We explain how the classical notions of Fisher information of a random variable and Fisher information matrix of a random vector can be extended to a much broader setting. We also show that Stam’s inequality for Fisher information and Shannon entropy, as well as the more generalized versions proved earlier by the authors, are all special cases of more general sharp inequalities satisfied by random vectors. The extremal random vectors, which we call generalized Gaussians, contain Gaussians as a limiting case but are noteworthy because they are heavy- tailed.

This paper is devoted to exploiting the restrictions of Riesz–Morrey potentials on either unbounded or bounded domains in Euclidean spaces.

The central subspace of a pair of random variables $(y,x) \in \mathbb{R}^{p+1}$ is the minimal subspace $\mathcal{S}$ such that $y \perp \hspace{-2mm} \perp x\mid P_{\mathcal{S}}x$. In this paper, we consider the minimax rate of estimating the central space of the multiple index models $y=f(\beta_{1}^{\tau}x,\beta_{2}^{\tau}x,...,\beta_{d}^{\tau}x,\epsilon)$ with at most $s$ active predictors where $x \sim N(0,I_{p})$. We first introduce a large class of models depending on the smallest non-zero eigenvalue $\lambda$ of $var(\mathbb{E}[x|y])$, over which we show that an aggregated estimator based on the SIR procedure converges at rate $d\wedge((sd+s\log(ep/s))/(n\lambda))$. We then show that this rate is optimal in two scenarios: the single index models; and the multiple index models with fixed central dimension $d$ and fixed $\lambda$. By assuming a technical conjecture, we can show that this rate is also optimal for multiple index models with bounded dimension of the central space. We believe that these (conditional) optimal rate results bring us meaningful insights of general SDR problems in high dimensions.

In this paper, we present a mixed generalized multiscale finite element method (GMsFEM) for solving flow in heterogeneous media. Our approach constructs multiscale basis functions following a GMsFEM framework and couples these basis functions using a mixed finite element method, which allows us to obtain a mass conservative velocity field. To construct multiscale basis functions for each coarse edge, we design a snapshot space that consists of fine-scale velocity fields supported in a union of two coarse regions that share the common interface. The snapshot vectors have zero Neumann boundary conditions on the outer boundaries, and we prescribe their values on the common interface. We describe several spectral decompositions in the snapshot space motivated by the analysis. In the paper, we also study oversampling approaches that enhance the accuracy of mixed GMsFEM. A main idea of

We show that the angles between Teichmüller geodesic rays issuing from a common point, defined by using the law of cosines, do not always exist. The proof uses an estimation for the Teichmüller distance on finite dimensional Teichmüller spaces. As a consequence, the Teichmüller space equipped with the Teichmüller metric is not a CAT(k) space for any k∈R . We also discuss some necessary conditions for the existence of angle between the Teichmüller geodesics.