All Questions
Tagged with convex-geometry pr.probability
34 questions with no upvoted or accepted answers
13
votes
0
answers
1k
views
Constructive aspects of Caratheodory's theorem in convex analysis
Let me paraphrase Caratheodory's theorem in a probabilistic setup:
Let $X$ be a real-valued random variable. For $k = 1, \ldots, m$, let $f_k: \mathbb{R} \to \mathbb{R}$ be a continuous function such ...
- 1,839
5
votes
0
answers
159
views
Log Sobolev inequality uniform in parameters
Fix a positive integer $N$. For $\theta \in [0,2\pi]$, set $\sigma_k(\theta) :=(\cos(k\theta),\sin(k\theta)) \in S^1$ for each integer $1\leq k\leq N$. Now for vectors $x_1,\ldots,x_N\in \mathbb{R}^2$,...
- 873
4
votes
0
answers
116
views
Improving log-Sobolev inequalities via quadratic regularisation
Suppose that $\mu(dx) = \exp(-\psi(x)) \, \mathrm{dx}$ is a probability measure on $\mathbf{R}^d$.
For suitable functions $g \geqslant 0$, define
$$\text{Ent}(g) = \int \mu(dx) g(x) \log \left( \frac{...
- 801
4
votes
0
answers
116
views
Log-Sobolev Inequalities for convex bodies
For a measure $\mu$ supported on a convex body $K$, what are the conditions on $\mu$ and $K$ to satisfy a Log-Sobolev inequality of the form:
$$\int f^{2} \log f^{2}\,d\mu -\int f^{2}\,d\mu \log\left(\...
- 519
4
votes
0
answers
156
views
Geometric meaning of the chi-square "measure of association"
In Statistics, there's a standard test of independence of two random variables taking values in finite sets $I,J$. It relies on the computation of $\chi$-square statistics,
$$
\chi^2:=\sum_{(i,j)\in ...
- 8,992
4
votes
0
answers
93
views
On symmetry and measure concentration rate for convex bodies
The concentration of measure on the cube $ [0, 1]^n $ equipped with uniform probability measure $\mu_{\infty}$,
states that for any $A \subset [0, 1]^n $ with $ \mu_{\infty}(A) \geq \frac{1}{2} $,
we ...
- 365
3
votes
0
answers
83
views
Ornstein-Ulhenbeck like semigroup for the orthogonal group with a hypercontractive inequality
I am looking for an Ornstein-Uhlenbeck like semigroup $P_t$ and associated generator $\mathcal{L}$ on $G = \operatorname{SO}(n)$ or $\operatorname{O}(n)$ that has a hypercontractive inequality with a ...
- 941
3
votes
0
answers
134
views
Algorithm to calculate moments of uniform distribution on convex polyhedra
There is system of linear inequalities
$$
Ax \leq K,
$$
$$
x\geq a, x\leq b.
$$
$A$ is $(n\times m)$-matrix, where $n\approx 100$ and $m\approx 10000$, $rank(A)=n$.
Suppose that on set of solutions ...
3
votes
0
answers
635
views
Wasserstein distance, convex polytopes and extreme points
Let us consider convex polytopes with $K$ extreme points in $\mathbb{R}^d$. Let $\mathbf{P}$ be such polytope, and let $\text{ext}(\mathbf{P})$ denote its set of extreme points, so that $\mathbf{P} = \...
- 1,731
2
votes
0
answers
164
views
Log Sobolev inequality for log concave perturbations of uniform measure
Suppose $\Omega$ is a convex bounded open set of $\mathbb{R}^n$ (I would be happy with just $\Omega$ as the $n$-dimensional cube). Let $\mu$ be the uniform measure on $\Omega$ and consider the ...
- 873
2
votes
0
answers
106
views
How to judge whether the following convex set contains a given point?
Let the set $\mathcal{S}=\left\{ \sum_{i=1}^n x_i\mathbf{h}_i：x_i\in[0,1] \text{ for all }i\right\}\subset\mathbb{R}^r$, i.e., a zonotope generated by $n$ column vector $\mathbf{h_1},\cdots,\mathbf{h}...
- 550
2
votes
0
answers
104
views
Weak convergence rates for integral operators
Suppose $q=\sum_{i=1}^m\pi_i\delta_{x_i}$ is a discrete measure on $\mathbb{R}^n$ and let $q\ast \varphi_\epsilon$ denote the convolution of $q$ with some mollifier $\varphi_\epsilon$, so that $q\ast\...
- 75
2
votes
0
answers
79
views
Compute Mixed Volume with Respect to Some Regular Sets
Let $( \mathbb{R}^n, \mathcal{B}, \gamma)$ be a measure space where $\mathcal{B}$ is the Borel sigma algebra and $\gamma$ is a continuous measure. For $A, B\in \mathcal{B}$ that are convex, the mixed ...
- 1,127
2
votes
0
answers
399
views
Convexity and probability
Problem instance: A closed convex body $B\subset {\Bbb R}^n$ of volume 1; a point $p\in B$; and a real number $v\in(0,1)$.
Objective: Find the probability $P(B,v,p)$ that $p\in B'$, for $B'$ a ...
- 17.6k
1
vote
0
answers
143
views
Integer points inside the high-dimensional ball (asymptotics)
Let $N(\alpha, n)$ denote the number of integer points inside the origin-centered ball of radius $\alpha \sqrt n$ in $n$ dimensions, where $\alpha \in (0,\infty)$ is some fixed constant. Precisely:
$$...
- 435
1
vote
0
answers
45
views
Inequality Involving Concave Monotonic Function
Assume that $ f: \mathbb{R} \to \mathbb{R}_+ $ is a concave, non-decreasing and positive function. Let $\mathbb{X}$ be a finite set consisting of $ 0\leq x_1 \leq x_2 \leq x_3 \leq \ldots \leq x_n$. ...
1
vote
0
answers
50
views
Interpolation in convex hull
I'm reading a paper, Learning in High Dimension Always Amounts to Extrapolation, that provides a result I don't understand.
It provides this theorem which I do understand:
Theorem 1: (Bárány and ...
1
vote
0
answers
245
views
A sort of dual to nondegenerate random variables
I was motivated by this classical puzzle/1992 Putnam problem.
Suppose 4 points are independently and uniformly distributed on a sphere in 3d. What is the probability the tetrahedron they form contains ...
- 646
1
vote
0
answers
61
views
$\psi_2$ marginals of the permutahedron?
Let $K$ be a convex body.
I in particular care about the permutahedron.
I will view this as being the convex hull of all coordinate-wise permutations of the vector
$$v = \frac{1}{2n+2}(-n, -n+2,\dots, ...
- 2,183
1
vote
0
answers
83
views
Closed form volumes for intersecting modified cylinders
This question is somewhat related to the question Intersecting cylinders, but where the cylinders are now modified to orbifolds in the hypercube with singularities occurring at the vertices of the ...
- 383
1
vote
0
answers
81
views
Expectation of dual norm induced by probability measure
Let $\mu$ be a probability measure supported on the unit sphere $\mathbb{S}^{d-1}$. Assuming that $\mu$ is even and not supported on any great subsphere, its cosine transform $w \in \mathbb{R}^d \...
- 103
1
vote
0
answers
153
views
Is there a polynomial expression for the volume of the following set?
Denote the unit $\ell_2$ ball in $\mathbb{R}^n$ as $\mathcal{B}_n$. It is widely kown that for a convex body $\mathcal{K}\subseteq \mathbb{R}^n$, the $n$-dimensional volume of the parallel body $\...
- 550
1
vote
0
answers
45
views
Analytic lower-bound for minimal value of $\|x\|^2$ such that $\|Cx-b\|^2 \le c^2$ (a hyperellipsoid)
Let $C$ be an $n \times p$ matrix and $b$ be a column vector of length $n$, and $c>0$. Let $E := \{x \in \mathbb R^p \mid \|Cx-b\| \le c\}$, a hyperellipsoid in nonstandard position.
Question 1. ...
- 6,853
1
vote
0
answers
83
views
Given a large random matrix, how to prove that every large submatrix whose range contains a large ball?
Context. Studing a problem in machine-learning, I'm led to consider the following problem in RMT...
Definition. Given positive integers $m$ and $n$ and positive real numbers $c_1$ and $c_2$, let's ...
- 6,853
1
vote
0
answers
248
views
Gaussian mean width of normal random cones
Suppose $1 \leq n < m < \infty$ are integers. For $g \sim \mathcal N(0, I_n)$ define the gaussian mean width of a non-empty set $T \subseteq \mathbb R^n$ by
$$
w(T) := \mathbb E \sup_{x \in T} \...
- 119
1
vote
0
answers
34
views
Limiting law of quadratic functions of sample averages
Let $X_1,\cdots,X_n$ be independent centered univariate random variables. Let also $\{w_{ij}\}_{i,j=1}^{k,n}$ be a set of deterministic scalar weights, where $k\ll n$. Define sample averages
$$
\...
- 373
1
vote
0
answers
93
views
Bounds on the spherical measure of sub-level sets of quadratic forms
I'm wondering if there are any bounds on the spherical measure of sets of the form
$$
\mu_n\left(\{y\in S^{n-1} : \frac{y_1^2}{y_2^2} < \alpha\}\right) \leq f(\alpha)
$$
where $\alpha$ is some ...
- 205
0
votes
0
answers
18
views
A question on Ibragimov's theorem on strong unimodality
I am not a mathematics student and unfortunately have some confusion about a (well-known) theorem about strong unimodality of distributions. First of all let me clarify some terminologies and then ask ...
- 51
0
votes
0
answers
72
views
Probability of being inside a convex n-dimensional polytop
I am currently conducting some post-grad research about wireless transmissions with uncertain transmission delays.
As part of the research, each individual transmission is modelled using a probability ...
0
votes
0
answers
22
views
Directions of differentiability of log-concave measures with infinite-dimensional support
I recently came across the very nice review "Differentiable Measures and the Malliavin Calculus" by Bogachev (1997) which begins by discussing measures $\mu$ on locally convex spaces $X$ ...
- 651
0
votes
0
answers
43
views
For a convex body $K\subset R^n$, does the quantity $\min_{t>0} E[t^{-1} \|tg - \pi_K( t g)\|_2]$ have a name? Where has it been studied?
Consider a convex compact set $K\subset R^n$ (with non-empty interior if that helps).
Let $\Pi_K:R^n\to K$ be the projection onto $K$, defined as
$$
\Pi_K(x) = \operatorname{argmin}_{k\in K} \|k-x\|
$$...
- 1,724
0
votes
0
answers
140
views
Anti-concentration of the $\ell_2$ norm of log-concave measures
This question is regarding a special case of this question, for which it is plausible the details are known.
The Carbery-Wright inequality is an "anti-concentration inequality" that states ...
- 2,183
0
votes
0
answers
118
views
Weak derivative of projection onto probabilist's simplex
Let $\Delta_n:=\{x\in [0,1]^n:\boldsymbol{1}^{\top}x=1\}$ denote the probabilist's $n$-simplex and let $P:\mathbb{R}^n\rightarrow\Delta_n$ denote the (Euclidean) metric projection onto this simplex ...
- 5,405
0
votes
0
answers
165
views
Probability that the perturbed convex hull is larger than the original one
I am wondering if any convex geometers/probabilists have looked at the following question:
Given $n$ randomly distributed (not sure what assumption to put there) points in $\mathbb{R}^d$, for each ...
- 133