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Motivated by the rapid rise in statistical tools in Functional Data Analysis, we consider the Gaussian mechanism for achieving differential privacy with parameter estimates taking values in a, potentially infinite-dimensional, separable…

Statistics Theory · Mathematics 2019-01-29 Ardalan Mirshani , Matthew Reimherr , Aleksandra Slavkovic

Statistical depth, a commonly used analytic tool in non-parametric statistics, has been extensively studied for multivariate and functional observations over the past few decades. Although various forms of depth were introduced, they are…

Methodology · Statistics 2019-09-30 Weilong Zhao , Zishen Xu , Yun Yang , Wei Wu

In many problems from multivariate analysis, the parameter of interest is a shape matrix, that is, a normalized version of the corresponding scatter or dispersion matrix. In this paper, we propose a depth concept for shape matrices that…

Statistics Theory · Mathematics 2018-12-03 Davy Paindaveine , Germain Van Bever

With the ubiquity of sensors in the IoT era, statistical observations are becoming increasingly available in the form of massive (multivariate) time-series. Formulated as unsupervised anomaly detection tasks, an abundance of applications…

Machine Learning · Statistics 2020-02-14 Guillaume Staerman , Pavlo Mozharovskyi , Stephan Clémençon

The consistency of Fr\'echet medians is proved for probability measures in proper metric spaces. In the context of Riemannian manifolds, assuming that the probability measure has more than a half mass lying in a convex ball and verifies…

Differential Geometry · Mathematics 2011-12-07 Le Yang

Most engineering models contain several parameters, and the map from input parameters to model output can be viewed as a multivariate function. An active subspace is a low-dimensional subspace of the space of inputs that explains the…

Numerical Analysis · Mathematics 2014-02-18 Paul G. Constantine

The concepts of spread and spread dimension of a metric space were introduced by Willerton in the context of quantifying biodiversity of ecosystems. This paper develops practical applications of spread dimension in the context of machine…

Metric Geometry · Mathematics 2023-08-04 Kevin Dunne

Semi-structured regression models enable the joint modeling of interpretable structured and complex unstructured feature effects. The structured model part is inspired by statistical models and can be used to infer the input-output…

Machine Learning · Computer Science 2024-01-24 Daniel Dold , David Rügamer , Beate Sick , Oliver Dürr

In this paper we explore some basic properties of quasi-Banach function spaces which are important in applications. Namely, we show that they posses a generalised version of Riesz--Fischer property, that embeddings between them are always…

Functional Analysis · Mathematics 2024-12-04 Aleš Nekvinda , Dalimil Peša

This paper addresses the study and characterizations of variational convexity of extended-real-valued functions on Banach spaces. This notion has been recently introduced by Rockafellar, and its importance has been already realized and…

Optimization and Control · Mathematics 2023-08-29 Pham Duy Khanh , Vu Vinh Huy Khoa , Boris S. Mordukhovich , Vo Thanh Phat

We analyze the space of bivariate functions that are piecewise polynomial of bi-degree \textless{}= (m, m') and of smoothness r along the interior edges of a planar T-mesh. We give new combinatorial lower and upper bounds for the dimension…

Algebraic Geometry · Mathematics 2015-09-15 Bernard Mourrain

We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…

Computational Complexity · Computer Science 2023-11-16 Anindya De , Shivam Nadimpalli , Rocco A. Servedio

We introduce three notions of multivariate median bias, namely, rectilinear, Tukey, and orthant median bias. Each of these median biases is zero under a suitable notion of multivariate symmetry. We study the coverage probabilities of…

Statistics Theory · Mathematics 2023-12-07 Aniket Jain , Arun K Kuchibhotla

We study dentable maps from a closed convex subset of a Banach space into a metric space as an attempt of generalize the Radon-Nikod\'ym property to a "less linear" frame. We note that a certain part of the theory can be developed in rather…

Functional Analysis · Mathematics 2017-06-01 Luis García-Lirola , Matías Raja

Motivated by the widely used geometric median-of-means estimator in machine learning, this paper studies statistical inference for ultrahigh dimensionality location parameter based on the sample spatial median under a general multivariate…

Methodology · Statistics 2023-01-10 Guanghui Cheng , Liuhua Peng , Changliang Zou

Macdonald processes are measures on sequences of integer partitions built using the Cauchy summation identity for Macdonald symmetric functions. These measures are a useful tool to uncover the integrability of many probabilistic systems,…

Probability · Mathematics 2020-05-27 Guillaume Barraquand , Alexei Borodin , Ivan Corwin

Two frameworks for multivariate functional depth based on multivariate depths are introduced in this paper. The first framework is multivariate functional integrated depth, and the second framework involves multivariate functional extremal…

Methodology · Statistics 2022-11-29 Zhuo Qu , Wenlin Dai , Marc G. Genton

The paper concerns the investigation of nonconvex and nondifferentiable integral functionals on general Banach spaces, which may not be reflexive and/or separable. Considering two major subdifferentials of variational analysis, we derive…

Optimization and Control · Mathematics 2016-03-28 Boris S. Mordukhovich , Nobusumi Sagara

Linde, Moore, and Nordahl introduced a generalisation of the honeycomb dimer model to higher dimensions. The purpose of this article is to describe a number of structural properties of this generalised model. First, it is shown that the…

Probability · Mathematics 2021-03-30 Piet Lammers

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander