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In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…

Probability · Mathematics 2018-06-22 Shane Barratt

We investigate threshold phenomena in weighted $\ell^2$-spaces and characterize the critical regimes where elements with either small support or maximally bad range can be constructed. Our results are shown to be optimal in several…

Functional Analysis · Mathematics 2026-01-12 Adem Limani

The recently proposed generalized epidemic modeling framework (GEMF) \cite{sahneh2013generalized} lays the groundwork for systematically constructing a broad spectrum of stochastic spreading processes over complex networks. This article…

Physics and Society · Physics 2016-04-11 Faryad Darabi Sahneh , Aram Vajdi , Heman Shakeri , Futing Fan , Caterina Scoglio

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Statistics Theory · Mathematics 2010-10-11 Lancelot F. James

Researchers have developed ways to generalize the mean and variance to situations in which a data metric is available. We apply the tools developed in Pennec (2006) to categorical data, and show the generality of this approach by…

Applications · Statistics 2014-10-07 Roger Bilisoly

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

The estimation of categorical distributions under marginal constraints summarizing some sample from a population in the most-generalizable way is key for many machine-learning and data-driven approaches. We provide a parameter-agnostic…

High Energy Physics - Theory · Physics 2023-11-17 Orestis Loukas , Ho Ryun Chung

Providing generalization guarantees for stochastic optimization algorithms remains a key challenge in learning theory. Recently, numerous works demonstrated the impact of the geometric properties of optimization trajectories on…

Machine Learning · Computer Science 2026-01-23 Mario Tuci , Lennart Bastian , Benjamin Dupuis , Nassir Navab , Tolga Birdal , Umut Şimşekli

We introduce an abstract measure___theoretic framework that serves as a tool to rigorously study stochastic iterative global optimization algorithms as a unified class. The framework is formulated in terms of probability kernels, which, via…

Formal Languages and Automata Theory · Computer Science 2026-03-03 Gaëtan Serré , Argyris Kalogeratos , Nicolas Vayatis

We introduce a general framework for de Finetti reduction results, applicable to various notions of partially exchangeable probability distributions. Explicit statements are derived for the cases of exchangeability, Markov exchangeability,…

Probability · Mathematics 2018-01-17 Ivan Bardet , Cécilia Lancien , Ion Nechita

We introduce probabilistic frames to study finite frames whose elements are chosen at random. While finite tight frames generalize orthonormal bases by allowing redundancy, independent, uniformly distributed points on the sphere…

Probability · Mathematics 2011-08-11 Martin Ehler

We describe here a framework for a certain class of multiscale likelihood factorizations wherein, in analogy to a wavelet decomposition of an L^2 function, a given likelihood function has an alternative representation as a product of…

Statistics Theory · Mathematics 2007-06-13 Eric D. Kolaczyk , Robert D. Nowak

The mean field methods, which entail approximating intractable probability distributions variationally with distributions from a tractable family, enjoy high efficiency, guaranteed convergence, and provide lower bounds on the true…

Machine Learning · Computer Science 2012-12-12 Eric P. Xing , Michael I. Jordan , Stuart Russell

Given a distribution $\rho$ on persistence diagrams and observations $X_1,...X_n \stackrel{iid}{\sim} \rho$ we introduce an algorithm in this paper that estimates a Fr\'echet mean from the set of diagrams $X_1,...X_n$. If the underlying…

Statistics Theory · Mathematics 2013-03-21 Katharine Turner , Yuriy Mileyko , Sayan Mukherjee , John Harer

This paper examines the foundational concept of random variables in probability theory and statistical inference, demonstrating that their mathematical definition requires no reference to randomization or hypothetical repeated sampling. We…

Other Statistics · Statistics 2025-02-11 Paul W. Vos

A famous characterization theorem due to C.F. Gauss states that the maximum likelihood estimator (MLE) of the parameter in a location family is the sample mean for all samples of all sample sizes if and only if the family is Gaussian. There…

Statistics Theory · Mathematics 2014-03-13 Mitia Duerinckx , Christophe Ley , Yvik Swan

We in this paper consider Fr\'echet sufficient dimension reduction with responses being complex random objects in a metric space and high dimension Euclidean predictors. We propose a novel approach called weighted inverse regression…

Statistics Theory · Mathematics 2020-07-02 Chao Ying , Zhou Yu

In this paper, we introduce a new generalization of geometric distribution which can also viewed as discrete analogue of weighted exponential distribution introduced by Gupta and Kundu(2009). We study some basic distributional properties…

Methodology · Statistics 2016-02-08 Deepesh Bhati , Savitri Joshi

A new notion of typicality for arbitrary probability measures on standard Borel spaces is proposed, which encompasses the classical notions of weak and strong typicality as special cases. Useful lemmas about strong typical sets, including…

Information Theory · Computer Science 2016-11-17 Junekey Jeon

We establish finite-sample error bounds in expectation for transformed Fr\'echet means in Hadamard spaces under minimal assumptions. Transformed Fr\'echet means provide a unifying framework encompassing classical and robust notions of…

Statistics Theory · Mathematics 2025-11-11 Christof Schötz
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