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17 votes
4 answers
2k views

Good introduction to statistics from a algebraic point of view?

There are already lots of questions on this subject like Is there an introduction to probability theory from a structuralist/categorical perspective? Is there a combinatorial/topological treatment ...
doofin's user avatar
  • 283
2 votes
2 answers
351 views

Weak convergence for discrete-time processes using characteristic functions

I am looking for a good reference about the analogues of the Bochner Theorem and the Lévy Continuity Theorem for probability measures on $\mathbb{R}^{\mathbb{N}}$ with the product topology. ...
Abdelmalek Abdesselam's user avatar
16 votes
1 answer
2k views

Normal approximation of tail probability in binomial distribution

My problem: From the Berry--Esseen theorem I know, that $$\sup_{x\in\mathbb R}|P(B_n \le x)-\Phi(x)|=O\left(\frac 1{\sqrt n}\right),$$ where $B_n$ has the standardized binomial distribution and $\Phi$ ...
Stephan Kulla's user avatar
14 votes
8 answers
3k views

Relevant mathematics to the recent coronavirus outbreak

I would like to ask about (old* and new) reliable mathematical literature relevant to various mathematical aspects of the recent coronavirus outbreak: In particular, standard statistical/mathematical ...
39 votes
3 answers
4k views

Manifold of probability measures: connections between two types of metrics

The space of probability measures could be viewed as an infinite-dimensional manifold, equipped with two possible types of metrics — (1) Wasserstein and (2) Fisher-Rao. Metric (1) is connected with ...
Minkov's user avatar
  • 1,127
14 votes
1 answer
3k views

How is the "conformal prediction" conformal?

The question is clarified by Prof.V.Vovk. See his answer below for discussion. Recently, early works of Gammerman, Vanpnik and Vovk[4] are rediscovered by Wasserman et.al[1] and proposed it as a ...
Henry.L's user avatar
  • 8,071
11 votes
1 answer
1k views

What are some of the surprising results of finite sample statistical estimation?

I'm trying to familiarize myself with the latest results in finite sample statistics. It seems to me that these results can be classified into two categories: Unsurprising results confirm that the ...
Mike Izbicki's user avatar
10 votes
2 answers
590 views

"Fractional sampling" from a probability distribution

My question concerns an operation on probability distributions which has arisen in some applied research. It is well-defined mathematically (at least in a limited context), but I don't know how to ...
Noah Stein's user avatar
  • 8,501
9 votes
2 answers
878 views

Is there a combinatorial/topological treatment of statistical independence?

Is there any reference which studies sets of random variables as independence systems, a type of combinatorial object (see below)? Motivation: In particular, since independence systems are abstract ...
Chill2Macht's user avatar
  • 2,680
5 votes
1 answer
2k views

Mathematics research relating to machine learning

What branch/branches of math are most relevant in enhancing machine learning (mostly in terms of practical use as opposed to theoretical/possible use)? Specifically, I want to know about math research ...
Artus's user avatar
  • 173
4 votes
0 answers
188 views

Distributions over permutation groups $\mathcal{S}_n$

Partly inspired by recent developments in enumeration of pattern avoiding permutations, which is known to be connected with Brownian excursions [Hoffman&Rizzolo]. The exciting milestone is the ...
Henry.L's user avatar
  • 8,071
2 votes
1 answer
170 views

Law of large numbers for a continuum of Bernoullis

Suppose I have a family of $n$ independent Bernoulli random variables described by a vector of parameters $(p_i)_{i=1}^n$. As it is well known, the number of successes within this family is a random ...
Francesco Bilotta's user avatar