Related papers: Localization Coefficients of Functions with Applic…
Optimal transport and the Wasserstein distance $\mathcal{W}_p$ have recently seen a number of applications in the fields of statistics, machine learning, data science, and the physical sciences. These applications are however severely…
It is perhaps not widely recognized that certain common notions of distance between probability measures have an alternative dual interpretation which compares corresponding functionals against suitable families of test functions. This dual…
Motivated by applications in functional data analysis, we study the partial sum process of sparsely observed, random functions. A key novelty of our analysis are bounds for the distributional distance between the limit Brownian motion and…
In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…
Non-parametric and distribution-free two-sample tests have been the foundation of many change point detection algorithms. However, randomness in the test statistic as a function of time makes them susceptible to false positives and…
A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…
In the recent paper [J. Funct. Anal. {\bf 259} (2010)], Naor and Tao introduce a new class of measures with a so-called micro-doubling property and present, via martingale theory and probability methods, a localization theorem for the…
Given a unital algebra $\mathscr A$ of locally Lipschitz functions defined over a metric measure space $({\mathrm X},{\mathsf d},\mathfrak m)$, we study two associated notions of function of bounded variation and their relations: the space…
Comparison of two probability density/mass functions (PDF/PMFs) is ubiquitous in various forms of scientific analysis, including machine learning, optimization problems, and hypothesis tests. A copious amount of distance metrics have…
Two-sided bounds for the efficiency of the torsion function are obtained in terms of the square of the distance to the boundary function under the hypothesis that the Dirichlet Laplacian satisfies a strong Hardy inequality. Localisation…
In this paper, we develop a local rank correlation measure which quantifies the performance of dimension reduction methods. The local rank correlation is easily interpretable, and robust against the extreme skewness of nearest neighbor…
It is well known that the quadratic Wasserstein distance $W_2 (\mathord{\boldsymbol{\cdot}}, \mathord{\boldsymbol{\cdot}})$ is formally equivalent, for infinitesimally small perturbations, to some weighted $H^{-1}$ homogeneous Sobolev norm.…
We study a class of logarithmic Sobolev inequalities with a general form of the energy functional. The class generalizes various examples of modified logarithmic Sobolev inequalities considered previously in the literature. Refining a…
A quantum particle can be localized in a disordered potential, the effect known as Anderson localization. In such a system, correlations of wave functions at very close energies may be described, due to Mott, in terms of a hybridization of…
Proximity measurements probe whether pairs of particles are close to one another. We consider the impact of post-selected random proximity measurements on a quantum fluid of many distinguishable particles. We show that such measurements…
The Wasserstein metric has become increasingly important in many machine learning applications such as generative modeling, image retrieval and domain adaptation. Despite its appeal, it is often too costly to compute. This has motivated…
We describe the $(p,q)$ Fock--Carleson measures for weighted Fock--Sobolev spaces in terms of the objects $(s,t)$-Berezin transforms, averaging functions, and averaging sequences on the complex space $\mathbb{C}^n$. The main results show…
The Wasserstein distance quantifies the distance between two probability measures on a metric space. We prove an analogue of the Berry-Esseen inequality for the Wasserstein distance on a finite area hyperbolic surface. This inequality…
We propose a new test of local realism based on correlation measurements of continuum valued functions of positions and momenta, known as modular variables. The Wigner representation of these observables are bounded in phase space, and…
We consider a two weight $L^{p}(\mu) \to L^{q}(\nu)$-inequality for well localized operators as defined and studied by F. Nazarov, S. Treil and A. Volberg when $p=q=2$. A counterexample of F. Nazarov shows that the direct analogue of these…