All Questions
Tagged with pr.probability mg.metric-geometry
223 questions
12
votes
1
answer
694
views
History of the Jaccard distance $d(A,B) = \mathbb P(\overline A\cup\overline B\mid A\cup B)$
I'm wondering where the relative probabilistic distance or Jaccard distance was first studied:
$$d(A,B) =\mathbb P(\overline A\cup\overline B\mid A\cup B)$$
where $\overline A$ is the complement of $A$...
- 24.8k
2
votes
1
answer
1k
views
Sampling a uniformly distributed point INSIDE a hypersphere?
There is a simple algorithm to pick a random point ON an $n$-dimensional hypersphere.
Is there one to sample a point from inside it? (Sampling points from a hypercube and rejecting them if they are ...
- 1,667
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
7
votes
2
answers
460
views
Gaussian Surface Area of Positive Semidefinite Cone
Let $\mathbb{R}^n$ be the Euclidean space and $A \subseteq \mathbb{R}^n$ be a sufficiently regular set, e.g., one that has smooth boundary or is convex. We define the $\epsilon$-neighbor of $A$ in the ...
- 13.6k
13
votes
1
answer
10k
views
KL divergence and mixture of Gaussians
Do we have an exact formula to compute the KL divergence between 2 mixtures of Gaussians (i.e convex combinations of a finite number of Gaussian distributions)?
If not exactly known, are there good ...
- 188k
4
votes
0
answers
756
views
Tangent space and gradient on subspace of Wasserstein space given by finitely supported measures
Let $\mathcal{P}_2(M)$ be the 2-Wasserstein space over some Riemannian manifold $(M,g)$ (connected, complete, and without boundary). Let $\mathcal{FP}_2(M,n)$ be the subspace of probability measures ...
- 1,675
2
votes
0
answers
83
views
Wasserstein distance to the set of Gaussians, relation to Boltzman dissipation rate
$\newcommand{\RR}{\mathbb{R}}$
I am interested in the 2-Wasserstein distance for probabilities over $\RR^n$,
$W_2(μ,ν)=\left(\inf\int_{\RR^n×\RR^n}|w−v|^2dπ(v,w)\right)^1/2$
where the infimum is taken ...
- 12.7k
4
votes
1
answer
355
views
Random spherical caps cover a spherical cap
Let $S^{n-1}$ be the unit sphere in $n$ dimensional Euclidean space. Define the spherical cap at $x \in S^{n-1}$ with angle $\theta$ to be $C(x,\theta) = \{z \in S^{n-1} \mid z^\top x \geq \cos(\theta)...
- 232
4
votes
1
answer
193
views
A bound on the square distance of a random walk on undirected graph
Fact:
Let $G$ be an $n$-vertex undirected graph and $(X_s)_{s\in \mathbb N}$ a stationary random walk on $G$. Then for every $s\in \mathbb{N}$,
$ \mathbb{E}[d_G(X_s,X_0)^2] \le C s \log n $, for some ...
CommunityBot
- 1
10
votes
2
answers
388
views
Tangled random triangles: One giant component?
Suppose you have $n$ triangles whose corners are random points on a sphere $S$
in $\mathbb{R}^3$.
Viewing the triangles as built from rigid bars as edges,
two triangles are linked if they cannot be ...
- 151k
11
votes
2
answers
2k
views
How many non-equivalent sections of a regular 7-simplex?
Suppose we have a regular 7-simplex in $\mathbb{R}^8$ defined by vertices <1,0,0,...,0>, <0,1,0,..,0>,...,<0,...,0,1>. A section is a 3-dimensional linear subspace of $\mathbb{R}^8$ that ...
CommunityBot
- 1
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
4
votes
0
answers
100
views
Asymptotics of the joint pdf of two sums of powers of independent $\mathcal U(0,1)$ random variables
As a warm-up in words: The sum of twelve uniform random variables is a classic approximation to a normal distribution. What is the joint pdf for the sum of their cubes and the sum of their fourth ...
CommunityBot
- 1
2
votes
1
answer
319
views
Minimum distance to a sampled point with given pdf
Let $f(x)>0$ be a probability density function defined on the unit square $[0,1]^2$ in $\mathbb{R}^2$. Suppose that we take $N$ independent samples, $X_1,\dots,X_N$, of $f$. Now, sample a point $...
- 4,713
4
votes
1
answer
290
views
On the 1/2 assumption on concentration of measure for continuous cube
The concentration of measure on $ [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 have:
$$...
- 128k
5
votes
2
answers
474
views
Another graph characteristic
This question concerns a method of drawing graphs and a graph characteristic about which I want to learn more.
Consider a connected directed graph with at least one node with in-degree 0 and one node ...
- 24.8k
10
votes
2
answers
797
views
Fitting a mesh to a density function
Suppose I have a probability density function defined on a region in the plane (in my case, the pdf is of the form $f(x) = \alpha\|x\|^{-\beta}$, and the region is the unit disk). For large $N$, is ...
- 4,713
7
votes
0
answers
209
views
Stabbing disks in space, or: Galactic alignment
I have a collection of $n$ unit-radius disks in $\mathbb{R}^3$, whose centers are
random within a sphere of radius $R>1$, and which are each oriented randomly.
I'd like to find a line $L$ that ...
CommunityBot
- 1
9
votes
1
answer
2k
views
Uniform sampling from general simplex with a twist
This is part of a question I had asked elsewhere, and then some of the links redirected me to CS stack exchange.
Given $0\leq a_1\leq\dots\leq a_D\leq1$ (all strictly positive), I want to draw points ...
CommunityBot
- 1
16
votes
3
answers
2k
views
A random walk on random lines
I am wondering if this random walk remains finite with positive probability.
Start with three lines $A,B,C$ that are extensions of an equilateral triangle.
Let $p_0$ be one corner. Generate a line $...
- 1,228
8
votes
2
answers
256
views
What is the probability that these sets intersect?
Let $A$ be the subset of $\mathbb{R}^n$ defined by $A=\{x\in\mathbb{R}^{n}:|x_{1}-x_{n}|+\sum_{i=1}^{n-1}|x_{i+1}-x_{i}|\leq d\}$ for a given $d$. Next, sample a point $p$ uniformly in the unit cube, ...
CommunityBot
- 1
3
votes
0
answers
144
views
What is the probability that these four random areas can yield a tetrahedron?
This is inspired by this problem about randomly broken sticks that can form a triangle. It goes in a different direction than this generalization about randomly broken sticks that can form a ...
- 13.4k
8
votes
3
answers
660
views
The minimum-perimeter triangle of three sets of points
If $X$ and $Y$ are two sets of $n$ independent, uniformly sampled points in the unit square, then standard methods can show that the expected minimum distance between points in $X$ and $Y$ is ...
- 151k
9
votes
2
answers
560
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 D_{...
- 44.4k
2
votes
0
answers
59
views
Totally distance non-preserving transformations
JL lemma (https://en.wikipedia.org/wiki/Johnson%E2%80%93Lindenstrauss_lemma)
guarantees if you have a set of $K$ points in $\Bbb R^N$ a random transformation guarantees that the set can be projected ...
- 13.9k
2
votes
0
answers
60
views
Mean width of intersection of two elipsoid
My question is regarding mean widths. For a set $\mathcal{T}$ define the mean width
\begin{align*}
\omega(T)=\mathbb{E}_{\mathbf{g}\sim\mathcal{N}(0,\mathbf{I})}\bigg[\underset{\mathbf{u}\in\mathcal{...
- 363
9
votes
1
answer
784
views
Width of a random convex polygon
Consider a planar (2D) random walk comprised of N steps.
Consider the minimum convex polygon enclosing the N points visited by the random walker.
Assume the definition of the width of a convex polygon ...
- 151k
20
votes
5
answers
1k
views
Probability that biggest area stays greater than 1/2 in a unit square cut by random lines
The square $[0,1]^2$ is cut into some number of regions by $n$ random lines. We can chose these random lines by randomly picking a point on one of the four sides, picking another point randomly from ...
CommunityBot
- 1
10
votes
5
answers
509
views
Path length of ball on tilted, perforated plane
Imagine that an $\epsilon$-radius hole is punched in the plane centered
on every integer-coordinate point.
Now a point "ball" is dropped on the plane at a random spot $p$.
If $p$ has not already ...
- 151k
8
votes
1
answer
314
views
Longest induced cycles in random geometric graphs near criticality
We make a random geometric graph $X(n;r)$ as follows. Choose $n$ points uniformly, independently, in the unit square $[0,1]^2$, for vertices, and then connect a pair of vertices $\{ p,q \}$ by an edge ...
- 101
2
votes
0
answers
104
views
Expected Area of Triangle Formed form Region [1,n]
We take three pieces of random lengths from the interval $[1,n]$, and then guarantee that they can form a triangle (ie that the triangle inequality is satisfied). That is to say we say that the sum of ...
- 4,713
10
votes
4
answers
904
views
The distribution of the shortest path through $n$ points
In the big picture, I'd like to know: if I sample $n$ points uniformly at random in the unit square, what is the probability that the shortest path that visits each one of them is very small?
More ...
- 1,228
19
votes
3
answers
931
views
Is the circle in the square best at avoiding random lines?
This question is inspired by a recent one (and takes a great deal from the answers there). Given a convex subset $\Delta$ of the unit square, let $p(\Delta)$ be the probability that a random line does ...
- 30.1k
15
votes
1
answer
2k
views
Ping-pong relief map of a given function z=f(x,y)
I have an idea to design a type of
Galton's Board
to "draw" a relief map of a given two-dimensional function $z=f(x,y)$.
A typical Galton's Board drops, say, ping-pong balls through a series
of evenly ...
- 151k
3
votes
1
answer
248
views
"Trapping" of discs after random sequential adsorption
Imagine I perform Random Sequential Adsorption (RSA) of discs of some radius $r$ on $[0, 1]^2$, eventually covering the surface to some density $Q \leq 0.543$ with $N$ total discs (where $\approx 0....
- 151k
4
votes
1
answer
263
views
Knotted TSP tours in 3D?
In the plane, the Euclidean TSP tour never crosses itself—it is always a simple polygon.
I am wondering if there is a similar constraint for the Euclidean TSP tour
of points in $\mathbb{R}^3$.
...
- 151k
2
votes
1
answer
185
views
$\zeta(2n)$ and Levy processes
I am missing some steps in the final derivation of a probabilistic computation of the even values of $\zeta$. They show the Cauchy distribution is relate to a certian Levy process:
$$ |\mathbb{C}_1| \...
- 593
2
votes
2
answers
146
views
Volume of specials sets on sphere $S^N$
Suppose I'm given $m$ points $\{q_i\}$ on the sphere $S^N$. I want to get a lower/upper bound for the volume of the following sets with respect to uniform probability measure $\mathbb{P}$ on the ...
- 151k
1
vote
1
answer
516
views
Properties of the minimum circumscribing circle for points sequentially placed within a circle of radius $r$ of previously placed points on a 2D plane
Imagine I perform the following procedure:
[1] At time point $t_1$, I place a single point on a two-dimensional plane at the coordinate $(x, y) = (0, 0)$.
[2] At time point $t_2$, I center a ...
- 151k
17
votes
4
answers
823
views
Sweep-segment bot: Will this random walk sweep the plane?
This model is inspired by the random behavior of the
Roomba sweeping robot.
Let a unit segment $ab$ in the plane be placed
initially with $a=(0,0)$ and $b=(1,0)$.
The segment is first rotated a ...
- 151k
17
votes
2
answers
406
views
Random rings linked into one component?
Let $S$ be a sphere of unit radius.
Let $C_n$ be a collection of unit-radius circles/rings whose centers
are (uniformly distributed)
random points in $S$, and which are oriented (tilted) randomly (...
- 151k
4
votes
1
answer
133
views
Union of random half spaces cover a ray
Let $x, y \in \mathbb{R}^{n}$ be two fixed unit vectors with angle $\alpha \in (\frac{\pi}{2}, \frac{3\pi}{4})$. Define the positive half space associated with a vector $z$ to be $\mathcal{H}(z) = \{h ...
- 17k
32
votes
1
answer
1k
views
Does projection of 3D points reduce distances by exactly 1/3?
Let $P$ be a set of $n$ random points uniformly distributed inside
a unit-radius sphere centered on the origin.
Orthogonally project $P$ to a random plane through the origin;
call the projected points ...
- 148k
2
votes
1
answer
350
views
The equilibrium position for the body of a spider-like spring system after randomly perturbing the anchor positions of its legs
Take $N$ springs, $(s_1, ..., s_N) \in S$ of length $(l_1, ..., l_N)$, and for each spring, label one end "A" and one end "B". Connect the "A" ends of the $N$ springs to a point-like particle on a ...
- 151k
16
votes
1
answer
1k
views
Random polycube shapes
I am wondering if it is hopeless to obtain any firm results
on the following model of a "random polycube shape."
First, a polycube in $\mathbb{R}^3$
is a connected face-to-face gluing of unit cubes.
(...
- 151k
2
votes
2
answers
1k
views
Distance measure for noisy $SE(3)$ transforms
I have a transformation $T \in SE(3)$ parameterized by a mean quaternion $q$ with covariance matrix $\Sigma_q \in R^{4\times4}$ and a mean translation $t \in R^3$ with covariance matrix $\Sigma_t \in ...
- 131
10
votes
1
answer
494
views
Ping-pong progress through a quincunx
A quincunx or
Galton board consists of
staggered pegs from which ping-pong balls bounce and eventually display
a binomial / normal distribution in catch-bins. I am wondering if the
downward progress ...
- 188k
3
votes
1
answer
105
views
Asymptotic radius of the smallest enclosing ball
Let $X_1,..., X_n$ be i.i.d. $d$-dimensional standard normal random variables, and let $R_n$ be the radius of the smallest ball containing $X_1,...,X_n$. What is known about the distribution of $R_n$ ...
- 34.7k
6
votes
0
answers
281
views
Covariance operator analogue for manifolds and respective measure manifolds
Assume $E$ is a connected riemannian manifold with geodesic metric space structure given by $d$ and $P$ is a probability measure over $E$ with Borel sigma-algebra given by this metric structure. Also ...
- 519
7
votes
1
answer
318
views
Finding a short path using $(0.99n)!$ permutations
Suppose I have $n$ points $x_1,\dots,x_n$ that are all independent uniform samples in the unit square, and I'd like to find a short path (in terms of Euclidean length) that touches all of them (a ...
- 61.9k