Related papers: Free multiplicative convolution with an arbitrary …
In [6], a constraint on invariant measures of bi-permutative cellular automata has been observed: fixed values at the positive indices determine almost-surely a uniform conditional probability on the subset of values of positive conditional…
We introduce a nonnegative functional $\mathfrak{S}$ on the space of line arrangements in $\mathbb{P}^2$ that vanishes precisely on free arrangements, obtained as a semicontinuous relaxation of Saito's criterion. Given an arrangement…
We detail a simple procedure (easily convertible to an algorithm) for constructing from quasi-uniform samples of $f$ a sequence of linear spline functions converging to the monotone rearrangement of $f$, in the case where $f$ is an almost…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
Many scientific fields and applications require compact representations of multivariate functions. For this problem, decoupling methods are powerful techniques for representing the multivariate functions as a combination of linear…
We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper,…
We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…
The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as…
This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…
A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…
The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables.…
We estimate the concentration functions of $n$-fold convolutions of one-dimensional probability measures. The main result is a supplement to the results of G\"otze and Zaitsev (1998). We show that the estimation of concentration functions…
For any given integer $N\geq 2$, we show that every bounded measurable vector field from a bounded domain $\Omega$ into $\R^d$ is $N$-cyclically monotone up to a measure preserving $N$-involution. The proof involves the solution of a…
We study the optimization of functions with $n>2$ arguments that have a representation as a sum of several functions that have only $2$ of the $n$ arguments each, termed sums of bivariates, on finite domains. The complexity of optimizing…
We study $N$-ary non-commutative notions of independence, which are given by trees and which generalize free, Boolean, and monotone independence. For every rooted subtree $\mathcal{T}$ of the $N$-regular tree, we define the…
A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…
We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations. Their asymptotic properties are theoretically investigated…
Recognizing, quantifying and visualizing associations between two variables is increasingly important. This paper investigates how a new function-valued measure of dependence, the quantile dependence function, can be used to construct tests…
The survey is devoted to the combinatorial and metric theory of filtrations, i.\,e., decreasing sequences of $\sigma$-algebras in measure spaces or decreasing sequences of subalgebras of certain algebras. One of the key notions, that of…
We extend the free difference quotient coalgebra approach to analytic subordination to the case of a free compression in free probability.