Related papers: $L_p$-nested symmetric distributions
In the common time series model $X_{i,n} = \mu (i/n) + \varepsilon_{i,n}$ with non-stationary errors we consider the problem of detecting a significant deviation of the mean function $\mu$ from a benchmark $g (\mu )$ (such as the initial…
We consider the problem of learning high dimensional polynomial transformations of Gaussians. Given samples of the form $p(x)$, where $x\sim N(0, \mathrm{Id}_r)$ is hidden and $p: \mathbb{R}^r \to \mathbb{R}^d$ is a function where every…
A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…
We propose a transform for signals defined on the sphere that reveals their localized directional content in the spatio-spectral domain when used in conjunction with an asymmetric window function. We call this transform the directional…
Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression…
In this paper, we propose a novel kernel stochastic gradient descent (SGD) algorithm for large-scale supervised learning with general losses. Compared to traditional kernel SGD, our algorithm improves efficiency and scalability through an…
Discrepancy measures between probability distributions, often termed statistical distances, are ubiquitous in probability theory, statistics and machine learning. To combat the curse of dimensionality when estimating these distances from…
The $p$-tensor Ising model is a one-parameter discrete exponential family for modeling dependent binary data, where the sufficient statistic is a multi-linear form of degree $p \geq 2$. This is a natural generalization of the matrix Ising…
In recent decades, statisticians have been increasingly encountering spatial data that exhibit non-Gaussian behaviors such as asymmetry and heavy-tailedness. As a result, the assumptions of symmetry and fixed tail weight in Gaussian…
In the supervised learning domain, considering the recent prevalence of algorithms with high computational cost, the attention is steering towards simpler, lighter, and less computationally extensive training and inference approaches. In…
The sliding window model generalizes the standard streaming model and often performs better in applications where recent data is more important or more accurate than data that arrived prior to a certain time. We study the problem of…
The inverse Gaussian (IG) is one of the most famous and considered distributions with positive support. We propose a convenient mode-based parameterization yielding the reparametrized IG (rIG) distribution; it allows/simplifies the use of…
Let $X$ be a symmetric random matrix with independent but non-identically distributed centered Gaussian entries. We show that $$ \mathbf{E}\|X\|_{S_p} \asymp \mathbf{E}\Bigg[ \Bigg(\sum_i\Bigg(\sum_j X_{ij}^2\Bigg)^{p/2}\Bigg)^{1/p} \Bigg]…
Spherical Gauss-Laguerre (SGL) basis functions, i. e., normalized functions of the type $L_{n-l-1}^{(l + 1/2)}(r^2) r^l Y_{lm}(\vartheta,\varphi)$, $|m| \leq l < n \in \mathbb{N}$, $L_{n-l-1}^{(l + 1/2)}$ being a generalized Laguerre…
The normal or Gaussian distribution plays a prominent role in almost all fields of science. However, it is well known that the Gauss (or Euler--Poisson) integral over a finite boundary, as it is necessary for instance for the error function…
Deep learning has been the engine powering many successes of data science. However, the deep neural network (DNN), as the basic model of deep learning, is often excessively over-parameterized, causing many difficulties in training,…
The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback--Leibler from the normal and half normal distributions are approximated using…
This undergraduate thesis focuses on calculating maximum likelihood estimates of parameters in the generalized Gamma distribution using the SeLF algorithm. As an extension of the Gamma distribution, the generalized Gamma distribution can…
This chapter presents a short overview of real elliptically symmetric (RES) distributions, complemented by circular complex elliptically symmetric (C-CES) and noncircular CES (NC-CES) distributions as complex representations of RES…
We introduce general scattering transforms as mathematical models of deep neural networks with l2 pooling. Scattering networks iteratively apply complex valued unitary operators, and the pooling is performed by a complex modulus. An…