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Concentration of the information in data with log-concave distributions
Concentration entropy log-concave distributions
2011/2/28
A concentration property of the functional −log f(X) is demonstrated,when a random vector X has a log-concave density f on Rn.This concentration property implies in particular an extension of th...
On concentration and inertia ellipsoids
concentration ellipsoid correlation ellipsoid ellipsoid of residuals
2010/9/14
We review the known intricate connections between the concentration ellipsoid of statistics [1, 2] and the inertia ellipsoid of mechanics [3, 4]. We then contribute a new relationship involving the ec...
On the relationship between concentration and inertia hyperellipsoids
concentration hyperellipsoid correlation hyperellipsoid
2010/9/10
We extend the known intricate connections between the concentration ellipsoid of statistics [1, 2] and the inertia ellipsoid of mechanics [3, 4] from three to n dimensions. We then also extend the rel...
When a natural number N is large enough, a weak concentration property of the N-spin SK-models is obtained for cylindrical sets.