English
Related papers

Related papers: Generalized Gini's mean difference through distort…

200 papers

The paper proposes new second-order accuracy metrics for scoring or rating models, which show the target preference of the model, it is better to diagnose good objects or better to diagnose bad ones for a constant generally accepted…

Risk Management · Quantitative Finance 2023-01-19 M. V. Pomazanov

We introduce some notions of conditional mean dimension for a factor map between two topological dynamical systems and discuss their properties. With the help of these notions, we obtain an inequality to estimate the mean dimension of an…

Dynamical Systems · Mathematics 2021-11-16 Bingbing Liang

We present a definition of the distance between probability distributions. Our definition is based on the $L_1$ norm on space of probability measures. We compare our distance with the well-known Kullback-Leibler divergence and with the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Robert J. Budzyński , Witold Kondracki , Andrzej Królak

We consider a generalised Webster's equation for describing wave propagation in curved tubular structures such as variable diameter acoustic wave guides. Webster's equation in generalised form has been rigorously derived in a previous…

Analysis of PDEs · Mathematics 2014-05-29 Teemu Lukkari , Jarmo Malinen

A Stein operator for the runs is derived as a perturbation of an operator for discrete Gibbs measure. Due to this fact, using perturbation technique, the approximation results for runs arising from identical and non-identical Bernoulli…

Probability · Mathematics 2020-07-16 Amit N Kumar , Neelesh S Upadhye

This work introduces a complexity measure which addresses some conflicting issues between existing ones by using a new principle - measuring the average amount of symmetry broken by an object. It attributes low (although different)…

Statistical Mechanics · Physics 2015-03-26 Roberto C. Alamino

As the main theorem, it is proved that a collection of minimal $PI$-flows with a common phase group and satisfying a certain algebraic condition is multiply disjoint if and only if the collection of the associated maximal equicontinuous…

Dynamical Systems · Mathematics 2014-12-05 Juho Rautio

A generalized divergence theorem is established allowing for domains with inner boundaries. The normal trace of a rough integrand is not a Radon measure; rather, the boundary integral is expressed via a surface functional continuous with…

Analysis of PDEs · Mathematics 2025-10-29 Thomas Ruf

Given $n$ independent random marked $d$-vectors $X_i$ with a common density, define the measure $\nu_n = \sum_i \xi_i $, where $\xi_i$ is a measure (not necessarily a point measure) determined by the (suitably rescaled) set of points near…

Probability · Mathematics 2007-05-23 Mathew D. Penrose

We show that, for vector spaces in which distance measurement is performed using a gauge, the existence of best coapproximations in $1$-codimensional closed linear subspaces implies in dimensions $\geq 2$ that the gauge is a norm, and in…

Metric Geometry · Mathematics 2021-01-15 Thomas Jahn , Christian Richter

We give necessary and sufficient conditions for the existence of a generalization of R\'enyi divergence, which is defined in terms of a deformed exponential function. If the underlying measure $\mu$ is non-atomic, we found that not all…

Information Theory · Computer Science 2020-08-12 Rui F. Vigelis , Luiza H. F. de Andrade , Charles C. Cavalcante

In this paper we deal with the problem of testing for the quality of $k$ probability distributions. We introduce a generalization of the maximum mean discrepancy that permits to characterize the null hypothesis. Then, an estimator of it is…

Statistics Theory · Mathematics 2018-11-26 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

We consider the problem of detecting (testing) Gaussian stochastic sequences (signals) with imprecisely known means and covariance matrices. The alternative is independent identically distributed zero-mean Gaussian random variables with…

Information Theory · Computer Science 2023-02-28 Marat V. Burnashev

The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.

Probability · Mathematics 2007-05-23 Michael Röckner , Feng-Yu Wang , Liming Wu

For large classes of group testing problems, we derive lower bounds for the probability that all significant items are uniquely identified using specially constructed random designs. These bounds allow us to optimize parameters of the…

Statistics Theory · Mathematics 2022-02-17 Jack Noonan , Anatoly Zhigljavsky

We present a framework to understand GAN training as alternating density ratio estimation and approximate divergence minimization. This provides an interpretation for the mismatched GAN generator and discriminator objectives often used in…

Machine Learning · Computer Science 2016-12-09 Ben Poole , Alexander A. Alemi , Jascha Sohl-Dickstein , Anelia Angelova

A way of testing the $\pi \pi$ predictions of Chiral Perturbation Theory against experimental data is to use dispersion relations to continue experimental information into the subthreshold region where the theory should unambiguously apply.…

High Energy Physics - Phenomenology · Physics 2009-10-28 M. R. Pennington , J. Portoles

We propose three measures of mutual dependence between multiple random vectors. All the measures are zero if and only if the random vectors are mutually independent. The first measure generalizes distance covariance from pairwise dependence…

Statistics Theory · Mathematics 2018-05-18 Ze Jin , David S. Matteson

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

Methodology · Statistics 2024-08-22 Yuwei Ke , Hok Kan Ling , Yanglei Song

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

Statistics Theory · Mathematics 2008-12-02 Michel Broniatowski , Amor Keziou
‹ Prev 1 8 9 10 Next ›