# Tagged Questions

**2**

votes

**0**answers

57 views

### Smallest distribution of points with genuinely different clusterings

An hierarchical clustering algorithm for (finite) sets of points in a given metric space is essentially determined by its linkage criterion, which defines the distance between arbitrary (finite) sets ...

**1**

vote

**1**answer

121 views

### Mean -> Frechet mean, Standard deviation ->?

Given a finite set $A$ of points of a metric space $(X, d)$, I would like to
find its mean. A Frechet mean seems appropriate here: $\arg \min_{x \in X} \sum_{a \in A} d(x, a)^2$. I also would like ...

**7**

votes

**4**answers

463 views

### Estimating direction from a distribution on a circle

Let there be $n$ points on a unit circle. It is known they come from "normal" distribution around particular unknown direction (i.e. sum of 2 "normal" distributions on circle - one centered at point ...

**5**

votes

**2**answers

988 views

### Inequality involving probability measures [closed]

I have been working on a problem(alternate minimization) where I want to establish an inequality in which I am stuck.
An $\alpha$- parameterized version of the divergence(Kullback-Leibler) takes the ...

**9**

votes

**2**answers

561 views

### Small crown probabilities (and infinite dimensional margin assumption)

My question is:
How do I find sharp upper bounds on $P(|q|\leq \epsilon)$ uniformly over a set of gaussian polynomes $q$ of degree two.
Notations and definitions (to make the question rigorous)
...

**18**

votes

**1**answer

4k views

### L1 distance between gaussian measures

L1 distance between gaussian measures: Definition
Let $P_1$ and $P_0$ be two gaussian measures on $\mathbb{R}^p$ with respective "mean,Variance" $m_1,C_1$ and $m_0,C_0$ (I assume matrices have full ...

**8**

votes

**2**answers

429 views

### Integrating a simple exponential over the space of matrices that define a metric

I want to interpret an $n\times n$ matrix $D$ as a set of pairwise distances, and assume that $D$ obeys metric properties. Namely, $D_{ii} = 0$, $D_{ij} \geq 0$, $D_{ij} = D_{ji}$ and $D_{ij} \leq ...

**5**

votes

**7**answers

2k views

### Uniformly Sampling from Convex Polytopes

How to choose a point uniformly from a convex polytope $P \subset [0,1]^n$ defined by some inequalities, Ax < b ? (Here A is an m-by-n matrix, x is n-by-1 and b is m-by-1.) I imagine that you ...