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A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing, and independence testing. This embedding represents any probability measure as a mean…

The classical information metric provides a unique notion of distance on the space of probability distributions with a well-defined operational interpretation: two distributions are far apart if they are readily distinguishable from one…

High Energy Physics - Theory · Physics 2021-06-23 John Stout

This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distances on the space of…

Statistics Theory · Mathematics 2013-04-10 XuanLong Nguyen

In this paper we make a survey of some recent developments of the theory of Sobolev spaces $W^{1,q}(X,\sfd,\mm)$, $1<q<\infty$, in metric measure spaces $(X,\sfd,\mm)$. In the final part of the paper we provide a new proof of the…

Analysis of PDEs · Mathematics 2012-12-18 Luigi Ambrosio , Maria Colombo , Simone Di Marino

The Horodecki family employed the Jaynes maximum-entropy principle, fitting the mean (b_{1}) of the Bell-CHSH observable (B). This model was extended by Rajagopal by incorporating the dispersion (\sigma_{1}^2) of the observable, and by…

Quantum Physics · Physics 2016-09-08 Paul B. Slater

Distances between probability distributions are a key component of many statistical machine learning tasks, from two-sample testing to generative modeling, among others. We introduce a novel distance between measures that compares them…

Machine Learning · Statistics 2025-07-09 Arturo Castellanos , Anna Korba , Pavlo Mozharovskyi , Hicham Janati

One way of getting insight into non-Gaussian measures, posed on infinite dimensional Hilbert spaces, is to first obtain best fit Gaussian approximations, which are more amenable to numerical approximation. These Gaussians can then be used…

Numerical Analysis · Mathematics 2019-05-23 Gideon Simpson , Daniel Watkins

Inspired by the recent theory of Entropy-Transport problems and by the $\mathbf{D}$-distance of Sturm on normalised metric measure spaces, we define a new class of complete and separable distances between metric measure spaces of possibly…

Metric Geometry · Mathematics 2022-11-11 Nicoló De Ponti , Andrea Mondino

This paper is a continuation of the recent paper of the author, where a certain reproducing kernel Hilbert space $X_{\mathcal{S}}$ was constructed. The norm in $X_{\mathcal{S}}$ is related to a certain generalized isoperimetric inequality…

Functional Analysis · Mathematics 2018-02-01 Edward Tutaj

There are three classical divergence measures known in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber \cite{jef} \cite{kul} \textit{J-divergence}. Sibson-Burbea-Rao \cite{sib} \cite{bur1,…

Statistics Theory · Mathematics 2007-06-13 Inder Jeet Taneja

Using isoperimetry we obtain new symmetrization inequalities that allow us to provide a unified framework to study Sobolev inequalities in metric spaces. The applications include concentration inequalities, as well as metric versions of the…

Functional Analysis · Mathematics 2009-04-25 Joaquim Martin , Mario Milman

We study the limits of sequences of spheres and complex projective spaces with unbounded dimensions. A sequence of spheres (resp. complex projective spaces) either is a Levy family, infinitely dissipates, or converges to (resp. the Hopf…

Metric Geometry · Mathematics 2014-02-05 Takashi Shioya

We study Erd\H os's distinct distances problem under $\ell_p$ metrics with integer $p$. We improve the current best bound for this problem from $\Omega(n^{4/5})$ to $\Omega(n^{6/7-\epsilon})$, for any $\epsilon>0$. We also characterize the…

Incompatible observables can be approximated by compatible observables in joint measurement or measured sequentially, with constrained accuracy as implied by Heisenberg's original formulation of the uncertainty principle. Recently, Busch,…

We show that there are no general stability results for the logarithmic Sobolev inequality in terms of the Wasserstein distances and $L^{p}(d\gamma)$ distance for $p>1$. To this end, we construct a sequence of centered probability measures…

Analysis of PDEs · Mathematics 2022-04-18 Daesung Kim

Discrepancy measures between probability distributions, often termed statistical distances, are ubiquitous in probability theory, statistics and machine learning. To combat the curse of dimensionality when estimating these distances from…

Statistics Theory · Mathematics 2021-12-21 Sloan Nietert , Ziv Goldfeld , Kengo Kato

We prove an inequality on the Kantorovich-Rubinstein distance --which can be seen as a particular case of a Wasserstein metric-- between two solutions of the spatially homogeneous Boltzmann equation without angular cutoff, but with a…

Analysis of PDEs · Mathematics 2010-02-02 Nicolas Fournier , Clément Mouhot

The concept of Type-2 soft sets had been proposed as a generalization of Molodstov's soft sets. In this paper some shortcomings of some existing distance measures for Type-1 soft sets have been shown and accordingly some new distance…

General Mathematics · Mathematics 2016-12-21 Rajashi Chatterjee , P. Majumdar , S. K. Samanta

We use a Bayesian approach to derive the distance probability distribution for one object from its parallax with measurement uncertainty for two spatial distribution priors, viz. a homogeneous spherical distribution and a galactocentric…

High Energy Astrophysical Phenomena · Physics 2016-06-29 A. P. Igoshev , F. Verbunt , E. Cator

This paper expands the notion of robust moment problems to incorporate distributional ambiguity using Wasserstein distance as the ambiguity measure. The classical Chebyshev-Cantelli (zeroth partial moment) inequalities, Scarf and Lo (first…

Optimization and Control · Mathematics 2020-10-14 Derek Singh , Shuzhong Zhang
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