Related papers: Multivariate medians and measure-symmetrization
To date, we have seen the emergence of a large literature on multivariate disease mapping. That is, incidence of (or mortality from) multiple diseases is recorded at the scale of areal units where incidence (mortality) across the diseases…
We show that the unitary operator on a separable Hilbert space is a parametrization of any conditional probability measure in a standard measure space. We propose unitary inference, a generalization of Bayesian inference. We study…
In this article we study the field of Hilbertian metrics and positive definit (pd) kernels on probability measures, they have a real interest in kernel methods. Firstly we will make a study based on the Alpha-Beta-divergence to have a…
Multimodal normal incestual systems are investigated in terms of multiple categories. The different sorted composition of operators are exhibited as 2-cells in multiple categories built up from 2-categories giving rise to different axioms.…
Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by…
The sample median is often used in statistical analyses of physical or astronomical data wherein a central value must be found from samples polluted by elements which do not belong to the population of interest or when the underlying…
We propose a new concept of codivergence, which quantifies the similarity between two probability measures $P_1, P_2$ relative to a reference probability measure $P_0$. In the neighborhood of the reference measure $P_0$, a codivergence…
Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…
We present three methods to construct majorizing measures in various settings. These methods are based on direct constructions of increasing sequences of partitions through a simple exhaustion procedure rather than on the construction of…
Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…
We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable…
In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…
New measures for the quantization of systems with constraints are discussed and applied to several examples, in particular, examples of alternative but equivalent formulations of given first-class constraints, as well as a comparison of…
We construct measure which determines a two-variable mean in a very natural way. Using that measure we can extend the mean to infinite sets as well. E.g. we can calculate the geometric mean of any set with positive Lebesgue measure. We also…
We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…
In this paper, some inequalities of bounds for the Neuman-S\'{a}ndor mean in terms of weighted arithmetic means of two bivariate means are established. Bounds involving weighted arithmetic means are sharp.
We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance…
We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…
This paper begins the exploration of what we call measures of association between two irreducible complex projective varieties of the same dimension. The idea is to study from various points of view the minimal complexity of correspondences…
We study multivariate Gaussian models that are described by linear conditions on the concentration matrix. We compute the maximum likelihood (ML) degrees of these models. That is, we count the critical points of the likelihood function over…