Related papers: A note on distance variance for categorical variab…
This paper provides estimates for the convergence rate of the total variation distance in the framework of the Breuer-Major theorem, assuming some smoothness properties of the underlying function. The results are proved by applying new…
Data types that lie in metric spaces but not in vector spaces are difficult to use within the usual regression setting, either as the response and/or a predictor. We represent the information in these variables using distance matrices which…
Similarity search is an important problem in information retrieval. This similarity is based on a distance. Symbolic representation of time series has attracted many researchers recently, since it reduces the dimensionality of these high…
We extend the theory of distance (Brownian) covariance from Euclidean spaces, where it was introduced by Sz\'{e}kely, Rizzo and Bakirov, to general metric spaces. We show that for testing independence, it is necessary and sufficient that…
In this note we explore how standard statistical distances are equivalent for discrete log-concave distributions. Distances include total variation distance, Wasserstein distance, and $f$-divergences.
Nearest neighbor methods have become popular in official statistics, mainly in imputation or in statistical matching problems; they play a key role in machine learning too, where a high number of variants have been proposed. The choice of…
This paper considers the problem of variable-length intrinsic randomness. We propose the average variational distance as the performance criterion from the viewpoint of a dual relationship with the problem formulation of variable-length…
We provide a definition of ephemeral multi-persistent modules and prove that the quotient of persistent modules by the ephemeral ones is equivalent to the category of $\gamma$-sheaves. In the case of one-dimensional persistence, our…
We define a general notion of entropy in elementary, algebraic terms. Based on that, weak forms of a scalar product and a distance measure are derived. We give basic properties of these quantities, generalize the Cauchy-Schwarz inequality,…
A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…
Distance covariance is a popular dependence measure for two random vectors $X$ and $Y$ of possibly different dimensions and types. Recent years have witnessed concentrated efforts in the literature to understand the distributional…
Sz\'{e}kely, Rizzo and Bakirov (Ann. Statist. 35 (2007) 2769-2794) and Sz\'{e}kely and Rizzo (Ann. Appl. Statist. 3 (2009) 1236-1265), in two seminal papers, introduced the powerful concept of distance correlation as a measure of dependence…
Datasets containing both categorical and continuous variables are frequently encountered in many areas, and with the rapid development of modern measurement technologies, the dimensions of these variables can be very high. Despite the…
This short note establishes explicit and broadly applicable relationships between persistence-based distances computed locally and globally. In particular, we show that the bottleneck distance between two zigzag persistence modules…
We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…
In this paper, we identify a class of absolutely continuous probability distributions, and show that the differential entropy is uniformly convergent over this space under the metric of total variation distance. One of the advantages of…
In this article, we obtain explicit bounds on the uniform distance between the cumulative distribution function of a standardized sum $S_n$ of $n$ independent centered random variables with moments of order four and its first-order…
Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…
The paper provides an estimate of the total variation distance between distributions of polynomials defined on a space equipped with a logarithmically concave measure in terms of the $L^2$-distance between these polynomials.
The total variation distance is a metric of central importance in statistics and probability theory. However, somewhat surprisingly, questions about computing it algorithmically appear not to have been systematically studied until very…