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

The paper aims at finding widely and smoothly defined nonparametric location and scatter functionals. As a convenient vehicle, maximum likelihood estimation of the location vector m and scatter matrix S of an elliptically symmetric t…

We consider a family of strongly-asymmetric unimodal maps $\{f_t\}_{t\in [0,1]}$ of the form $f_t=t\cdot f$ where $f\colon [0,1]\to [0,1]$ is unimodal, $f(0)=f(1)=0$, $f(c)=1$ is of the form and $$f(x)=\left\{ \begin{array}{ll}…

The $\alpha$-divergences include the well-known Kullback-Leibler divergence, Hellinger distance and $\chi^2$-divergence. In this paper, we derive differential and integral relations between the $\alpha$-divergences that are generalizations…

We present theoretical properties of the log-concave maximum likelihood estimator of a density based on an independent and identically distributed sample in $\mathbb{R}^d$. Our study covers both the case where the true underlying density is…

We examine the total mixed scalar curvature of a fixed distribution as a functional of a pseudo-Riemannian metric. We develop variational formulas for quantities of extrinsic geometry of the distribution to find the critical points of this…

In a landmark result, Chen et al. (2018) showed that multivariate medians induced by halfspace depth attain the minimax optimal convergence rate under Huber contamination and elliptical symmetry, for both location and scatter estimation. We…

This article deals with goodness-of-fit test for the Cauchy distribution. Some tests based on Kullback-Leibler information are proposed, and shown to be consistent. Monte Carlo evidence indicates that the tests have satisfactory…

We develop a family of infinite-dimensional Banach manifolds of measures on an abstract measurable space, employing charts that are "balanced" between the density and log-density functions. The manifolds, $(\tilde{M}_{\lambda},\lambda\in…

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…

The Jensen-Shannon divergence is a renown bounded symmetrization of the Kullback-Leibler divergence which does not require probability densities to have matching supports. In this paper, we introduce a vector-skew generalization of the…

We express generalized Cauchy-Stieltjes transforms of some particular Beta distributions (of ultraspherical type generating functions for orthogonal polynomials) as a powered Cauchy-Stieltjes transform of some measure. For suitable values…

Several representations of the exact cdf of the sum of squares of n independent gamma-distributed random variables Xi are given, in particular by a series of gamma distribution functions. Using a characterization of the gamma distribution…

A Walsh diffusion on Euclidean space moves along each ray from the origin, as a solution to a stochastic differential equation with certain drift and diffusion coefficients, as long as it stays away from the origin. As it hits the origin,…

We investigate the invariant metrics and complex geodesics in the universal Teichm\"{u}ller space and Teichm\"{u}ller space of the punctured disk using Milin's coefficient inequalities. This technique allows us to establish that all…

Thepaperprovesconvergenceofone-levelandmultilevelunsymmetriccollocationforsecondorderelliptic boundary value problems on the bounded domains. By using Schaback's linear discretization theory,L2 errors are obtained based on the kernel-based…

We prove the existence of holomorphic functions $f$ defined on any open convex subset ${\rm \Omega}\subset {{\mathbb C}}^n$, whose partial sums of the Taylor developments approximate uniformly any complex polynomial on any convex compact…

This paper develops systematic approaches to obtain $f$-divergence inequalities, dealing with pairs of probability measures defined on arbitrary alphabets. Functional domination is one such approach, where special emphasis is placed on…

Using some harmonic extensions on the upper-half plane, and probabilistic representations, and curvature-dimension inequalities with some negative dimensions, we obtain some new opimal functional inequalities of the Beckner type for the…

We prove that Calabi-Yau metrics on compact Calabi-Yau manifolds whose Kahler classes shrink the fibers of a holomorphic fibration have a priori estimates of all orders away from the singular fibers. To this end we prove an asymptotic…

We study chordal Loewner families in the upper half-plane and show that they have a parametric representation. We show one, that to every chordal Loewner family there corresponds a unique measurable family of probability measures on the…