相关论文: An Opposite Gaussian Product Inequality

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…

We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement…

We establish an alternative, ``perpendicular" collection of generating functions for the coefficients of Gaussian polynomials, $\begin{bmatrix}N+m\\m\end{bmatrix}_q$. We provide a general characterization of these perpendicular generating…

The Jensen inequality is a widely used tool in a multitude of fields, such as for example information theory and machine learning. It can be also used to derive other standard inequalities such as the inequality of arithmetic and geometric…

Confirmation bias, the tendency to interpret information in a way that aligns with one's preconceptions, can profoundly impact scientific research, leading to conclusions that reflect the researcher's hypotheses even when the observational…

The classical Grothendieck inequality is viewed as a statement about representations of functions of two variables over discrete domains by integrals of two-fold products of functions of one variable. An analogous statement is proved,…

The Gini index underestimates inequality for heavy-tailed distributions: for example, a Pareto distribution with exponent 1.5 (which has infinite variance) has the same Gini index as any exponential distribution (a mere 0.5). This is…

Let $X$ be a proper CAT($0$) space and $G$ a cocompact group of isometries of $X$ without fixed point at infinity. We prove that if $\partial X$ contains an invariant subset of circumradius $\pi/2$, then $X$ contains a quasi-dense, closed…

Gaussian process (GP) regression is a fundamental tool in Bayesian statistics. It is also known as kriging and is the Bayesian counterpart to the frequentist kernel ridge regression. Most of the theoretical work on GP regression has focused…

We apply Gaussian process (GP) regression, which provides a powerful non-parametric probabilistic method of relating inputs to outputs, to survival data consisting of time-to-event and covariate measurements. In this context, the covariates…

We introduce and document a class of probability distributions, called bilateral generalized inverse Gaussian (BGIG) distributions, that are obtained by convolution of two generalized inverse Gaussian distributions supported by the positive…

Expressions for (EPI Shannon type) Divergence-Power Inequalities (DPI) in two cases (time-discrete and band-limited time-continuous) of stationary random processes are given. The new expressions connect the divergence rate of the sum of…

In this paper, we consider a property of univariate Gaussian distributions namely conditional expectation shift (or centroid shift). Specifically, we compare two Gaussian distributions in which they differ only in their means. Equivalently,…

We show that when $\set{X_j}$ is a sequence of independent (but not necessarily identically distributed) random variables which satisfies a condition similar to the Lindeberg condition, the properly normalized geometric sum…

Let $X_1$, $X_2$, $\ldots$, $X_n$ be a sequence of coherent random variables, i.e., satisfying the equalities $$ X_j=\mathbb{P}(A|\mathcal{G}_j),\qquad j=1,\,2,\,\ldots,\,n,$$ almost surely for some event $A$. The paper contains the proof…

In a recent paper, we presented a new definition of influences in product spaces of continuous distributions, and showed that analogues of the most fundamental results on discrete influences, such as the KKL theorem, hold for the new…

The direct product of graphs $G_1,\ldots,G_n$ is the graph with vertex set $V(G_1)\times\cdots\times V(G_n)$ in which two vertices $(g_1,\ldots,g_n)$ and $(g_1',\ldots,g_n')$ are adjacent if and only if $g_i$ is adjacent to $g_i'$ in $G_i$…

Let $G_n= \prod_{k=0}^n \binom{n}{k},$ the product of the elements of the $n$-th row of Pascal's triangle. This paper studies the partial factorizations of $G_n$ given by the product $G(n,x)$ of all prime factors $p$ of $G_n$ having $p \le…

Let $g$ be a bounded symmetric measurable nonnegative function on $[0,1]^2$, and $\left\lVert g \right\rVert = \int_{[0,1]^2} g(x,y) dx dy$. For a graph $G$ with vertices $\{v_1,v_2,\ldots,v_n\}$ and edge set $E(G)$, we define \[ t(G,g) \;…

The Gaussian correlation inequality (GCI) for symmetrical n-rectangles is improved if the absolute components have a joint cumulative distribution (cdf) which is MTP2 (multivariate totally positive of order 2). Inequalities of the here…