相关论文: Arbitrary functional Glivenko-Cantelli classes and…

We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…

We introduce the notion of dependence, as a property of a Keisler measure, and generalize several results of [HPS13] on generically stable measures (in $NIP$ theories) to arbitrary theories. Among other things, we show that this notion is…

We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random…

This paper develops a more general theory of sequences of dependent categorical random variables, extending the works of Korzeniowski (2013) and Traylor (2017) that studied first-kind dependency in sequences of Bernoulli and categorical…

On a finite outcome space, the canonical Gibbs distribution is usually obtained by maximizing Shannon entropy at fixed mean of an externally supplied energy functional. This paper studies the finite-state consequences of a ratio-cost…

In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

In this paper, we provide general central limit theorems (CLT's) for associated random variables (rv's) following the approaches used by Newman (1980) and Olivera et al.(2012). Given some assumptions, a Lyapounov-Feller-Levy type theorem is…

In this paper, we establish some strong laws of large numbers (SLLN) for non-independent random variables under the framework of sublinear expectations. One of our main results is for blockwise $m$-dependent random variables, and another is…

Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…

Currently, statistical tests for random number generators (RNGs) are widely used in practice, and some of them are even included in information security standards. But despite the popularity of RNGs, consistent tests are known only for…

Recently established, directed dependence measures for pairs $(X,Y)$ of random variables build upon the natural idea of comparing the conditional distributions of $Y$ given $X=x$ with the marginal distribution of $Y$. They assign pairs…

Copulas are essential tools in statistics and probability theory, enabling the study of the dependence structure between random variables independently of their marginal distributions. Among the various types of copulas, Ratio-Type Copulas…

This paper provides a construction of an uncountable family of i.i.d. random vectors, indexed by the points of a nonatomic measure space, such that (a) a sample is a measurable function from the index space, and (b) an idealization of the…

Testing two potentially multivariate variables for statistical dependence on the basis finite samples is a fundamental statistical challenge. Here we explore a family of tests that adapt to the complexity of the relationship between the…

Zipf's law, and power laws in general, have attracted and continue to attract considerable attention in a wide variety of disciplines - from astronomy to demographics to software structure to economics to linguistics to zoology, and even…

We pursue tractable Bayesian analysis of generalized linear models (GLMs) for categorical data. Thus far, GLMs are difficult to scale to more than a few dozen categories due to non-conjugacy or strong posterior dependencies when using…

We investigate the relations between the rings ${\bf E}$, ${\bf G}$ and ${\bf D}$ of values taken at algebraic points by arithmetic Gevrey series of order either $-1$ ($E$-functions), $0$ (analytic continuations of $G$-functions) or $1$…

We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…

Metric-affine theories in which the gravity Lagrangian is built using (projectively invariant) contractions of the Ricci tensor with itself and with the metric (Ricci-Based Gravity theories, or RBGs for short) are reviewed. The goal is to…