相关论文: Disintegration theorem for multifunctions, with ap…
Let $\mu$ be a probability measure in $\mathbb{C}$ with a continuous and compactly supported density function, let $z_1, \dots, z_n$ be independent random variables, $z_i \sim \mu$, and consider the random polynomial $$ p_n(z) =…
Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…
The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. This problem is very important in applications but there is no systematic study of it. We present here a new technique, which…
We study here the error of numerical integration on metric measure spaces adapted to a decomposition of the space into disjoint subsets. We consider both the error for a single given function, and the worst case error for all functions in a…
Asymptotic efficiency theory is one of the pillars in the foundations of modern mathematical statistics. Not only does it serve as a rigorous theoretical benchmark for evaluating statistical methods, but it also sheds light on how to…
The basic disentanglement theorem established by the present authors states that estimates on a weighted geometric mean over (convex) families of functions can be disentangled into quantitatively linked estimates on each family separately.…
For $p\in (1,\infty)$ let $\mathscr{P}_p(\mathbb{R}^3)$ denote the metric space of all $p$-integrable Borel probability measures on $\mathbb{R}^3$, equipped with the Wasserstein $p$ metric $\mathsf{W}_p$. We prove that for every…
Empirical likelihood is an attractive inferential framework that respects natural parameter boundaries, but existing approaches typically require smoothness of the functional and miscalibrate substantially when these assumptions are…
Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…
The asymptotic form of the average probability to count $N$ indistinguishable identical particles in a small number $r \ll N$ of binned-together output ports of a $M$-port Haar-random unitary network, proposed recently in \textit{Scientific…
Doubly-intractable distributions appear naturally as posterior distributions in Bayesian inference frameworks whenever the likelihood contains a normalizing function $Z$. Having two such functions $Z$ and $\widetilde Z$ we provide estimates…
We investigate, by "a la Marcinkiewicz" techniques applied to the (asymptotic) density function, how dense systems of equal spheres of $\rb^{n}, n \geq 1,$ can be partitioned at infinity in order to allow the computation of their density as…
This paper is a fusion of a survey and a research article. We focus on certain rigidity phenomena in function spaces associated to a symplectic manifold. Our starting point is a lower bound obtained in an earlier paper with Zapolsky for the…
We rigorously quantify the improvement in the sample complexity of variational divergence estimations for group-invariant distributions. In the cases of the Wasserstein-1 metric and the Lipschitz-regularized $\alpha$-divergences, the…
We prove the claim in the title under mild conditions which are usually satisfied when trying to establish asymptotic normality. We assume strictly stationary and absolutely regular data.
Let $(X_t)_{t \geq 0}$ be a diffusion process defined on a compact Riemannian manifold, and for $\alpha > 0$, let $$ \mu_t^{(\alpha)} = \frac{\alpha}{t^\alpha} \int_{0}^{t} \delta_{X_s} \, s^{\alpha - 1} \mathrm{d} s $$ be the associated…
We construct geodesics in the Wasserstein space of probability measure along which all the measures have an upper bound on their density that is determined by the densities of the endpoints of the geodesic. Using these geodesics we show…
We use Fra\" iss\'e theoretic methods to construct several universal and ultrahomogeneous Polish metric structures. Namely, universal and ultrahomogeneous Polish metric space equipped with countably many closed subsets of its powers,…
We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…
The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…