Related papers: Lower bounds for variances of Poisson functionals
In this paper, we study the rate distortion function of the i.i.d sequence of multiplications of a Bernoulli $p$ random variable and a gaussian random variable $\sim N(0,1)$. We use a new technique in the derivation of the lower bound in…
In this paper we answer a question of Kaimanovich by characterizing (jointly) bi-harmonic functions on countable, discrete groups with respect to a symmetric, generating measure. We also study the peripheral Poisson boundary of $L(\G)$ with…
We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper…
We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…
Even though the statistical theory of linear inverse problems is a well-studied topic, certain relevant cases remain open. Among these is the estimation of functions of bounded variation ($BV$), meaning $L^1$ functions on a $d$-dimensional…
In the present paper the low density limit of the non-chronological multitime correlation functions of boson number type operators is investigated. We prove that the limiting truncated non-chronological correlation can be computed using…
This article compares the distributions of integer-valued random variables and Poisson random variables. It considers the total variation and the Wasserstein distance and provides, in particular, explicit bounds on the pointwise difference…
We construct random Morse functions on surfaces by random walk and compute related distributions. We study the space of Morse functions through these random variables. We consider subspaces characterized by the surfaces with boundary…
We construct a general stochastic process and prove weak convergence results. It is scaled in space and through the parameters of its distribution. We show that our simplified scaling is equivalent to time scaling used frequently. The…
In this paper we first prove a Clark--Ocone formula for any bounded measurable functional on Poisson space. Then using this formula, under some conditions on the intensity measure of Poisson random measure, we prove a variational…
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…
We introduce a nonasymptotic framework for sub-Poisson distributions with moment generating function dominated by that of a Poisson distribution. At its core is a new notion of optimal sub-Poisson variance proxy, analogous to the variance…
Partially twisted boundary conditions are widely used for improving the momentum resolution in lattice computations of hadronic correlation functions. The method is however expensive since every additional twist requires computing…
A theory for the photon statistics of a random laser is presented. Noise is described by Langevin operators, where both fluctuations of the electromagnetic field and of the medium are included. The theory is valid for all lasers with small…
We study prior distributions for Poisson parameter estimation under $L^1$ loss. Specifically, we construct a new family of prior distributions whose optimal Bayesian estimators (the conditional medians) can be any prescribed increasing…
The simple L\'evy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stationary independent random variables. For the latter, the…
Flexible bandwidth needlets provide a localized multiscale framework with scale-adaptive frequency resolution, enabling effective analysis of spherical Poisson random fields exhibiting spatial inhomogeneity and scale variation. We establish…
At low temperature in the epsilon regime of QCD the low-end of the Dirac spectrum is described by random matrix theory. In contrast, there has been no similarly well established staistical description in the high temperature, chirally…
A real random variable admits median(s) and quantiles. These values minimize convex functions on $\mathbb R$. We show by "Convex Analysis" arguments that the function to be minimized is very natural. The relationship with some notions about…