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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
4
votes
1
answer
802
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Is there a relationship between Entropy of a fininte distrete probability distribution and t...
Sorry for the long title. What I mean is that for two vectors (a_1,...,a_n) and (b_1,...,b_n) with the property $a_i,b_i \geq 0 $ and $ \sum a_i =\sum b_i =1$.
If $ -\sum a_ilog(a_i) > -\sum b_ilog( …
0
votes
1
answer
61
views
What is the distribution of the distance between a specific word in a Text which is generate...
What is the distribution of the distance between a specific word in a Text which is generated by a markov process?
For example for a text which is generated by a multinomial distribution over words, …
0
votes
0
answers
166
views
Do the Eigenvectors find by use PCA on a set of data point, a good replacement for Random Pr...
Concretely if I use the first k eigenvectors find by PCA with a point set A,to project another sparse vector b to k dimension subspace, then use L1-magic to recover b. Will this be better than a Rand …