Related papers: The KLR-theorem revisited
The Gaussian product inequality is a long-standing conjecture. In this paper, we investigate the three-dimensional inequality $E[X_1^{2}X_2^{2m_2}X_3^{2m_3}]\ge E[X_1^{2}]E[X_2^{2m_2}]E[X_3^{2m_3}]$ for any centered Gaussian random vector…
According to the well-known Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. In the article, we…
Let us fix a prime $p$ and a homogeneous system of $m$ linear equations $a_{j,1}x_1+\dots+a_{j,k}x_k=0$ for $j=1,\dots,m$ with coefficients $a_{j,i}\in\mathbb{F}_p$. Suppose that $k\geq 3m$, that $a_{j,1}+\dots+a_{j,k}=0$ for $j=1,\dots,m$…
A.M. Kagan introduced a class of distributions $\mathcal{D}_{m, k}$ in $\mathbb{R}^m$ and proved that if the joint distribution of $m$ linear forms of $n$ independent random variables belongs to the class $\mathcal{D}_{m, m-1}$, then the…
A covariant scheme for material coupling with $GL(N,R)$ gauge formulation of gravity is studied. We revisit a known idea of a Yang-Mills type construction, where quadratical power of cosmological constant have to be considered in…
Kotlarski (1978) proved a result on identification of the distributions of independent random variables $X,Y$ and $Z$ from the joint distribution of the bivariate random vector $(U,V)$ where $(U,V)= (\max(X,Z),\max(Y,Z)).$ We extend this…
We begin a generalized study of sum-product type phenomenon in different fields by considering pairs $P(x,y)$ and $Q(x,y)$ of two variable polynomials that simultaneously exhibit small symmetric expansion. Our first result is that such…
We consider a new statistical model called the circulant correlation structure model, which is a multivariate Gaussian model with unknown covariance matrix and has a scale-invariance property. We construct shrinkage priors for the circulant…
Distance covariance is a popular dependence measure for two random vectors $X$ and $Y$ of possibly different dimensions and types. Recent years have witnessed concentrated efforts in the literature to understand the distributional…
An important consideration for variable selection in interaction models is to design an appropriate penalty that respects hierarchy of the importance of the variables. A common theme is to include an interaction term only after the…
The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are…
Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…
It is well known that the dependence structure for jointly Gaussian variables can be fully captured using correlations, and that the conditional dependence structure in the same way can be described using partial correlations. The partial…
Conditional independence models in the Gaussian case are algebraic varieties in the cone of positive definite covariance matrices. We study these varieties in the case of Bayesian networks, with a view towards generalizing the recursive…
Kullback-Leibler (KL) divergence is a fundamental concept in information theory that quantifies the discrepancy between two probability distributions. In the context of Variational Autoencoders (VAEs), it serves as a central regularization…
We propose a new method named the Conditional Randomization Rank Test (CRRT) for testing conditional independence of a response variable Y and a covariate variable X, conditional on the rest of the covariates Z. The new method generalizes…
A new lower boundary for the product of variances of two observables is obtained in the case, when these observables are entangled with the third one. This boundary can be higher than the Robertson--Schr\"odinger one. The special case of…
We study the properties of the third order sequence $(w_n)=\left(w_n(a,b,c; r, s,t)\right)$ defined by the recurrence relation $w_n = rw_{n - 1} + sw_{n - 2} + tw_{n - 3}\, (n \ge 3)$ with $w_0 = a,\,w_1 = b,\,w_2=c$, where $a$, $b$, $c$,…
In many scientific problems, researchers try to relate a response variable $Y$ to a set of potential explanatory variables $X = (X_1,\dots,X_p)$, and start by trying to identify variables that contribute to this relationship. In statistical…
This short note is on a property of the Kullback-Leibler (KL) divergence which indicates that independent Gaussian distributions minimize the KL divergence from given independent Gaussian distributions. The primary purpose of this note is…