One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances

One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances
Author: Sergey Bobkov
Publisher: American Mathematical Soc.
Total Pages: 138
Release: 2019-12-02
Genre: Education
ISBN: 1470436507

This work is devoted to the study of rates of convergence of the empirical measures μn=1n∑nk=1δXk, n≥1, over a sample (Xk)k≥1 of independent identically distributed real-valued random variables towards the common distribution μ in Kantorovich transport distances Wp. The focus is on finite range bounds on the expected Kantorovich distances E(Wp(μn,μ)) or [E(Wpp(μn,μ))]1/p in terms of moments and analytic conditions on the measure μ and its distribution function. The study describes a variety of rates, from the standard one 1n√ to slower rates, and both lower and upper-bounds on E(Wp(μn,μ)) for fixed n in various instances. Order statistics, reduction to uniform samples and analysis of beta distributions, inverse distribution functions, log-concavity are main tools in the investigation. Two detailed appendices collect classical and some new facts on inverse distribution functions and beta distributions and their densities necessary to the investigation.

High Dimensional Probability VII

High Dimensional Probability VII
Author: Christian Houdré
Publisher: Birkhäuser
Total Pages: 480
Release: 2016-09-21
Genre: Mathematics
ISBN: 3319405195

This volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Études Scientifiques de Cargèse (IESC) in Corsica, France. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, and random graphs. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.

Directional Statistics for Innovative Applications

Directional Statistics for Innovative Applications
Author: Ashis SenGupta
Publisher: Springer Nature
Total Pages: 487
Release: 2022-06-15
Genre: Mathematics
ISBN: 9811910448

In commemoration of the bicentennial of the birth of the “lady who gave the rose diagram to us”, this special contributed book pays a statistical tribute to Florence Nightingale. This book presents recent phenomenal developments, both in rigorous theory as well as in emerging methods, for applications in directional statistics, in 25 chapters with contributions from 65 renowned researchers from 25 countries. With the advent of modern techniques in statistical paradigms and statistical machine learning, directional statistics has become an indispensable tool. Ranging from data on circles to that on the spheres, tori and cylinders, this book includes solutions to problems on exploratory data analysis, probability distributions on manifolds, maximum entropy, directional regression analysis, spatio-directional time series, optimal inference, simulation, statistical machine learning with big data, and more, with their innovative applications to emerging real-life problems in astro-statistics, bioinformatics, crystallography, optimal transport, statistical process control, and so on.

An Invitation to Statistics in Wasserstein Space

An Invitation to Statistics in Wasserstein Space
Author: Victor M. Panaretos
Publisher: Springer Nature
Total Pages: 157
Release: 2020-03-10
Genre: Mathematics
ISBN: 3030384381

This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Further to reviewing state-of-the-art aspects, it also provides an accessible introduction to the fundamentals of this current topic, as well as an overview that will serve as an invitation and catalyst for further research. Statistics in Wasserstein spaces represents an emerging topic in mathematical statistics, situated at the interface between functional data analysis (where the data are functions, thus lying in infinite dimensional Hilbert space) and non-Euclidean statistics (where the data satisfy nonlinear constraints, thus lying on non-Euclidean manifolds). The Wasserstein space provides the natural mathematical formalism to describe data collections that are best modeled as random measures on Euclidean space (e.g. images and point processes). Such random measures carry the infinite dimensional traits of functional data, but are intrinsically nonlinear due to positivity and integrability restrictions. Indeed, their dominating statistical variation arises through random deformations of an underlying template, a theme that is pursued in depth in this monograph.

Global Well-Posedness of High Dimensional Maxwell–Dirac for Small Critical Data

Global Well-Posedness of High Dimensional Maxwell–Dirac for Small Critical Data
Author: Cristian Gavrus
Publisher: American Mathematical Soc.
Total Pages: 94
Release: 2020-05-13
Genre: Education
ISBN: 147044111X

In this paper, the authors prove global well-posedness of the massless Maxwell–Dirac equation in the Coulomb gauge on R1+d(d≥4) for data with small scale-critical Sobolev norm, as well as modified scattering of the solutions. Main components of the authors' proof are A) uncovering null structure of Maxwell–Dirac in the Coulomb gauge, and B) proving solvability of the underlying covariant Dirac equation. A key step for achieving both is to exploit (and justify) a deep analogy between Maxwell–Dirac and Maxwell-Klein-Gordon (for which an analogous result was proved earlier by Krieger-Sterbenz-Tataru, which says that the most difficult part of Maxwell–Dirac takes essentially the same form as Maxwell-Klein-Gordon.

Geometric Science of Information

Geometric Science of Information
Author: Frank Nielsen
Publisher: Springer
Total Pages: 877
Release: 2017-10-30
Genre: Computers
ISBN: 3319684450

This book constitutes the refereed proceedings of the Third International Conference on Geometric Science of Information, GSI 2017, held in Paris, France, in November 2017. The 101 full papers presented were carefully reviewed and selected from 113 submissions and are organized into the following subjects: statistics on non-linear data; shape space; optimal transport and applications: image processing; optimal transport and applications: signal processing; statistical manifold and hessian information geometry; monotone embedding in information geometry; information structure in neuroscience; geometric robotics and tracking; geometric mechanics and robotics; stochastic geometric mechanics and Lie group thermodynamics; probability on Riemannian manifolds; divergence geometry; non-parametric information geometry; optimization on manifold; computational information geometry; probability density estimation; session geometry of tensor-valued data; geodesic methods with constraints; applications of distance geometry.

The Riesz Transform of Codimension Smaller Than One and the Wolff Energy

The Riesz Transform of Codimension Smaller Than One and the Wolff Energy
Author: Benjamin Jaye
Publisher: American Mathematical Soc.
Total Pages: 97
Release: 2020-09-28
Genre: Mathematics
ISBN: 1470442132

Fix $dgeq 2$, and $sin (d-1,d)$. The authors characterize the non-negative locally finite non-atomic Borel measures $mu $ in $mathbb R^d$ for which the associated $s$-Riesz transform is bounded in $L^2(mu )$ in terms of the Wolff energy. This extends the range of $s$ in which the Mateu-Prat-Verdera characterization of measures with bounded $s$-Riesz transform is known. As an application, the authors give a metric characterization of the removable sets for locally Lipschitz continuous solutions of the fractional Laplacian operator $(-Delta )^alpha /2$, $alpha in (1,2)$, in terms of a well-known capacity from non-linear potential theory. This result contrasts sharply with removability results for Lipschitz harmonic functions.