相关论文: A note on existence of free Stein kernels
We give an analytical approach to the definition of additive and multiplicative free convolutions which is based on the theory of Nevanlinna and of Schur functions. We consider the set of probability distributions as a semigroup $\bold M$…
We present a straightforward formulation of Stein's method for the semicircular distribution, specifically designed for the analysis of non-commutative random variables. Our approach employs a non-commutative version of Stein's heuristic,…
We study a family of free stochastic processes whose covariance kernels $K$ may be derived as a transform of a tempered measure $\sigma$. These processes arise, for example, in consideration non-commutative analysis involving free…
This work explores new classes of nonstationary stochastic sequences associated with polynomial hypergroups. Their covariance structures are analyzed through positive definite kernels and corresponding Hilbert spaces. Novel consistent…
On a two dimensional Stein space with isolated, normal singularities, smooth finite type boundary, and locally algebraic Bergman kernel, we establish an estimate on the type of the boundary in terms of the local algebraic degree of the…
This monograph provides a rigorous overview of theoretical and methodological aspects of probabilistic inference and learning with Stein's method. Recipes are provided for constructing Stein discrepancies from Stein operators and Stein…
Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…
We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…
The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…
Spherical and hyperspherical data are commonly encountered in diverse applied research domains, underscoring the vital task of assessing independence within such data structures. In this context, we investigate the properties of test…
We study kernel quadrature rules with convex weights. Our approach combines the spectral properties of the kernel with recombination results about point measures. This results in effective algorithms that construct convex quadrature rules…
We establish several properties of the free Stein dimension, an invariant for finitely generated unital tracial $*$-algebras. We give formulas for its behaviour under direct sums and tensor products with finite dimensional algebras. Among a…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
In a previous article by two of the present authors and S. Bonzio, \L ukasiewicz near semirings were introduced and it was proven that basic algebras can be represented (precisely, are term equivalent to) as near semirings. In the same work…
An "element-free" probability distribution is what remains of a probability distribution after we forget the elements to which the probabilities were assigned. These objects naturally arise in Bayesian statistics, in situations where…
We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…
To a planar algebra P in the sense of Jones we associate a natural non- commutative ring, which can be viewed as the ring of non-commutative polynomials in several indeterminates, invariant under a symmetry encoded by P. We show that this…
We consider piecewise linear interpolation from the perspective of kernel interpolation and quadrature. If the Sobolev space $W_2^1(0, 1)$ is equipped with a suitable inner product, its reproducing kernel is piecewise linear and gives rise…
This paper is based on the study of random lozenge tilings of non-convex polygonal regions with interacting non-convexities (cuts) and the corresponding asymptotic kernel as in [3] and [4] (discrete tacnode kernel). Here this kernel is used…
We prove a quantitative Fourth Moment Theorem for Wigner integrals of any order with symmetric kernels, generalizing an earlier result from Kemp et al. (2012). The proof relies on free stochastic analysis and uses a new biproduct formula…