Related papers: Hypercontractivity Meets Random Convex Hulls: Anal…
In numerical integration, cubature methods are effective, especially when the integrands can be well-approximated by known test functions, such as polynomials. However, the construction of cubature formulas has not generally been known, and…
We propose and analyse randomized cubature formulae for the numerical integration of functions with respect to a given probability measure $\mu$ defined on a domain $\Gamma \subseteq \mathbb{R}^d$, in any dimension $d$. Each cubature…
We study the convex-hull problem in a probabilistic setting, motivated by the need to handle data uncertainty inherent in many applications, including sensor databases, location-based services and computer vision. In our framework, the…
For a $d$-dimensional random vector $X$, let $p_{n, X}(\theta)$ be the probability that the convex hull of $n$ independent copies of $X$ contains a given point $\theta$. We provide several sharp inequalities regarding $p_{n, X}(\theta)$ and…
This paper gives a self-contained introduction to the Hilbert projective metric $\mathcal{H}$ and its fundamental properties, with a particular focus on the space of probability measures. We start by defining the Hilbert pseudo-metric on…
We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived…
This is a survey on tropical polytopes from the combinatorial point of view and with a focus on algorithms. Tropical convexity is interesting because it relates a number of combinatorial concepts including ordinary convexity, monomial…
Let $\mu$ be a probability distribution on $\mathbb{R}^d$ which assigns measure zero to every hyperplane and $S$ a set of points sampled independently from $\mu$. What can be said about the expected combinatorial structure of the convex…
We investigate functionals defined on manifolds through parameterizations. If they are to be meaningful, from a geometrical viewpoint, they ought to be invariant under reparameterizations. Standard, local, integral functionals with this…
Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…
In this paper we study the problem of calculating the convex hull of certain affine algebraic varieties. As we explain, the motivation for considering this problem is that certain pure-state measures of quantum entanglement, which we call…
In this paper we study the statistical properties of convex hulls of $N$ random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of…
Convex hulls are fundamental objects in computational geometry. In moderate dimensions or for large numbers of vertices, computing the convex hull can be impractical due to the computational complexity of convex hull algorithms. In this…
Let $\mu$ be an even Borel probability measure on ${\mathbb R}$. For every $N>n$ consider $N$ independent random vectors $\vec{X}_1,\ldots ,\vec{X}_N$ in ${\mathbb R}^n$, with independent coordinates having distribution $\mu $. We establish…
We examine how the measure and the number of vertices of the convex hull of a random sample of $n$ points from an arbitrary probability measure in $\mathbf{R}^d$ relates to the wet part of that measure. This extends classical results for…
The Macdonald symmetric functions are used to define measures on the set of all partitions of all integers. Probabilistic algorithms are given for growing partitions according to these measures. The case of Hall-Littlewood polynomials is…
Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…
This paper focusses on the formulation of numerical integration as an inferential task. To date, research effort has largely focussed on the development of Bayesian cubature, whose distributional output provides uncertainty quantification…
We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…
We present a new approach to study measures on ensembles of contours, polymers or other objects interacting by some sort of exclusion condition. For concreteness we develop it here for the case of Peierls contours. Unlike existing methods,…