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Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…

Methodology · Statistics 2020-02-05 Daniel J. Eck

We present an algorithmic approach to estimate the value distributions of random variables of probabilistic loops whose statistical moments are (partially) known. Based on these moments, we apply two statistical methods, Maximum Entropy and…

We construct new testing procedures for spherical and elliptical symmetry based on the characterization that a random vector $X$ with finite mean has a spherical distribution if and only if $\Ex[u^\top X | v^\top X] = 0$ holds for any two…

Statistics Theory · Mathematics 2020-04-29 Isaia Albisetti , Fadoua Balabdaoui , Hajo Holzmann

Relative entropy, as a divergence metric between two distributions, can be used for offline change-point detection and extends classical methods that mainly rely on moment-based discrepancies. To build a statistical test suitable for this…

Methodology · Statistics 2025-12-19 Matthieu Garcin , Louis Perot

In this paper we first provide a method to compute confidence intervals for the center of a piecewise normal distribution given a sample from this distribution, under certain assumptions. We then extend this method to an asymptotic setting,…

Optimization and Control · Mathematics 2022-08-08 Shu Lu , Hongsheng Liu

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

This study investigates component wise estimation of ordered variances of scale mixture of two normal distributions. For this study two special loss functions are considered namely squared error loss function and entropy loss function. We…

Statistics Theory · Mathematics 2026-01-28 Shrajal Bajpai , Lakshmi Kanta Patra

The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this paper we consider testing the nonparametric hypothesis of symmetry, introduce…

Statistics Theory · Mathematics 2024-01-29 Vladimir Vovk , Ruodu Wang

We propose utilizing entropy as a diagnostic tool to distinguish between constant and dynamical dark energy models. Entropy, a measure of the system's disorder or information content, captures the complexity and evolution of the universe.…

General Relativity and Quantum Cosmology · Physics 2025-07-16 Tanisha Joshi

The purpose of this paper is to study metrics suitable for assessing uncertainty of power spectra when these are based on finite second-order statistics. The family of power spectra which is consistent with a given range of values for the…

Systems and Control · Computer Science 2015-03-20 Johan Karlsson , Tryphon T. Georgiou

A stability version of the reverse isoperimetric inequality, and the corresponding inequality for isotropic measures are established.

Metric Geometry · Mathematics 2015-01-13 Karoly J. Boroczky , Daniel Hug

Several statistics-based detectors, based on unimodal matrix models, for determining the number of sources in a field are designed. A new variance ratio statistic is proposed, and its asymptotic distribution is analyzed. The variance ratio…

Applications · Statistics 2021-06-09 Rui Zhang , Junting Chen , Yao Xie , Alexander Shapiro , Urbashi Mitra

This paper serves a twofold purpose. First, a unified perspective on diversity indices is introduced based on an entropic basis. It is shown that the class of all linear combinations of the entropic basis, referred to as the class of linear…

Statistics Theory · Mathematics 2020-01-22 Zhiyi Zhang , Michael Grabchak

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Methodology · Statistics 2015-12-03 Chee Chun Gan , Gerard Learmonth

Variable selection is an important problem in statistics and machine learning. Copula Entropy (CE) is a mathematical concept for measuring statistical independence and has been applied to variable selection recently. In this paper we…

Methodology · Statistics 2022-09-07 Jian Ma

We present simple and computationally efficient nonparametric estimators of R\'enyi entropy and mutual information based on an i.i.d. sample drawn from an unknown, absolutely continuous distribution over $\R^d$. The estimators are…

Machine Learning · Statistics 2010-10-27 Dávid Pál , Barnabás Póczos , Csaba Szepesvári

Weighted estimators are commonly used for estimating exposure effects in observational settings to establish causal relations. These estimators have a long history of development when the exposure of interest is binary and where the weights…

We construct and analyze an estimator of association between random variables based on their similarity in both direction and magnitude. Under special conditions, the proposed measure becomes a robust and consistent estimator of the linear…

Econometrics · Economics 2026-01-21 Ilya Archakov

We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…

Methodology · Statistics 2026-01-19 Pierre Alquier , Jean-David Fermanian , Benjamin Poignard

The translation of written language has been known since the 3rd century BC; however, its necessity has become increasingly common in the information age. Today, many translators exist, based on encoder-decoder deep architectures,…

Computation and Language · Computer Science 2025-11-18 Ronit D. Gross , Yanir Harel , Ido Kanter
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