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Related papers: The distance problem via subadditivity

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The paper attempts to develop a suitable accessibility index for networks where each link has a value such that a smaller number is preferred like distance, cost, or travel time. A measure called distance sum is characterized by three…

Social and Information Networks · Computer Science 2017-10-27 László Csató

Distance covariance and distance correlation are scalar coefficients that characterize independence of random vectors in arbitrary dimension. Properties, extensions, and applications of distance correlation have been discussed in the recent…

Methodology · Statistics 2014-07-10 Gabor J. Szekely , Maria L. Rizzo

A random variable is sampled from a discrete distribution. The missing mass is the probability of the set of points not observed in the sample. We sharpen and simplify McAllester and Ortiz's results (JMLR, 2003) bounding the probability of…

Probability · Mathematics 2012-10-12 Daniel Berend , Aryeh Kontorovich

Distance correlation has become an increasingly popular tool for detecting the nonlinear dependence between a pair of potentially high-dimensional random vectors. Most existing works have explored its asymptotic distributions under the null…

Statistics Theory · Mathematics 2021-10-06 Lan Gao , Yingying Fan , Jinchi Lv , Qi-Man Shao

The intrinsic dimensionality refers to the ``true'' dimensionality of the data, as opposed to the dimensionality of the data representation. For example, when attributes are highly correlated, the intrinsic dimensionality can be much lower…

Machine Learning · Statistics 2020-11-30 Erik Thordsen , Erich Schubert

We study the distinguishability notion given by Wootters for states represented by probability density functions. This presents the particularity that it can also be used for defining a distance in chaotic unidimensional maps. Based on that…

Chaotic Dynamics · Physics 2017-09-13 Ignacio S. Gomez , Mariela Portesi , Pedro W. Lamberti

We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…

Statistical Mechanics · Physics 2019-03-12 Gorka Muñoz-Gil , Miguel Angel García-March , Carlo Manzo , Alessio Celi , Maciej Lewenstein

The aim of this paper is to investigate extremum problems with pay-off being the total variational distance metric defined on the space of probability measures, subject to linear functional constraints on the space of probability measures,…

Optimization and Control · Mathematics 2013-01-22 Charalambos D. Charalambous , Ioannis Tzortzis , Sergey Loyka , Themistoklis Charalambous

This paper expands the notion of robust profit opportunities in financial markets to incorporate distributional uncertainty using Wasserstein distance as the ambiguity measure. Financial markets with risky and risk-free assets are…

Portfolio Management · Quantitative Finance 2020-06-23 Derek Singh , Shuzhong Zhang

We develop a general technique for bounding the tail of the total variation distance between the empirical and the true distributions over countable sets. Our methods sharpen a deviation bound of Devroye (1983) for distributions over finite…

Statistics Theory · Mathematics 2012-06-06 Daniel Berend , Aryeh Kontorovich

In this note we discuss the nature of gaps in the support of a discretely infinitely divisible distribution from the angle of compound Poisson laws/processes. The discussion is extended to infinitely divisible distributions on the…

Probability · Mathematics 2014-05-01 Anthony G. Pakes , S. Satheesh

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

The geometric median, a notion of center for multivariate distributions, has gained recent attention in robust statistics and machine learning. Although conceptually distinct from the mean (i.e., expectation), we demonstrate that both are…

Statistics Theory · Mathematics 2026-02-19 Richard Schwank , Mathias Drton

For arbitrary two probability measures on real d-space with given means and variances (covariance matrices), we provide lower bounds for their total variation distance. In the one-dimensional case, a tight bound is given.

Probability · Mathematics 2022-12-27 Tomohiro Nishiyama

In wireless networks, the knowledge of nodal distances is essential for several areas such as system configuration, performance analysis and protocol design. In order to evaluate distance distributions in random networks, the underlying…

Information Theory · Computer Science 2012-01-24 Sunil Srinivasa , Martin Haenggi

Two closely related discrete probability distributions are introduced. In each case the support is a set of vectors in $\mathbb{R}^n$ obtained from the partitions of the fixed positive integer $n$. These distributions arise naturally when…

Combinatorics · Mathematics 2021-07-09 Andrew V. Sills

We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…

Statistics Theory · Mathematics 2022-09-02 Lutz Duembgen , Richard Samworth , Jon Wellner

In this paper we investigate the Erd\"os/Falconer distance conjecture for a natural class of sets statistically, though not necessarily arithmetically, similar to a lattice. We prove a good upper bound for spherical means that have been…

Classical Analysis and ODEs · Mathematics 2007-05-23 Alex Iosevich , Misha Rudnev

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

Probability · Mathematics 2018-11-06 Christoph H. Lampert , Liva Ralaivola , Alexander Zimin

How might a smooth probability distribution be estimated, with accurately quantified uncertainty, from a limited amount of sampled data? Here we describe a field-theoretic approach that addresses this problem remarkably well in one…

Data Analysis, Statistics and Probability · Physics 2018-10-24 Wei-Chia Chen , Ammar Tareen , Justin B. Kinney