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## Wasserstein and weighted metrics for multidimensional Gaussian distributions

Известия Саратовского университета. Новая серия. Серия: Математика. Механика. Информатика. 2023. Vol. 23. No. 4. P. 422-434.

Kelbert M., Сухов Ю. М.

We present a number of low and upper bounds for L\эevy – ´Prokhorov, Wasserstein, Frechet, and Hellinger distances between ´ probability distributions of the same or different dimensions. The weighted (or context-sensitive) total variance and Hellinger distances are introduced. The upper and low bounds for these weighted metrics are proved. The low bounds for the minimum of different errors in sensitive hypothesis testing are proved

Publication based on the results of:

Kelbert M., Analytics 2023 Vol. 2 No. 1 P. 225-245

We present a number of upper and lower bounds for the total variation distances between
the most popular probability distributions. In particular, some estimates of the total variation
distances in the cases of multivariate Gaussian distributions, Poisson distributions, binomial distributions,
between a binomial and a Poisson distribution, and also in the case of negative binomial
distributions are given. Next, ...

Added: March 1, 2023

Kosov E., Fractional Calculus and Applied Analysis 2019 Vol. 22 No. 5 P. 1249-1268

We study fractional smoothness of measures on R^k, that are images of a Gaussian measure under mappings from Gaussian Sobolev classes. As a consequence we obtain Nikolskii--Besov fractional regularity of these distributions under some weak nondegeneracy assumption. ...

Added: December 27, 2019

Kroshnin A., Sobolevski A., / Cornell University. Series arXiv "math". 2015. No. 1512.08421.

Endow the space P(R) of probability measures on R with a transportation cost J(mu, nu) generated by a translation-invariant convex cost function. For a probability distribution on P(R) we formulate a notion of average with respect to this transportation cost, called here the Fréchet barycenter, prove a version of the law of large numbers for ...

Added: December 31, 2015

Chigarev V., Kazakov A., Пиковский А., Chaos 2020 Vol. 30 No. 7 Article 073114

We consider several examples of dynamical systems demonstrating overlapping attractor and repeller. These systems are constructed via introducing controllable dissipation to prototypic models with chaotic dynamics (Anosov cat map, Chirikov standard map, and incompressible three-dimensional flow of the ABC-type on a three-torus) and ergodic non-chaotic behavior (skew-shift map). We employ the Kantorovich–Rubinstein–Wasserstein distance to characterize the ...

Added: October 31, 2020

Kosov E., Doklady Mathematics 2019 Vol. 100 No. 2 P. 423-425

In the paper we discuss a new bound of the total variation distance in terms of L^2 distance for random variables that are polynominals in log-concave random vectors. ...

Added: November 16, 2019

Kosov E., Математические заметки 2022 Т. 111 № 1 С. 67-79

In this paper, we study bounds for the total variation distance between distributions of second order polynomials in normal random variables provided that they essentially depend on at least three variables. Moreover, we partially extend some recent bounds for the Kolmogorov distance between the distributions of norms of Gaussian random vectors to the case of ...

Added: June 1, 2022

Zaev D., / Cornell University. Series math "arxiv.org". 2015.

We construct an analogue of the classical p-Wasserstein distance for the state space of a C*-algebra. Given an abstract Lipschitz gauge on a C*-algebra A in the sense of Rieffel, one can define the classical p-Wasserstein distance on the state space of each commutative C*-subalgebra of A. We consider a projective limit of these metric spaces, which appears to be the ...

Added: May 25, 2015

Bogachev V., Kosov E., Zelenov G., Transactions of the American Mathematical Society 2018 Vol. 370 No. 6 P. 4401-4432

We prove that the distribution density of any non-constant polynomial f(\xi _1,\xi _2,\ldots ) of degree d in independent standard Gaussian random variables \xi _i (possibly, in infinitely many variables) always belongs to the Nikolskii-Besov space B^{1/d}(R) of fractional order 1/d (and this order is best possible), and an analogous result holds for polynomial mappings ...

Added: July 20, 2018

Bachoc F., Suvorikova A., Ginsbourger D. et al., Electronic journal of statistics 2020 Vol. 14 No. 2 P. 2742-2772

In this work, we propose a way to construct Gaussian processes indexed by multidimensional distributions. More precisely, we tackle the problem of defining positive definite kernels between multivariate distributions via notions of optimal transport and appealing to Hilbert space embeddings. Besides presenting a characterization of radial positive definite and strictly positive definite kernels on general ...

Added: October 30, 2020

Kosov E., International Mathematics Research Notices 2021 Vol. 2021 No. 21 P. 16492-16508

This paper provides an estimate of the total variation distance between distributions of polynomials defined on a space equipped with a logarithmically concave measure in terms of the L^2-distance between these polynomials. ...

Added: July 31, 2020

Kelbert M., Suhov Y., Izvestiya of Saratov University. Mathematics. Mechanics. Informatics, Saratov, RF 2022 Vol. 22 No. 2 P. 223-240

We present a number of upper and low bounds for the total variation distances between
the most popular probability distributions. In particular, some estimates of the total variation
distances between one-dimensional Gaussian distributions, between two Poisson distributions,
between two binomial distributions, between a binomial and a Poisson distribution, and also
between two negative binomial distributions are given. The Kolmogorov ...

Added: November 29, 2021

Zaev D., / Cornell University. Series math "arxiv.org". 2015.

We consider L^p-Wasserstein distances on a subset of probability measures. If the subset of interest appears to be a simplex, these distances are determined by their values on extreme points of the simplex. We show that this fact is a corollary of the following decomposition result: an optimal transport plan can be represented as a mixture ...

Added: May 25, 2015

Sirotin V., Arkhipova M., Dubrova T. A. et al., Bielsko-Biala : University of Bielsko-Biala Press, 2016

The main attributes of modern enterprises should be the flexibility and the ability of forecasting the future. Constant adaptation to the changing environment and the rapidity of undertaking certain actions which are conditioned by specific situations determine the rules for the future position of market competition. Effective and efficient adjustment of the company in line ...

Added: November 2, 2016

Pahomov F., Известия РАН. Серия математическая 2016 Т. 80 № 6 С. 173-216

Полимодальная логика доказуемости
GLP была введена Г. К. Джапаридзе в 1986 г. Она является логикой доказуемости для ряда цепочек предикатов доказуемости возрастающей силы. Всякой полимодальной логике соответствует многообразие полимодальных алгебр. Л. Д. Беклемишевым и А. Виссером был поставлен вопрос о разрешимости элементарной теории свободной GLP-алгебры, порожденной константами 0, 1 [1]. В этой статье для любого натурального n решается аналогичный вопрос для логик GLPn, являющихся ...

Added: December 4, 2017

Furmanov K. K., Nikol'skii I. M., Computational Mathematics and Modeling 2016 Vol. 27 No. 2 P. 247-253

Added: December 22, 2016

Buchstaber V., Limonchenko I., / Cornell University. Series math "arxiv.org". 2018. No. 1808.08851.

We introduce the notions of algebraic and geometric direct families of polytopes and develop a theory of such families. The theory is then applied to the problem of existence of nontrivial higher Massey products in cohomology of moment-angle-complexes. ...

Added: September 29, 2019

Shiryaev A., Zhitlukhin M., Ziemba W., / SSRN. Series Social Science Research Network "Social Science Research Network". 2013.

We study the land and stock markets in Japan circa 1990. While the Nikkei stock average in the late 1980s and its -48% crash in 1990 is generally recognized as a financial market bubble, a bigger bubble and crash was in the golf course membership index market. The crash in the Nikkei which started on ...

Added: March 9, 2014

Maslov V., Теоретическая и математическая физика 2019 Т. 201 № 1 С. 65-83

We study the process of a nucleon separating from an atomic nucleus from the mathematical standpoint
using experimental values of the binding energy for the nucleus of the given substance. A nucleon becomes
a boson at the instant of separating from a fermionic nucleus. We study the further transformations of
boson and fermion states of separation in a ...

Added: November 1, 2019

Litvin Y. V., Абрамов И. В., Технологии техносферной безопасности 2016 № 66

Advanced approach to the assessment of a random time of arrival fire fighting calculation on the object of protection, the time of their employment and the free combustion. There is some quantitative assessments with the review of analytical methods and simulation ...

Added: August 27, 2016

Bagrov A. N., Gordin V. A., Bykov P. L., Russian Meteorology and Hydrology 2014 No. 5 P. 283-291

The evaluations of the forecasts of surface air temperature and precipitation for the period July 2010 - June 2013 are presented. The forecasting of surface air temperature at 5 days and precipitation at 3 days are considered. Our complex statistical scheme uses the results of the best foreign global schemes, regional scheme COSMO-RU7. The joint ...

Added: December 7, 2013

Vyalyi M., Дискретная математика 1991 Т. 3 № 3 С. 35-45

Added: October 17, 2014

Decrouez G. G., Hall P., Bernoulli: a journal of mathematical statistics and probability 2013 Vol. 19 No. 4 P. 1268-1293

Motivated by a problem arising when analysing data from quarantine searches, we explore properties of distributions of sums of independent means of independent lattice-valued random variables. The aim is to determine the extent to which approximations to those sums require continuity corrections. We show that, in cases where there are only two different means, the ...

Added: September 29, 2014

Min Namkung, Younghun K., Scientific Reports 2018 Vol. 8 No. 1 P. 16915-1-16915-18

Sequential state discrimination is a strategy for quantum state discrimination of a sender’s quantum
states when N receivers are separately located. In this report, we propose optical designs that can
perform sequential state discrimination of two coherent states. For this purpose, we consider not
only binary phase-shifting-key (BPSK) signals but also general coherent states, with arbitrary prior
probabilities. Since ...

Added: November 16, 2020

Турунцева М., Астафьева Е., Баева М. et al., Научный вестник ИЭП им. Гайдара.ру (электронный журнал) 2015 № 3(85) С. 3-33

В статье представлены расчеты прогнозных значений различных экономических показателей Российской Федерации во II–III кварталах 2015 г., построенные на основе моделей временных рядов, структурных эконометрических уравнений и моделей, построенных с использованием результатов конъюнктурных опросов. ...

Added: June 18, 2015