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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

1 vote
1 answer
255 views

Concentration inequality for a function whose parameter depends on input samples

Concentration inequalities can be used to establish results such as sample mean cannot be too far from the actual population mean, and so on. For example, let $X_1 \ldots X_n$ be i.i.d instances of a …
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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 …
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  • 615