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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

1 vote
1 answer
141 views

Concentration properties of inner-products in high-dimension

Let $S^K$ be the unit sphere embedded in $R^{K+1}$. $v \in S^K$ is randomly chosen from a uniform distribution over $S^K$. $A \subseteq S^K$ is a $d$-dimensional sub-manifold ($d \leq K$). Think of …
Arnab's user avatar
  • 615
8 votes
2 answers
709 views

How does a statistical divergence change under a Lipschitz push-forward map?

Let $\mu, \nu$ be two probability measures on a space $X$ (assume Polish space). $T: X \rightarrow Y$ is a Lipschitz-map that acts as a push-forward on these measures; let $\mu^\prime = T_{\#\mu}$ and …
Arnab's user avatar
  • 615