Related papers: Coherent distributions: Hilbert space approach and…
This work establishes computable bounds between f-divergences for probability measures within a generalized quasi-$\varepsilon_{(M,m)}$-neighborhood framework. We make the following key contributions. (1) a unified characterization of local…
Let ($X,Y)$ be a random vector with distribution function $F(x,y),$ and $(X_{1},Y_{1}),(X_{2},Y_{2}),...,(X_{n},Y_{n})$ are independent copies of ($X,Y).$ Let $X_{i:n}$ be the $i$th order statistics constructed from the sample…
Many types of bounded data defined on the unit interval arise naturally as ratios of the form $X/(X + Y)$. In the existing literature, the main statistical models proposed for this type of bounded data typically based on the assumption that…
Motivated by applications in model-free finance and quantitative risk management, we consider Fr\'echet classes of multivariate distribution functions where additional information on the joint distribution is assumed, while uncertainty in…
In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…
In this paper, we investigate the problem of distributionally robust source coding, i.e., source coding under uncertainty in the source distribution, discussing both the coding and computational aspects of the problem. We propose two…
Recent works at the interface of algebraic combinatorics, algebraic geometry, number theory, and topology have provided new integer-valued invariants on integer partitions. It is natural to consider the distribution of partitions when…
For a compact spinc manifold $X$ with boundary $b_1(\partial X)=0$, we consider moduli spaces of solutions to the Seiberg-Witten equations in a generalized double Coulomb slice in $L^2_1$ (i.e., $W^{1,2}$) Sobolev regularity. We prove they…
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-It\^o chaos representation to a nondegenerate Gaussian measure on a separable Hilbert space. Our first main result shows that,…
By representing the range of fair betting odds according to a pair of confidence set estimators, dual probability measures on parameter space called frequentist posteriors secure the coherence of subjective inference without any prior…
Random sets are used to get a continuous partition of the cardinality of the union of many overlapping sets. The formalism uses M\"obius transforms and adapts Shapley's methodology in cooperative game theory, into the context of set theory.…
The families of $f$-divergences (e.g. the Kullback-Leibler divergence) and Integral Probability Metrics (e.g. total variation distance or maximum mean discrepancies) are widely used to quantify the similarity between probability…
We derive an exact expression for the quantumness of a Hilbert space (defined in quant-ph/0302092), and show that in composite Hilbert spaces the signal states must contain at least some entangled states in order to achieve such a…
Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…
This paper consists of two halves. In the first half of the paper, we consider real-valued functions $f$ whose domain is the vertex set of a graph $G$ and that are Lipschitz with respect to the graph distance. By placing a uniform…
We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…
In this paper we provide a method for constructing joint distributions for an arbitrary set of observables on finite dimensional Hilbert spaces irrespective of whether the observables commute or not. These distributions have a number of…
In this article we consider a consistent convex feasibility problem in a real Hilbert space defined by a finite family of sets $C_i$. We are interested, in particular, in the case where for each $i$, $C_i=Fix (U_i)=\{z\in \mathcal H\mid…
In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…
Let $X,X_1,\dots, X_n$ be i.i.d. Gaussian random variables in a separable Hilbert space ${\mathbb H}$ with zero mean and covariance operator $\Sigma={\mathbb E}(X\otimes X),$ and let $\hat \Sigma:=n^{-1}\sum_{j=1}^n (X_j\otimes X_j)$ be the…