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Normality, in the colloquial sense, has historically been considered an aspirational trait, synonymous with ideality. The arithmetic average and, by extension, statistics including linear regression coefficients, have often been used to…
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…
We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…
Control of complex turbulent dynamical systems involving strong nonlinearity and high degrees of internal instability is an important topic in practice. Different from traditional methods for controlling individual trajectories, controlling…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…
The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…
The unprecedented prowess of measurement techniques provides a detailed, multi-scale look into the depths of living systems. Understanding these avalanches of high-dimensional data -- by distilling underlying principles and mechanisms --…
We study the fundamental task of estimating the median of an underlying distribution from a finite number of samples, under pure differential privacy constraints. We focus on distributions satisfying the minimal assumption that they have a…
Enclosing depth is a recently introduced depth measure which gives a lower bound to many depth measures studied in the literature. So far, enclosing depth has only been studied from a combinatorial perspective. In this work, we give the…
Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…
The metric dimension of a graph is the smallest number of nodes required to identify all other nodes based on shortest path distances uniquely. Applications of metric dimension include discovering the source of a spread in a network,…
Diffusion models perform remarkably well on high-dimensional data such as images, often using only a modest number of reverse-time steps. Despite this practical success, existing convergence theory does not fully explain why such samplers…
Statistical modeling often involves identifying an optimal estimate to some underlying probability distribution known to satisfy some given constraints. I show here that choosing as estimate the centroid, or center of mass, of the set…
Clustering is a fundamental unsupervised learning approach. Many clustering algorithms -- such as $k$-means -- rely on the euclidean distance as a similarity measure, which is often not the most relevant metric for high dimensional data…
In this work, we give a novel general approach for distribution testing. We describe two techniques: our first technique gives sample-optimal testers, while our second technique gives matching sample lower bounds. As a consequence, we…
Statistical analysis and inferences on spike trains are one of the central topics in neural coding. It is of great interest to understand the underlying distribution and geometric structure of given spike train data. However, a fundamental…
The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically,…
This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…
Mainstream statistical methodology is generally applicable to data observed in Euclidean space. There are, however, numerous contexts of considerable scientific interest in which the natural supports for the data under consideration are…