Related papers: Exponential inequalities in probability spaces rev…

We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…

This paper extends the asymmetric Kullback-Leibler divergence and symmetric Jensen-Shannon divergence from two probability measures to the case of two sets of probability measures. We establish some fundamental properties of these…

Furthering the development of Da Lio-Gianocca-Rivi\`ere's Morse stability theory (arXiv:2212.03124) that was first applied to harmonic maps between manifolds and later extended to the case of Willmore immersions (arXiv:2306.04608-04609), we…

In Basili and Pratelli (2024), a novel and coherent concept of interval probability measures has been introduced, providing a method for representing imprecise probabilities and uncertainty. Within the framework of set algebra, we…

Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…

Using changes of probability measure developed by \mbox{Grama} and Haeusler (Stochastic Process.\ Appl., 2000), we obtain two generalizations of the deviation inequalities of Lanzinger and Stadtm\"{u}ller (Stochastic Process.\ Appl., 2000)…

We prove that Sobolev spaces on Cartesian and warped products of metric spaces tensorize, only requiring that one of the factors is a doubling space supporting a Poincar\'e inequality.

We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…

Recent work used importance sampling ideas for better variational bounds on likelihoods. We clarify the applicability of these ideas to pure probabilistic inference, by showing the resulting Importance Weighted Variational Inference (IWVI)…

This article is concerned with measure equivalence and uniform measure equivalence of locally compact, second countable groups. We show that two unimodular, locally compact, second countable groups are measure equivalent if and only if they…

We prove maximal inequalities for $L_q$-valued martingales obtained by stochastic integration with respect to compensated random measures. A version of these estimates for integrals with respect to compensated Poisson random measures were…

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…

We study higher complex Sobolev spaces and their corresponding functional capacities. In particular, we prove the Moser-Trudinger inequality for these spaces and discuss some relationships between these spaces and the complex…

It is well known that the space of invariant probability measures for transitive sub-shifts of finite type is a Poulsen simplex. In this article we prove that in the non-compact setting, for a large family of transitive countable Markov…

A symmetric space analogue of Casselman's criterion for square integrability of representations of a p-adic group is established. It is described in terms of exponents of Jacquet modules along parabolic subgroups associated to the symmetric…

Working from definitions and an elementarily obtained integral formula for the Euler-Mascheroni constant, we give an alternative proof of the classical Puiseux representation of the exponential integral.

In this paper, we introduce Hardy spaces with variable exponents defined on a probability space and develop the martingale theory of variable Hardy spaces. We prove the weak type and strong type inequalities on Doob's maximal operator and…

We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our…

A new class of metric measure spaces is introduced and studied. This class generalises the well-established doubling metric measure spaces as well as the spaces (R^n,mu) with mu(B(x,r))<Cr^d, in which non-doubling harmonic analysis has…

We study boundedness, optimality and attainability of Trudinger-Moser type maximization problems in the radial and the subcritical homogeneous Sobolev spaces $\dot{W}^{1,p}_{0, \text{rad}}(B_R^N)\,(p<N)$. Our results give a revision of an…