Related papers: Probability Geometry and Kolmogorov Expectations v…
The geometric formulation of fiducial probability employed in this paper is an improvement over the usual pivotal quantity formulation. For a single parameter and single observation, the new formulation is based on the geometric properties…
The word "complexity" is most often used as a meta--linguistic expression referring to certain intuitive characteristics of a natural system and/or its scientific description. These characteristics may include: sheer amount of data that…
In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…
Let $K$ be a nonarchimedean local field of characteristic zero with valuation ring $R$, for instance, $K=\mathbb{Q}_p$ and $R=\mathbb{Z}_p$. We prove a general integral geometric formula for $K$-analytic groups and homogeneous $K$-analytic…
Approximating complex probability distributions, such as Bayesian posterior distributions, is of central interest in many applications. We study the expressivity of geometric Gaussian approximations. These consist of approximations by…
We illustrate connections between differential geometry on finite simple graphs G=(V,E) and Riemannian manifolds (M,g). The link is that curvature can be defined integral geometrically as an expectation in a probability space of…
Non-compact symmetries cannot be fully broken by randomness since non-compact groups have no invariant probability distributions. In particular, this makes trickier the "Copernican" random choice of the place of the observer in infinite…
We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space $\mathbb{R}^d$) which converge after normalization to a multidimensional Gaussian distribution. More precisely we refine…
Previously referred to as `miraculous' in the scientific literature because of its powerful properties and its wide application as optimal solution to the problem of induction/inference, (approximations to) Algorithmic Probability (AP) and…
The concept of number and its generalization has played a central role in the development of mathematics over many centuries and many civilizations. Noteworthy milestones in this long and arduous process were the developments of the real…
A link between Kolmogorov Complexity and geometry is uncovered. A similar concept of projection and vector decomposition is described for Kolmogorov Complexity. By using a simple approximation to the Kolmogorov Complexity, coded in…
Sinopoli et al. (TAC, 2004) considered the problem of optimal estimation for linear systems with Gaussian noise and intermittent observations, available according to a Bernoulli arrival process. They showed that there is a "critical"…
We propose notions of calibration for probabilistic forecasts of general multivariate quantities. Probabilistic copula calibration is a natural analogue of probabilistic calibration in the univariate setting. It can be assessed empirically…
This paper addresses the central question of what a coherent concept of probability might look like that would do justice to both classical probability theory, axiomatized by Kolmogorov, and quantum theory. At a time when quanta are…
The results received in works [Centsov N.N. [N.N. Chentsov], Statistical decision rules and optimal inference, 1982 Amer. Math. Soc. (Translated from Russian); Morozova, E. A., Chentsov, N. N. Natural geometry of families of probability…
We consider the problem of inferring the probability distribution associated with a language, given data consisting of an infinite sequence of elements of the languge. We do this under two assumptions on the algorithms concerned: (i) like a…
The law of large numbers extends to random sets by employing Minkowski addition. Above that, a central limit theorem is available for set-valued random variables. The existing results use abstract isometries to describe convergence of the…
In this paper the authors seek to trace in an accessible fashion the rapid recent development of the theory of the matrix geometric mean in the cone of positive definite matrices up through the closely related operator geometric mean in the…
In classical probability theory, the convergence of empirical frequencies to theoretical probabilities: as captured by the Law of Large Numbers (LLN): is treated as axiomatic and emergent from statistical assumptions such as independence…
It is often noted that many of the basic concepts of differential geometry, such as the definition of connection, are purely algebraic in nature. Here, we review and extend existing work on fully algebraic formulations of differential…