Related papers: The nonparametric Fisher geometry and the chi-squa…
We consider nonparametric Bayesian estimation of a probability density $p$ based on a random sample of size $n$ from this density using a hierarchical prior. The prior consists, for instance, of prior weights on the regularity of the…
A stationary Gaussian process is said to be long-range dependent (resp., anti-persistent) if its spectral density $f(\lambda)$ can be written as $f(\lambda)=|\lambda|^{-2d}g(|\lambda|)$, where $0<d<1/2$ (resp., $-1/2<d<0$), and $g$ is…
We introduce a geometric framework to study Newton's equations on infinite-dimensional configuration spaces of diffeomorphisms and smooth probability densities. It turns out that several important PDEs of hydrodynamical origin can be…
This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…
The Fisher information matrix (FIM) is a foundational concept in statistical signal processing. The FIM depends on the probability distribution, assumed to belong to a smooth parametric family. Traditional approaches to estimating the FIM…
This paper presents a unified treatment of Gaussian process models that extends to data from the exponential dispersion family and to survival data. Our specific interest is in the analysis of data sets with predictors that have an a priori…
We study the precession of perihelia in the Fisher metric. Fisher metric is the solution of the Einstein's Equations with a massless scalar field as a coupling. We find an expression for the precession of perihelia in this metric. This…
Let $\mathbf {X}=\{X_t, t=1,2,... \}$ be a stationary Gaussian random process, with mean $EX_t=\mu$ and covariance function $\gamma(\tau)=E(X_t-\mu)(X_{t+\tau}-\mu)$. Let $f(\lambda)$ be the corresponding spectral density; a stationary…
Consider the centered Gaussian vector $X$ in $\R^n$ with covariance matrix $ \Sigma.$ Randomize $\Sigma$ such that $ \Sigma^{-1}$ has a Wishart distribution with shape parameter $p>(n-1)/2$ and mean $p\sigma.$ We compute the density…
An axiomatic theory of classical nondissipative waves is proposed that is constructed based on the definition of a wave as a multidimensional oscillator. Waves are represented as abstract vectors $|\psi\rangle$ in the appropriately defined…
Fisher's linear discriminant analysis is a classical method for classification, yet it is limited to capturing linear features only. Kernel discriminant analysis as an extension is known to successfully alleviate the limitation through a…
We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…
In the past decades, the central limit theorem (CLT) has been generalized to non-Euclidean data spaces. Some years ago, it was found that for some random variables on the circle, the sample Fr\'echet mean fluctuates around the population…
We discuss generalized linear models for directional data where the conditional distribution of the response is a von Mises-Fisher distribution in arbitrary dimension or a Bingham distribution on the unit circle. To do this properly, we…
Quantum metrology is a rapidly developing branch of quantum technologies. While various theories have been established on quantum metrology for Markovian processes, i.e., quantum channel estimation, quantum metrology for non-Markovian…
Chentsov studied Riemannian metrics on the set of probability measures from the point of view of decision theory. He proved that up to a constant factor the Fisher information is the only metric which is monotone under stochastic…
In this paper, we present an innovative method for constructing proper priors for the skewness (shape) parameter in the skew-symmetric family of distributions. The proposed method is based on assigning a prior distribution on the…
In this paper, we study the asymptotic behavior of the volume of spheres in metric measure spaces. We first introduce a general setting adapted to the study of asymptotic isoperimetry in a general class of metric measure spaces. We then…
We introduce the notion of smooth parametric model of normal positive linear functionals on possibly infinite-dimensional W*-algebras generalizing the notions of parametric models used in classical and quantum information geometry. We then…
We give a new geometric interpretation of the Amari-Cencov $\alpha$-connections $\nabla^{(\alpha)}$ from information geometry: On the space of densities $\operatorname{Dens}_+(M)$, we show that there exist Riemannian metrics $G^\alpha$,…