Related papers: On $f$-divergences between Cauchy distributions

The probability density quantile (pdQ) carries essential information regarding shape and tail behavior of a location-scale family. Convergence of repeated applications of the pdQ mapping to the uniform distribution is investigated and new…

This work explores the bounds of the variance of unilaterally truncated Gaussian distributions (UTGDs) and scaled chi distributions (UTSCDs) with fixed means. For any arbitrary Gaussian distribution function, $f(x;\mu,\sigma)$, with a…

In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…

Let $f$ be a holomorphic function on the unit disc, and $(S_{n_{k}})$ be a subsequence of its Taylor polynomials about $0$. It is shown that the nontangential limit of $f$ and lim$_{k\rightarrow \infty }S_{n_{k}}$ agree at almost all points…

We study information projections with respect to statistical $f$-divergences between any two location-scale families. We consider a multivariate generalization of the location-scale families which includes the elliptical and the spherical…

For some smooth special case of generalized $\varphi-$divergences as well as of new divergences (called scaled shift divergences), we derive approximations of the omnipresent (weighted) $\ell_{1}-$distance and (weighted) $\ell_{1}-$norm.

The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, it seems to be a considerable restriction when the potentials are often required to be smooth (gradient Lipschitz). This paper…

We study Cauchy-distributed difference priors for edge-preserving Bayesian statistical inverse problems. On the contrary to the well-known total variation priors, one-dimensional Cauchy priors are non-Gaussian priors also in the…

Consider an infinite sequence $(U_n)_{n\in\mathbb{N}}$ of independent Cauchy random variables, defined by a sequence $(\delta_n)_{n\in\mathbb{N}}$ of location parameters and a sequence $(\gamma_n)_{n\in\mathbb{N}}$ of scale parameters. Let…

The quantum \chi^2-divergence has recently been introduced and applied to quantum channels (quantum Markov processes). In contrast to the classical setting the quantum \chi^2-divergence is not unique but depends on the choice of quantum…

We derive a class of divergences measuring the difference between probability density functions on the one-dimensional sample space. This divergence is a one-parameter variation of the Itakura--Saito divergence between quantile density…

We consider families of non-colliding random walks above a hard wall, which are subject to a self-potential of tilted area type. We view such ensembles as effective models for the level lines of a class of $2+1$-dimensional discrete-height…

Let $\mu$ be a Gaussian measure (say, on ${\bf R}^n$) and let $K, L \subset {\bf R}^n$ be such that K is convex, $L$ is a "layer" (i.e. $L = \{x : a \leq < x,u > \leq b \}$ for some $a$, $b \in {\bf R}$ and $u \in {\bf R}^n$) and the…

We consider the scalar wave equation $\square_g \phi$ and the linearized Einstein-scalar field system around generalized Kasner spacetimes with spatial topology $\mathbb{T}^D$. In suitable regimes for the Kasner exponents, it is known that…

The Lauricella theory of multiple hypergeometric functions is used to shed some light on certain distributional properties of the mean of a Dirichlet process. This approach leads to several results, which are illustrated here. Among these…

We provide an exact expressions for the 1-Wasserstein distance between independent location-scale distributions. The expressions are represented using location and scale parameters and special functions such as the standard Gaussian CDF or…

We show that, in every weighted Dirichlet space on the unit disk with superharmonic weight, the Taylor series of a function in the space is $(C,\alpha)$-summable to the function in the norm of the space, provided that $\alpha>1/2$. We…

We introduce the non-commutative $f$-divergence functional $\Theta(\widetilde{A},\widetilde{B}):=\int_TB_t^{\frac{1}{2}}f\left(B_t^{-\frac{1}{2}} A_tB_t^{-\frac{1}{2}}\right)B_t^{\frac{1}{2}}d\mu(t)$ for an operator convex function $f$,…

For a given Beurling-Carleson subset $E$ of the unit circle $\mathbb{T}$ which has positive Lebesgue measure, we give explicit formulas for measurable functions supported on $E$ such that their Cauchy transforms have smooth extensions from…