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First-order statistics of scattered light is described using the representation of probability density cloud which visualizes a two-dimensional distribution for complex amplitude. The geometric parameters of the cloud are studied in detail…

Instrumentation and Methods for Astrophysics · Physics 2017-08-02 Natalia Yaitskova

We consider (annealed) large deviation principles for component empirical measures of several families of marked sparse random graphs, including (i) uniform graphs on $n$ vertices with a fixed degree distribution; (ii) uniform graphs on $n$…

Probability · Mathematics 2023-12-27 Kavita Ramanan , Sarath Yasodharan

One-parameter generalizations of the logarithmic and exponential functions have been obtained as well as algebraic operators to retrieve extensivity. Analytical expressions for the successive applications of the sum or product operators on…

We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…

Probability · Mathematics 2015-04-14 Sascha Bachmann , Giovanni Peccati

In this paper, we give estimates of ideal or minimal distances between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary martingale difference sequences or stationary sequences satisfying…

Statistics Theory · Mathematics 2007-12-04 Jérôme Dedecker , Florence Merlevède , Emmanuel Rio

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

Probability · Mathematics 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele

With the progress of measurement apparatus and the development of automatic sensors it is not unusual anymore to get thousands of samples of observations taking values in high dimension spaces such as functional spaces. In such large…

Statistics Theory · Mathematics 2011-05-25 Hervé Cardot , Peggy Cénac , Pierre-André Zitt

The curvature regularities are well-known for providing strong priors in the continuity of edges, which have been applied to a wide range of applications in image processing and computer vision. However, these models are usually non-convex,…

Numerical Analysis · Mathematics 2019-12-03 Qiuxiang Zhong , Ke Yin , Yuping Duan

Many problems of interest in computer science and information theory can be phrased in terms of a probability distribution over discrete variables associated to the vertices of a large (but finite) sparse graph. In recent years,…

Probability · Mathematics 2009-11-11 Amir Dembo , Andrea Montanari

Let $(X,d)$ be a compact metric space. We consider the behavior of probability measures $\mu$ with the property that $$ \int_{X} d(x, y) d\mu(y) \qquad \mbox{is independent of}~x \in X.$$ It appears that such measures, when they exist,…

Metric Geometry · Mathematics 2026-02-24 Stefan Steinerberger

The geometric median, a notion of center for multivariate distributions, has gained recent attention in robust statistics and machine learning. Although conceptually distinct from the mean (i.e., expectation), we demonstrate that both are…

Statistics Theory · Mathematics 2026-02-19 Richard Schwank , Mathias Drton

In this paper we discuss various connections between geometric discrepancy measures, such as discrepancy with respect to convex sets (and convex sets with smooth boundary in particular), and applications to numerical analysis and…

Numerical Analysis · Mathematics 2013-11-18 Josef Dick

Geometrically convex functions constitute an interesting class of functions obtained by replacing the arithmetic mean with the geometric mean in the definition of convexity. As recently suggested, geometric convexity may be a sensible…

Risk Management · Quantitative Finance 2024-03-12 Mücahit Aygün , Fabio Bellini , Roger J. A. Laeven

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…

Plasma Physics · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia

Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a…

Probability · Mathematics 2021-10-18 Zhiyi Chi

This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…

Statistics Theory · Mathematics 2020-11-05 Saeed Hayati , Kenji Fukumizu , Afshin Parvardeh

This paper proposes a statistically optimal approach for learning a function value using a confidence interval in a wide range of models, including general non-parametric estimation of an expected loss described as a stochastic programming…

Machine Learning · Statistics 2025-08-07 Arnab Ganguly , Tobias Sutter

Record numbers are basic statistics in random walks, whose deviation principles are not very clear so far. In this paper, the asymptotic probabilities of large and moderate deviations for numbers of weak records in right continuous or left…

Probability · Mathematics 2023-01-10 Yuqiang Li , Qiang Yao

We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose…

Statistics Theory · Mathematics 2012-07-24 Helene Gehrmann , Steffen L. Lauritzen

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli