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When studying convergence of measures, an important issue is the choice of probability metric. In this review, we provide a summary and some new results concerning bounds among ten important probability metrics/distances that are used by…

Probability · Mathematics 2007-05-23 Alison L. Gibbs , Francis Edward Su

In the Bayes paradigm and for a given loss function, we propose the construction of a new type of posterior distributions, that extends the classical Bayes one, for estimating the law of an $n$-sample. The loss functions we have in mind are…

Statistics Theory · Mathematics 2024-01-05 Yannick Baraud

We prove a strong concentration result about the natural collision estimator, which counts the number of collisions that occur within an iid sample. This estimator is at the heart of algorithms used for uniformity testing and entropy…

Information Theory · Computer Science 2020-06-26 Maciej Skorski

First, we prove that a random metric space can be isometrically embedded into a complete random normed module, as an application of which, it is easy to see that the notion of $d$-$\sigma$-stability introduced for a nonempty subset of a…

Functional Analysis · Mathematics 2024-02-06 Tiexin Guo , Xiaohuan Mu , Qiang Tu

We study high-dimensional Laplace-type integrals $I(\lambda):=(\lambda/2\pi)^{d/2}\int_{\mathbb R^d} g(x)e^{-\lambda f(x)}dx$ in the regime where both $d$ and $\lambda$ are large. Existing rigorous Laplace-expansion results in growing…

Classical Analysis and ODEs · Mathematics 2026-03-13 Alexander Katsevich , Anya Katsevich

This paper is concerned with the problem of defining and estimating statistics for distributions on spaces such as Riemannian manifolds and more general metric spaces. The challenge comes, in part, from the fact that statistics such as…

Statistics Theory · Mathematics 2025-05-29 Washington Mio , Tom Needham

This paper studies posterior concentration behavior of the base probability measure of a Dirichlet measure, given observations associated with the sampled Dirichlet processes, as the number of observations tends to infinity. The base…

Statistics Theory · Mathematics 2016-03-25 XuanLong Nguyen

For a metric space $X$, we study the space $D^{\infty}(X)$ of bounded functions on $X$ whose infinitesimal Lipschitz constant is uniformly bounded. $D^{\infty}(X)$ is compared with the space $\LIP^{\infty}(X)$ of bounded Lipschitz functions…

Metric Geometry · Mathematics 2009-01-22 E. Durand , J. A. Jaramillo

Motivated by the fact that circular or spherical data are often much concentrated around a location $\pmb\theta$, we consider inference about $\pmb\theta$ under "high concentration" asymptotic scenarios for which the probability of any…

Statistics Theory · Mathematics 2019-06-11 Davy Paindaveine , Thomas Verdebout

Suppose that (M,d,m) is an unbounded metric measure space, which possesses two geometric properties, called "isoperimetric property" and "approximate midpoint property", and that the measure m is locally doubling. The isoperimetric property…

Functional Analysis · Mathematics 2008-08-04 Andrea Carbonaro , Giancarlo Mauceri , Stefano Meda

This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…

Probability · Mathematics 2013-10-04 V. Kargin

We investigated the asymptotics of high-rate constrained quantization errors for a compactly supported probability measure P on Euclidean spaces whose quantizers are confined to a closed set S. The key tool is the metric projection of K…

Metric Geometry · Mathematics 2025-05-19 Chenxing Qian

We prove a Tb theorem on quasimetric spaces equipped with what we call an upper doubling measure. This is a property that encompasses both the doubling measures and those satisfying the upper power bound \mu(B(x,r)) \le Cr^d. Our spaces are…

Functional Analysis · Mathematics 2013-01-14 Tuomas Hytönen , Henri Martikainen

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

Experimental studies of the variation of the mean square displacement (MSD) of a particle in a confined colloid suspension that exhibits density variations on the scale length of the particle diameter are not in agreement with the…

Soft Condensed Matter · Physics 2018-06-13 Molly Wolfson , Christopher Liepold , Binhua Lin , Stuart A. Rice

This paper is concerned with the study of the consistency of a variational method for probability measure quantization, deterministically realized by means of a minimizing principle, balancing power repulsion and attraction potentials. The…

Functional Analysis · Mathematics 2013-10-07 Massimo Fornasier , Jan-Christian Hütter

Two dimensional condensed matter is realised in increasingly diverse forms that are accessible to experiment and of potential technological value. The properties of these systems are influenced by many length scales and reflect both generic…

Statistical Mechanics · Physics 2011-07-15 Andrea Taroni , Steven T. Bramwell , Peter C. W. Holdsworth

We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…

Probability · Mathematics 2020-05-15 Holger Sambale , Arthur Sinulis

We obtain rates of convergence to stationarity in L^1-Wasserstein distance for a d-dimensional reflected Brownian motion (RBM) in the nonnegative orthant that are explicit in the dimension and the system parameters. The results are then…

Probability · Mathematics 2019-12-04 Sayan Banerjee , Amarjit Budhiraja

Every Boolean function can be uniquely represented as a multilinear polynomial. The entropy and the total influence are two ways to measure the concentration of its Fourier coefficients, namely the monomial coefficients in this…

Computational Complexity · Computer Science 2017-11-03 Rani Hod