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The general notion of a stochastic ordering is that one probability distribution is smaller than a second one if the second attaches more probability to higher values than the first. Motivated by recent work on barycentric maps on spaces of…

泛函分析 · 数学 2017-09-14 Fumio Hiai , Jimmie Lawson , Yongdo Lim

We define and study a probability monad on the category of complete metric spaces and short maps. It assigns to each space the space of Radon probability measures on it with finite first moment, equipped with the Kantorovich-Wasserstein…

概率论 · 数学 2019-03-13 Tobias Fritz , Paolo Perrone

Let $C$ be an open cone in a Banach space equipped with the Thompson metric with closure a normal cone. The main result gives sufficient conditions for Borel probability measures $\mu,\nu$ on $C$ with finite first moment for which $\mu\leq…

概率论 · 数学 2016-12-13 Jimmie Lawson

The Kantorovich-Rubinshtein metric is an $L^1$-like metric on spaces of probability distributions that enjoys several serendipitous properties. It is complete separable if the underlying metric space of points is complete separable, and in…

一般拓扑 · 数学 2022-12-23 Jean Goubault-Larrecq

The monad of convex sets of probability distributions is a well-known tool for modelling the combination of nondeterministic and probabilistic computational effects. In this work we lift this monad from the category of sets to the category…

计算机科学中的逻辑 · 计算机科学 2020-05-18 Matteo Mio , Valeria Vignudelli

We study metric projections onto cones in the Wasserstein space of probability measures, defined by stochastic orders. Dualities for backward and forward projections are established under general conditions. Dual optimal solutions and their…

概率论 · 数学 2021-10-12 Young-Heon Kim , Yuan Long Ruan

We show that for a metric space with an even number of points there is a 1-Lipschitz map to a tree-like space with the same matching number. This result gives the first basic version of an unoriented Kantorovich duality. The study of the…

度量几何 · 数学 2016-09-22 Mircea Petrache , Roger Züst

Given a compact metric space $X$, the collection of Borel probability measures on $X$ can be made into a compact metric space via the Kantorovich metric. We partially generalize this well known result to projection-valued measures. In…

泛函分析 · 数学 2016-08-08 Trubee Davison

The Kantorovich metric provides a way of measuring the distance between two Borel probability measures on a metric space. This metric has a broad range of applications from bioinformatics to image processing, and is commonly linked to the…

泛函分析 · 数学 2018-10-30 Trubee Davison

We study two topologies $\tau_{KR}$ and $\tau_K$ on the space of measures on a completely regular space generated by Kantorovich--Rubinshtein and Kantorovich seminorms analogous to their classical norms in the case of a metric space. The…

概率论 · 数学 2022-08-05 Konstantin A. Afonin , Vladimir I. Bogachev

In this short note, we prove that the stochastic order of Radon probability measures on any ordered topological space is antisymmetric. This has been known before in various special cases. We give a simple and elementary proof of the…

概率论 · 数学 2020-01-09 Tobias Fritz

According to the fundamental work of Yu.V. Prokhorov, the general theory of stochastic processes can be regarded as the theory of probability measures in complete separable metric spaces. Since stochastic processes depending upon a…

泛函分析 · 数学 2017-09-13 György Pál Gehér , Tamás Titkos

We introduce and study the class of linear transfers between probability distributions and the dual class of Kantorovich operators between function spaces. Linear transfers can be seen as an extension of convex lower semi-continuous…

偏微分方程分析 · 数学 2019-06-25 Malcolm Bowles , Nassif Ghoussoub

This study examines a modified Kantorovich approach applied to generalized sampling series. The paper establishes that the approximation order to a function using these modified operators is atleast as good as that achieved by classical…

泛函分析 · 数学 2025-04-22 Pooja Gupta

A partial order on the set of metric measure spaces is defined; it generalizes the Lipschitz order of Gromov. We show that our partial order is closed when metric measure spaces are equipped with the Gromov-weak topology and give a new…

概率论 · 数学 2016-05-31 Max Grieshammer , Thomas Rippl

By using the fact that the space of all probability measures with finite support can be somehow completed in two different fashions, one generating the Arens-Eells space and another generating the Kantorovich-Wasserstein (Wasserstein-1)…

概率论 · 数学 2020-01-16 Vaios Laschos , Klaus Obermayer , Yun Shen , Wilhelm Stannat

In this paper we introduce and study a new sequence of positive linear operators acting on function spaces defined on a convex compact subset. Their construction depends on a given Markov operator, a positive real number and a sequence of…

泛函分析 · 数学 2017-10-18 Francesco Altomare , Mirella Cappelletti Montano , Vita Leonessa , Ioan Rasa

In this work, we discuss completeness for the lattice orders of first and second order stochastic dominance. The main results state that, both, first and second order stochastic dominance induce Dedekind super complete lattices,…

概率论 · 数学 2020-07-01 Max Nendel

Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…

统计方法学 · 统计学 2025-01-15 Jakwang Kim , Young-Heon Kim , Yuanlong Ruan , Andrew Warren

We revisit the mean field parametrization of shallow neural networks, using signed measures on unbounded parameter spaces and duality pairings that take into account the regularity and growth of activation functions. This setting directly…

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