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For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…

Machine Learning · Statistics 2018-04-11 Rong Zhu , Jiming Jiang

For a given metric measure space $(X,d,\mu)$ we consider finite samples of points, calculate the matrix of distances between them and then reconstruct the points in some finite-dimensional space using the multidimensional scaling (MDS)…

Metric Geometry · Mathematics 2022-08-02 Alexey Kroshnin , Eugene Stepanov , Dario Trevisan

Metrics in Grassmannians, or distances between subspaces of same dimension, have many uses, and extending them to the Total Grassmannian of subspaces of different dimensions is an important problem, as usual extensions lack good properties…

Metric Geometry · Mathematics 2025-01-07 André L. G. Mandolesi

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

Statistics Theory · Mathematics 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao

Anomaly detection (AD) has been an active research area in various domains. Yet, the increasing data scale, complexity, and dimension turn the traditional methods into challenging. Recently, the deep generative model, such as the…

Computer Vision and Pattern Recognition · Computer Science 2022-03-22 Yurong Chen , Hui Zhang , Yaonan Wang , Q. M. Jonathan Wu , Yimin Yang

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

Applications · Statistics 2017-04-17 Guillaume Bouleux , Rémy Boyer

Empirical Bayes estimators are based on minimizing the average risk with the hyper-parameters in the weighting function being estimated from observed data. The performance of an empirical Bayes estimator is typically evaluated by its mean…

Statistics Theory · Mathematics 2025-03-18 Yue Ju , Bo Wahlberg , Håkan Hjalmarsson

The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Pierre E. Jacob , Roland Badeau , Umut Şimşekli

Multidimensional scaling (MDS) is a popular technique for mapping a finite metric space into a low-dimensional Euclidean space in a way that best preserves pairwise distances. We overview the theory of classical MDS, along with its…

Statistics Theory · Mathematics 2020-07-14 Henry Adams , Mark Blumstein , Lara Kassab

We propose conditional flows of the maximum mean discrepancy (MMD) with the negative distance kernel for posterior sampling and conditional generative modeling. This MMD, which is also known as energy distance, has several advantageous…

In many real-world applications data exhibits non-stationarity, i.e., its distribution changes over time. One approach to handling non-stationarity is to remove or minimize it before attempting to analyze the data. In the context of brain…

Machine Learning · Computer Science 2016-05-26 Inbal Horev , Florian Yger , Masashi Sugiyama

We study the minimum mean-squared error for 2-means clustering when the outcomes of the vector-valued random variable to be clustered are on two touching spheres of unit radius in $n$-dimensional Euclidean space and the underlying…

Probability · Mathematics 2018-10-17 Bernhard G. Bodmann , Craig J. George

Bayesian solution of an inverse problem for indirect measurement $M = AU + {\mathcal{E}}$ is considered, where $U$ is a function on a domain of $R^d$. Here $A$ is a smoothing linear operator and $ {\mathcal{E}}$ is Gaussian white noise. The…

Probability · Mathematics 2009-01-28 Matti Lassas. Eero Saksman , Samuli Siltanen

In this paper, we present a Bayesian approach for spectral unmixing of multispectral Lidar (MSL) data associated with surface reflection from targeted surfaces composed of several known materials. The problem addressed is the estimation of…

Methodology · Statistics 2015-10-28 Yoann Altmann , Andrew Wallace , Steve McLaughlin

We consider semi-supervised regression when the predictor variables are drawn from an unknown manifold. A simple two step approach to this problem is to: (i) estimate the manifold geodesic distance between any pair of points using both the…

Machine Learning · Statistics 2019-09-16 Amit Moscovich , Ariel Jaffe , Boaz Nadler

Laplace approximation is a very useful tool in Bayesian inference and it claims a nearly Gaussian behavior of the posterior. \cite{SpLaplace2022} established some rather accurate finite sample results about the quality of Laplace…

Statistics Theory · Mathematics 2023-05-17 Vladimir Spokoiny

Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the…

Statistics Theory · Mathematics 2007-06-13 Soumendra N. Lahiri , Tapabrata Maiti , Myron Katzoff , Van Parsons

Image super-resolution remains an important research topic to overcome the limitations of physical acquisition systems, and to support the development of high resolution displays. Previous example-based super-resolution approaches mainly…

Computer Vision and Pattern Recognition · Computer Science 2015-03-11 Chinh Dang , Hayder Radha

Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution…

Machine Learning · Computer Science 2015-02-23 Pierre Baqué , Jean-Hubert Hours , François Fleuret , Pascal Fua

High-dimensional data are ubiquitous in contemporary science and finding methods to compress them is one of the primary goals of machine learning. Given a dataset lying in a high-dimensional space (in principle hundreds to several thousands…

Machine Learning · Computer Science 2020-03-24 Vittorio Erba , Marco Gherardi , Pietro Rotondo
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