Related papers: Computing lower expectations with respect to total…
In this paper, we obtain order estimates for the Gelfand widths of intersections of finite-dimensional balls under some conditions on parameters.
This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…
This article proposes a link between statistics and the theory of Dirichlet forms used to compute errors. The error calculus based on Dirichlet forms is an extension of classical Gauss' approach to error propagation. The aim of this paper…
This note presents sharp inequalities for deviation probability of a general quadratic form of a random vector \(\xiv\) with finite exponential moments. The obtained deviation bounds are similar to the case of a Gaussian random vector. The…
In this paper, we derive a useful lower bound for the Kullback-Leibler divergence (KL-divergence) based on the Hammersley-Chapman-Robbins bound (HCRB). The HCRB states that the variance of an estimator is bounded from below by the…
In this note we outline a way of computing the expected lenght of the Terracini scheme of a curve, when this scheme is expected to be finite and we give a closed formula for curves in $\p^4$. We also discuss the widely open case of…
Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numerous research areas. Recently, they have gained popularity in…
Total variation distance (TV distance) is a fundamental notion of distance between probability distributions. In this work, we introduce and study the problem of computing the TV distance of two product distributions over the domain…
We prove extension-dimensional versions of finite dimensional selection and approximation theorems. As applications, we obtain several results on extension dimension.
Mixture distributions arise in many parametric and non-parametric settings -- for example, in Gaussian mixture models and in non-parametric estimation. It is often necessary to compute the entropy of a mixture, but, in most cases, this…
We define *fDistances*, which generalize Euclidean distances, squared distances, and log distances. The least squares loss function to fit fDistances to dissimilarity data is *fStress*. We give formulas and R/C code to compute partial…
In this paper, we develop an approach for the exact determination of the minimum sample size for estimating the parameter of an integer-valued random variable, which is parameterized by its expectation. Under some continuity and unimodal…
We prove bounds for the almost sure value of the Hausdorff dimension of the limsup set of a sequence of balls in $\mathbf{R}^d$ whose centres are independent, identically distributed random variables. The formulas obtained involve the rate…
We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.
This paper treats the variation of sets. We attempt to formulate convergence and continuity of set-valued functions in a different way from the theories on sequences of sets and correspondence. In the final section, we also attempt to…
We give a new lower bound for the minimal dispersion of a point set in the unit cube and its inverse function in the high dimension regime. This is done by considering only a very small class of test boxes, which allows us to reduce…
A new upper bound on the relative entropy is derived as a function of the total variation distance for probability measures defined on a common finite alphabet. The bound improves a previously reported bound by Csisz\'ar and Talata. It is…
Motivated by problems in contact mechanics, we propose a duality approach for computing approximations and associated a posteriori error bounds to solutions of variational inequalities of the first kind. The proposed approach improves upon…
Mixed-dimensional elliptic equations exhibiting a hierarchical structure are commonly used to model problems with high aspect ratio inclusions, such as flow in fractured porous media. We derive general abstract estimates based on the theory…
This article describes the extension of recent methods for a posteriori error estimation such as dual-weighted residual methods to node-centered finite volume discretizations of second order elliptic boundary value problems including upwind…