Related papers: Monotone additive statistics on heavy-tailed convo…
The expectation is an example of a descriptive statistic that is monotone with respect to stochastic dominance, and additive for sums of independent random variables. We provide a complete characterization of such statistics, and explore a…
We study efficient differentially private algorithms for estimating monotone statistics, i.e., statistics that are monotone under the addition of new observations. The starting point for our investigation is subsample-and-aggregate: a…
Given a probability measure $\mu$ on the real line, there exists a semigroup $\mu_t$ with real parameter $t>1$ which interpolates the discrete semigroup of measures $\mu_n$ obtained by iterating its free convolution. It was shown in…
Recently, high-dimensional heterogeneous data have attracted a lot of attention and discussion. Under heterogeneity, semiparametric regression is a popular choice to model data in statistics. In this paper, we take advantages of expectile…
We study (weakly) continuous convolution semigroups of probability measures on a Lie group G or a homogeneous space G/K, where K is a compact subgroup. We show that such a convolution semigroup is the convolution product of its initial…
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…
Finite mixture models are statistical models which appear in many problems in statistics and machine learning. In such models it is assumed that data are drawn from random probability measures, called mixture components, which are…
Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…
We introduce non-linear traces of the Choquet type and Sugeno type on a semifinite factor $\mathcal{M}$ as a non-commutative analog of the Choquet integral and Sugeno integral for non-additive measures. We need weighted dimension function…
We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
We study the dynamics of countable groups on their respective spaces of quasimorphisms. For cohomologically non-trivial quasimorphisms we show that there are no invariant measures and classify stationary measures. Within the equivalence…
The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…
We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure…
Algebraic tools in statistics have recently been receiving special attention and a number of interactions between algebraic geometry and computational statistics have been rapidly developing. This paper presents another such connection,…
Polytopes from subgraph statistics are important in applications and conjectures and theorems in extremal graph theory can be stated as properties of them. We have studied them with a view towards applications by inscribing large explicit…
We investigate additive properties of sets $A,$ where $A=\{a_1,a_2,\ldots ,a_k\}$ is a monotone increasing set of real numbers, and the differences of consecutive elements are all distinct. It is known that $|A+B|\geq c|A||B|^{1/2}$ for any…
A probability measure $P_n$ on the symmetric group ${\mathfrak S}_n$ is said to be record-dependent if $P_n(\sigma)$ depends only on the set of records of a permutation $\sigma\in{\mathfrak S}_n$. A sequence $P=(P_n)_{n\in{\mathbb N}}$ of…
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We…
Coupling probability measures lies at the core of many problems in statistics and machine learning, from domain adaptation to transfer learning and causal inference. Yet, even when restricted to deterministic transports, such couplings are…