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We address the following problem: given two smooth densities on a manifold, find an optimal diffeomorphism that transforms one density into the other. Our framework builds on connections between the Fisher-Rao information metric on the…

Optimization and Control · Mathematics 2016-09-05 Martin Bauer , Sarang Joshi , Klas Modin

We study the problem of compression for the purpose of similarity identification, where similarity is measured by the mean square Euclidean distance between vectors. While the asymptotical fundamental limits of the problem - the minimal…

Information Theory · Computer Science 2014-05-13 Fabian Steiner , Steffen Dempfle , Amir Ingber , Tsachy Weissman

Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

Machine Learning · Statistics 2021-02-15 Onur Teymur , Jackson Gorham , Marina Riabiz , Chris. J. Oates

Fidelity is the standard measure for quantifying the similarity between two quantum states. It is equal to the square of the minimum Bhattacharyya coefficient between the probability distributions induced by quantum measurements on the two…

Quantum Physics · Physics 2025-12-01 Datong Chen , Huangjun Zhu

We consider the problem of optimal asymptotically faithful compression for ensembles of mixed quantum states. Although the optimal rate is unknown, we prove upper and lower bounds and describe a series of illustrative examples of…

Practical diffusion sampling is a numerical approximation problem: under a fixed inference budget, one must simulate a reverse-time ODE or SDE using only a limited number of denoising steps, so discretization error is often the dominant…

Machine Learning · Computer Science 2026-05-12 Samuel Hurault , Thomas Moreau , Gabriel Peyré

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

Methodology · Statistics 2018-09-26 Xiaowu Dai , Peter Chien

We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

In this work we study the topic of high-resolution adaptive sampling of a given deterministic signal and establish a connection with classic approaches to high-rate quantization. Specifically, we formulate solutions for the task of optimal…

Information Theory · Computer Science 2018-04-20 Yehuda Dar , Alfred M. Bruckstein

In this paper, we examine the optimal quantization of signals for system identification. We deal with memoryless quantization for the output signals and derive the optimal quantization schemes. The objective functions are the errors of…

Optimization and Control · Mathematics 2009-05-13 Koji Tsumura

In this paper, we first consider a flat plate (called a lamina) with uniform density $\rho$ that occupies a region $\mathfrak R$ of the plane. We show that the location of the center of mass, also known as the centroid, of the region equals…

Probability · Mathematics 2019-06-19 Mrinal Kanti Roychowdhury

We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a…

Statistics Theory · Mathematics 2017-05-08 Kai Zhang

We elucidate the asymptotics of the L^s-quantization error induced by a sequence of L^r-optimal n-quantizers of a probability distribution P on R^d when s>r. In particular we show that under natural assumptions, the optimal rate is…

Probability · Mathematics 2016-08-16 Siegried Graf , Harald Luschgy , Gilles Pagès

We developed an optimal in the natural sense algorithm of partition in cluster analysis based on the densities of observations in the different hypotheses. These densities may be characterized, for instance, as the multivariate so-called…

Statistics Theory · Mathematics 2013-12-12 E. Ostrovsky , L. Sirota , A. Zeldin

We describe a measure quantization procedure i.e., an algorithm which finds the best approximation of a target probability law (and more generally signed finite variation measure) by a sum of $Q$ Dirac masses ($Q$ being the quantization…

Machine Learning · Statistics 2024-11-26 Gabriel Turinici

The estimation of a density profile from experimental data points is a challenging problem, usually tackled by plotting a histogram. Prior assumptions on the nature of the density, from its smoothness to the specification of its form, allow…

Methodology · Statistics 2015-03-13 Alberto Bernacchia , Simone Pigolotti

We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…

Probability · Mathematics 2020-12-07 Hugh Entwistle , Christopher Lustri , Georgy Sofronov

The asymptotic form of the energy density for a gas of particles surrounding a sphere of mass $M$ and radius $R$ is studied using Einstein's equations. It is shown that if the pressure of the gas $p$ varies linearly with the energy density…

High Energy Physics - Phenomenology · Physics 2007-05-23 Achilles D. Speliotopoulos

We consider the quantum expectation value \mathcal{A}=\<\psi|A|\psi\> of an observable A over the state |\psi\> . We derive the exact probability distribution of \mathcal{A} seen as a random variable when |\psi\> varies over the set of all…

Quantum Physics · Physics 2015-06-04 Lorenzo Campos Venuti , Paolo Zanardi

We study a concentration problem on the unit sphere $\mathbb{S}^2$ for band-limited spherical harmonics expansions using large sieve methods. We derive upper bounds for concentration in terms of the maximum Nyquist density. Our proof uses…

Functional Analysis · Mathematics 2019-10-16 Michael Speckbacher , Tomasz Hrycak