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We derive the limit null distribution of the class of Sobolev tests of uniformity on the hypersphere when the dimension and the sample size diverge to infinity at arbitrary rates. The limiting non-null behavior of these tests is obtained…

Statistics Theory · Mathematics 2025-01-22 Bruno Ebner , Eduardo García-Portugués , Thomas Verdebout

In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is…

Statistics Theory · Mathematics 2018-09-06 Luc Pronzato , Henry Wynn , Anatoly Zhigljavsky

A distance measure is presented between two unitary propagators of quantum systems of differing dimensions along with a corresponding method of computation. A typical application is to compare the propagator of the actual (real) process…

Quantum Physics · Physics 2007-05-23 Robert L. Kosut , Matthew Grace , Constantin Brif , Herschel Rabitz

We study the problem of distinguishing between two symmetric probability distributions over $n$ bits by observing $k$ bits of a sample, subject to the constraint that all $k-1$-wise marginal distributions of the two distributions are…

Computational Complexity · Computer Science 2021-03-16 Christopher Williamson

We derive upper and lower bounds on the sum of distances of a spherical code of size $N$ in $n$ dimensions when $N\sim n^\alpha, 0<\alpha\le 2.$ The bounds are derived by specializing recent general, universal bounds on energy of spherical…

Metric Geometry · Mathematics 2023-03-07 Alexander Barg , Peter Boyvalenkov , Maya Stoyanova

We investigate the support of smeary, directionally smeary, and finite sample smeary probability measures $\mu$ with density $\rho$ on spheres $\mathbb{S}^m$. First, in the rotationally symmetric case, we show that a distribution is not…

Statistics Theory · Mathematics 2026-03-24 Susovan Pal

In the first part we study deviation of a polynomial from its mathematical expectation. This deviation can be estimated from above by Carbery--Wright inequality, so we investigate estimates of the deviation from below. We obtain such…

Probability · Mathematics 2016-03-18 Lavrentin M. Arutyunyan , Egor D. Kosov

This paper reviews advances in Stein-type shrinkage estimation for spherically symmetric distributions. Some emphasis is placed on developing intuition as to why shrinkage should work in location problems whether the underlying population…

Methodology · Statistics 2012-03-22 Ann Cohen Brandwein , William E. Strawderman

The main purpose of this paper is to introduce first a new family of empirical test statistics for testing a simple null hypothesis when the vector of parameters of interest are defined through a specific set of unbiased estimating…

Statistics Theory · Mathematics 2014-08-19 Narayanaswamy Balakrishnan , Nirian Martín , Leandro Pardo

Applications in data science, shape analysis and object classification frequently require comparison of probability distributions defined on different ambient spaces. To accomplish this, one requires a notion of distance on a given class of…

Metric Geometry · Mathematics 2022-07-19 Facundo Mémoli , Tom Needham

This paper considers statistical estimation problems where the probability distribution of the observed random variable is invariant with respect to actions of a finite topological group. It is shown that any such distribution must satisfy…

Machine Learning · Statistics 2015-06-23 Yu-Hui Chen , Dennis Wei , Gregory Newstadt , Marc DeGraef , Jeffrey Simmons , Alfred Hero

The standardized mean difference (SMD) is a widely used measure of effect size, particularly common in psychology, clinical trials, and meta-analysis involving continuous outcomes. Traditionally, under the equal variance assumption, the SMD…

Methodology · Statistics 2025-06-05 Jiandong Shi , Xiaochen Zhang , Lu Lin , Hiu Yee Kwan , Tiejun Tong

This work considers the asymptotic behavior of the distance between two sample covariance matrices (SCM). A general result is provided for a class of functionals that can be expressed as sums of traces of functions that are separately…

Statistics Theory · Mathematics 2023-12-25 Roberto Pereira , Xavier Mestre , David Gregoratti

In this paper, we propose the Fourier Discrepancy Function, a new discrepancy to compare discrete probability measures. We show that this discrepancy takes into account the geometry of the underlying space. We prove that the Fourier…

Machine Learning · Statistics 2021-11-19 Auricchio Gennaro , Codegoni Andrea , Gualandi Stefano , Zambon Lorenzo

Large deviation estimates are by now a standard tool inthe Asymptotic Convex Geometry, contrary to small deviationresults. In this note we present a novel application of a smalldeviations inequality to a problem related to the diameters of…

Functional Analysis · Mathematics 2016-12-23 Bo'az Klartag , Roman Vershynin

In this paper, we mainly consider the problem of spherical distribution of 5 points, that is, how to configure 5 points on a sphere such that the mutual distance sum attains the maximum. It is conjectured that the sum of distances is…

Discrete Mathematics · Computer Science 2009-06-05 Xiaorong Hou , Junwei Shao

The idea of slicing divergences has been proven to be successful when comparing two probability measures in various machine learning applications including generative modeling, and consists in computing the expected value of a `base…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Lénaïc Chizat , Soheil Kolouri , Shahin Shahrampour , Umut Şimşekli

In this article, we introduce a novel discrepancy called the maximum variance discrepancy for the purpose of measuring the difference between two distributions in Hilbert spaces that cannot be found via the maximum mean discrepancy. We also…

Statistics Theory · Mathematics 2020-12-08 Natsumi Makigusa

In this paper, we propose two methods of calculating theoretically maximal metamer mismatch volumes. Unlike prior art techniques, our methods do not make any assumptions on the shape of spectra on the boundary of the mismatch volumes. Both…

Computational Geometry · Computer Science 2019-01-25 Michal Mackiewicz , Hans Jakob Rivertz , Graham D. Finlayson

Finite precision approximations of discrete probability distributions are considered, applicable for distribution synthesis, e.g., probabilistic shaping. Two algorithms are presented that find the optimal $M$-type approximation $Q$ of a…

Information Theory · Computer Science 2017-05-08 Georg Böcherer , Bernhard C. Geiger