Related papers: Inequalities between $L^p$-norms for log-concave d…
The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…
We analyze monotone difference schemes for strongly degenerate convection-diffusion equations in one spatial dimension. These nonlinear equations are well-posed within a class of (discontinuous) entropy solutions. We prove that the L1…
In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…
We establish two universal inequalities for Neumann eigenvalues of the Laplacian on a Euclidean convex domain.
Revisiting and extending a recent result of M.Huxley, we estimate the $L^{p}\left( \mathbb{T}^{d}\right) $ and Weak-$L^{p}\left( \mathbb{T}^{d}\right) $ norms of the discrepancy between the volume and the number of integer points in…
In this paper, some new upper bounds for Kullback-Leibler divergence(KL-divergence) based on $L^1, L^2$ and $L^\infty$ norms of density functions are discussed. Our findings unveil that the convergence in KL-divergence sense sandwiches…
We develop a new technique for proving distribution testing lower bounds for properties defined by inequalities involving the bin probabilities of the distribution in question. Using this technique we obtain new lower bounds for…
We continue our investigation of the intertwining relations for Markov semigroups and extend the results of [9] to multi-dimensional diffusions. In particular these formulae entail new functional inequalities of Brascamp-Lieb type for…
Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…
Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…
Let $Z$ be a standard normal random variable (r.v.). It is shown that the distribution of the r.v. $\ln|Z|$ is infinitely divisible; equivalently, the standard normal distribution considered as the distribution on the multiplicative group…
The Brascamp-Lieb inequalities are a generalization of the H\"older, Loomis-Whitney, Young, and Finner inequalities that have found many applications in harmonic analysis and elsewhere. In this paper we introduce an "adjoint" version of…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
A key task in Bayesian statistics is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). However, without any assumptions, sampling (even approximately) can be #P-hard, and few…
The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
We develop a general method for computing logarithmic and log-gamma expectations of distributions. As a result, we derive series expansions and integral representations of the entropy for several fundamental distributions, including the…
Nonparametric statistics for distribution functions F or densities f=F' under qualitative shape constraints provides an interesting alternative to classical parametric or entirely nonparametric approaches. We contribute to this area by…
We study numerically and analytically the moments of the dimensionless level curvature for one-dimensional disordered rings of the circumference L pierced by a magnetic flux. The negative moments of the curvature distribution can be…
The irregularities of a distribution of $N$ points in the unit interval are often measured with various notions of discrepancy. The discrepancy function can be defined with respect to intervals of the form $[0,t)\subset [0,1)$ or arbitrary…