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We obtain distribution-free bounds for various fundamental quantities used in probability theory by solving optimization problems that search for extreme distributions among all distributions with the same mean and dispersion. These…

Optimization and Control · Mathematics 2024-09-27 Pieter Kleer , Johan S. H. van Leeuwaarden , Bas Verseveldt

We propose a family of variational approximations to Bayesian posterior distributions, called $\alpha$-VB, with provable statistical guarantees. The standard variational approximation is a special case of $\alpha$-VB with $\alpha=1$. When…

Statistics Theory · Mathematics 2018-02-09 Yun Yang , Debdeep Pati , Anirban Bhattacharya

The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…

Probability · Mathematics 2017-12-12 Svante Janson , Lutz Warnke

Every sufficiently big matrix with small spectral norm has a nearby low-rank matrix if the distance is measured in the maximum norm (Udell & Townsend, SIAM J Math Data Sci, 2019). We use the Hanson--Wright inequality to improve the estimate…

Numerical Analysis · Mathematics 2025-04-09 Stanislav Budzinskiy

Let $\xi_1, \xi_2,\ldots$ be a sequence of independent and identically distributed random variables with zero mean, finite second moment and regularly varying right distribution tail. Motivated by a stop-loss insurance model, we consider a…

Probability · Mathematics 2025-06-05 Aaron Chong , Konstantin Borovkov

Consider the problem of binary hypothesis testing. Given $Z$ coming from either $\mathbb P^{\otimes m}$ or $\mathbb Q^{\otimes m}$, to decide between the two with small probability of error it is sufficient, and in many cases necessary, to…

Statistics Theory · Mathematics 2024-03-11 Patrik Róbert Gerber , Yury Polyanskiy

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

Probability · Mathematics 2022-10-24 Arturo Jaramillo , James Melbourne

Let $X_1,\ldots,X_n$ be independent identically distributed random vectors in $\mathbb{R}^d$. We consider upper bounds on $\max_x \mathbb{P}(a_1X_1+\cdots+a_nX_n=x)$ under various restrictions on $X_i$ and the weights $a_i$. When…

Probability · Mathematics 2020-08-04 Tomas Juškevičius , Valentas Kurauskas

We consider the problem of estimating a function defined over $n$ locations on a $d$-dimensional grid (having all side lengths equal to $n^{1/d}$). When the function is constrained to have discrete total variation bounded by $C_n$, we…

Statistics Theory · Mathematics 2016-05-27 Veeranjaneyulu Sadhanala , Yu-Xiang Wang , Ryan Tibshirani

Finding the underlying probability distributions of a set of observed sequences under the constraint that each sequence is generated i.i.d by a distinct distribution is considered. The number of distributions, and hence the number of…

Information Theory · Computer Science 2018-10-16 Sara Shahi , Daniela Tuninetti , Natasha Devroye

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…

Statistics Theory · Mathematics 2025-09-03 Kengo Kato , Boyu Wang

The tight, in a sense, lower estimates of diamond-norm distance from a given quantum channel to the sets of degradable, antidegradable and entanglement-breaking channels are obtained via the tight continuity bounds for quantum mutual…

Quantum Physics · Physics 2019-10-18 M. E. Shirokov , A. V. Bulinski

Let $R$ be a finite valuation ring of order $q^r$ where $q$ is odd and $A$ be a subset of $R$. In the present paper, we prove that there exists a point $u$ in the Cartesian product set $A\times A\subset R^2$ such that the size of the pinned…

Combinatorics · Mathematics 2020-08-24 Esen Aksoy Yazici

Pinsker's widely used inequality upper-bounds the total variation distance $||P-Q||_1$ in terms of the Kullback-Leibler divergence $D(P||Q)$. Although in general a bound in the reverse direction is impossible, in many applications the…

Information Theory · Computer Science 2014-02-21 Daniel Berend , Peter Harremoës , Aryeh Kontorovich

We show that it is possible to transmit and preserve information at short time scales over an n-fold composition of quantum channels $(\Xi^n)_{n \in \mathbb{N}}$ modelled as a discrete quantum Markov semigroup, long enough to generate…

Quantum Physics · Physics 2025-09-04 Archishna Bhattacharyya

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

Probability · Mathematics 2026-04-10 Fraser Daly

Given a weight vector $\tau=(\tau_{1}, \dots, \tau_{n}) \in \mathbb{R}^{n}_{+}$ with each $\tau_{i}$ bounded by certain constraints, we obtain a lower bound for the Hausdorff dimension of the set of $\tau$-approximable points points over a…

Number Theory · Mathematics 2020-10-13 Victor Beresnevich , Jason Levesley , Benjamin Ward

We consider a social choice setting in which agents and alternatives are represented by points in a metric space, and the cost of an agent for an alternative is the distance between the corresponding points in the space. The goal is to…

Computer Science and Game Theory · Computer Science 2023-05-25 Elliot Anshelevich , Aris Filos-Ratsikas , Christopher Jerrett , Alexandros A. Voudouris

The Pearson distance has been advocated for improving the error performance of noisy channels with unknown gain and offset. The Pearson distance can only fruitfully be used for sets of $q$-ary codewords, called Pearson codes, that satisfy…

Information Theory · Computer Science 2016-11-17 Jos H. Weber , Kees A. Schouhamer Immink , Simon R. Blackburn

We expound on some known lower bounds of the quadratic Wasserstein distance between random vectors in $\mathbb{R}^n$ with an emphasis on affine transformations that have been used in manifold learning of data in Wasserstein space. In…

Machine Learning · Statistics 2024-02-09 Keaton Hamm , Andrzej Korzeniowski
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