Related papers: Asymptotics for Optimal Empirical Quantization of …

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

In this paper it is shown that if $\mu$ is an n-dimensional Ahlfors-David regular measure in $R^d$ which satisfies the so-called weak constant density condition, then $\mu$ is uniformly rectifiable. This had already been proved by David and…

Measurement uncertainty relations are lower bounds on the errors of any approximate joint measurement of two or more quantum observables. The aim of this paper is to provide methods to compute optimal bounds of this type. The basic method…

We study rates of convergence for estimation of the Gromov-Wasserstein (GW) distance. For two marginals supported on compact subsets of $\R^{d_x}$ and $\R^{d_y}$, respectively, with $\min \{ d_x,d_y \} > 4$, prior work established the rate…

Let $\pi\in \Pi(\mu,\nu)$ be a coupling between two probability measures $\mu$ and $\nu$ on a Polish space. In this article we propose and study a class of nonparametric measures of association between $\mu$ and $\nu$, which we call…

We present a new method that allows us to get a direct proof of the classical Bernstein asymptotics for the error of the best uniform polynomial approximation of $|x|^p$ on two symmetric intervals. Note, that in addition, we get asymptotics…

The adapted Wasserstein distance controls the calibration errors of optimal values in various stochastic optimization problems, pricing and hedging problems, optimal stopping problems, etc. However, statistical aspects of the adapted…

Let $E\subset \mathbb{R}^{n+1}$, $n\ge 2$, be an Ahlfors-David regular set of dimension $n$. We show that the weak-$A_\infty$ property of harmonic measure, for the open set $\Omega:= \mathbb{R}^{n+1}\setminus E$, implies uniform…

Consider the stationary measure of open asymmetric simple exclusion process (ASEP) on the lattice $\{1,\dots,n\}$. Taking $n$ to infinity while fixing the jump rates, this measure converges to a measure on the semi-infinite lattice. In the…

This paper deals with maximization of classical $f$-divergence between the distributions of a measurement outputs of a given pair of quantum states. $f$-divergence $D_{f}$ between the probability density functions $p_{1}$ and $p_{2}$ over a…

Let $\mu$ be a doubling measure in $\mathbb{R}^n$. We investigate quantitative relations between the rectifiability of $\mu$ and its distance to flat measures. More precisely, for $x$ in the support $\Sigma$ of $\mu$ and $r > 0$, we…

Let $\mathbf{X} = (X_i)_{1\leq i \leq n}$ be an i.i.d. sample of square-integrable variables in $\mathbb{R}^d$, \GB{with common expectation $\mu$ and covariance matrix $\Sigma$, both unknown.} We consider the problem of testing if $\mu$ is…

We study the problem of non-asymptotic deviations between a reference measure and its empirical version, in the 1-Wasserstein metric, under the standing assumption that the measure satisfies a transport-entropy inequality. We extend some…

We provide a numerical scheme to approximate as closely as desired the Gaussian or exponential measure $\mu(\om)$ of (not necessarily compact) basic semi-algebraic sets$\om\subset\R^n$. We obtain two monotone (non increasing and non…

We obtain an optimal deviation from the mean upper bound \begin{equation} D(x)\=\sup_{f\in \F}\mu\{f-\E_{\mu} f\geq x\},\qquad\ \text{for}\ x\in\R\label{abstr} \end{equation} where $\F$ is the class of the integrable, Lipschitz functions on…

We introduce a new information-theoretic formulation of quantum measurement uncertainty relations, based on the notion of relative entropy between measurement probabilities. In the case of a finite-dimensional system and for any approximate…

We establish non-asymptotic bounds on the finite-sample behavior of generalized first-order iterative algorithms -- including gradient-based optimization methods and approximate message passing (AMP) -- with Gaussian data matrices and…

Laplace-type results characterize the limit of sequence of measures $(\pi_\varepsilon)_{\varepsilon >0}$ with density w.r.t the Lebesgue measure $(\mathrm{d} \pi_\varepsilon / \mathrm{d} \mathrm{Leb})(x) \propto \exp[-U(x)/\varepsilon]$…

In another related work, U-statistics were used for non-asymptotic "average-case" analysis of random compressed sensing matrices. In this companion paper the same analytical tool is adopted differently - here we perform non-asymptotic…

Let $ r, s>0 $. For a given probability measure $P$ on $\mathbb{R}^d$, let $(\alpha_n)_{n \geq 1}$ be a sequence of (asymptotically) $L^r(P)$- optimal quantizers. For all $\mu \in \mathbb{R}^d $ and for every $\theta >0$, one defines the…