Resin , Daniel Wolffram , Johannes Bracher , Timo Dimitriadis

There are many applications that benefit from computing the exact divergence between 2 discrete probability measures, including machine learning. Unfortunately, in the absence of any assumptions on the structure or independencies within…

Machine Learning · Computer Science 2023-10-16 Loong Kuan Lee , Nico Piatkowski , François Petitjean , Geoffrey I. Webb

Discrepancy measures between probability distributions are at the core of statistical inference and machine learning. In many applications, distributions of interest are supported on different spaces, and yet a meaningful correspondence…

Machine Learning · Computer Science 2021-11-23 Zhengxin Zhang , Youssef Mroueh , Ziv Goldfeld , Bharath K. Sriperumbudur

This book deals with functions allowing to express the dissimilarity (discrepancy) between two data fields or ''divergence functions'' with the aim of applications to linear inverse problems. Most of the divergences found in the litterature…

Optimization and Control · Mathematics 2020-03-04 Henri Lantéri

\cite{tsagris2025a} proposed the generalized circular projected Cauchy (GCPC) distribution, whose special case is the wrapped Cauchy distribution. In this paper we first derive the relationship with the wrapped Cauchy distribution, and then…

Statistics Theory · Mathematics 2026-03-26 Omar Alzeley , Michail Tsagris