Related papers: Lift expectations of random sets
Various methods for lifted probabilistic inference have been proposed, but our understanding of these methods and the relationships between them is still limited, compared to their propositional counterparts. The only existing theoretical…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
Let $x_1,\ldots ,x_N$ be independent random points distributed according to an isotropic log-concave measure $\mu $ on ${\mathbb R}^n$, and consider the random polytope $$K_N:={\rm conv}\{ \pm x_1,\ldots ,\pm x_N\}.$$ We provide sharp…
For any finite point set in $D$-dimensional space equipped with the 1-norm, we present random linear embeddings to $k$-dimensional space, with a new metric, having the following properties. For any pair of points from the point set that are…
We derive expressions for the finite-sample distribution of the Lasso estimator in the context of a linear regression model in low as well as in high dimensions by exploiting the structure of the optimization problem defining the estimator.…
We study random convex cones defned as positive hulls of $d$-dimensional random walks and bridges. We compute expectations of various geometric functionals of these cones such as the number of $k$-dimensional faces and the sums of conic…
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…
We study constrained selection sets of random closed sets defined on a non-atomic probability space. Given a random interval $Y=[y_L,y_U]$ and scalar constraints on the expectation or the median of admissible selections, we characterize the…
It is known that for a convex body K in R^d of volume one, the expected volume of random simplices in K is minimised if K is an ellipsoid, and for d = 2, maximised if K is a triangle. Here we provide corresponding stability estimates.
In this paper we propose a method to construct probability measures on the space of convex bodies with a given pushforward distribution. Concretely we show that there is a measure on the metric space of centrally symmetric convex bodies,…
Let (W_i, J_i) be a sequence of i.i.d. R_+ x R-valued random vectors. Considering the partial sum of the first component and the corresponding maximum of the second component, we are interested in the limit distributions that can be…
The multidimensional distributions with heavy tails attracted recently the attention of several papers on Applied Probability. However, the most of the works of the last decades are focused on multivariate regular variation, while the rest…
In this paper we give a formula for the probability that $n$ random points chosen under the uniform distribution in a disk are in convex position. While close, the formula is recursive and is totally explicit only for the first values of…
Let $X_0, \ldots, X_l$ be independent standard Gaussian vectors in $\mathbb{R}^d$ such that $l \leqslant d$. We derive an explicit formula for the distribution of the volume of weighted Gaussian simplex without the origin -- $l$-dimensional…
This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…
W. Schmidt, H. Montgomery, and J. Beck proved a result on irregularities of distribution with respect to $d$-dimensional balls. In this paper, we extend their result to any $d$-dimensional convex body with a smooth boundary and finite order…
While there is extensive literature on approximation of convex bodies by inscribed or circumscribed polytopes, much less is known in the case of generally positioned polytopes. Here we give upper and lower bounds for approximation of convex…
In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…
We show that every multilinear map between Euclidean spaces induces a unique, continuous, Minkowski multilinear map of the corresponding real cones of zonoids. Applied to the wedge product of the exterior algebra of a Euclidean space, this…
Properties of several sorts of lattices of convex subsets of R^n are examined. The lattice of convex sets containing the origin turns out, for n>1, to satisfy a set of identities strictly between those of the lattice of all convex subsets…