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Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…

Methodology · Statistics 2014-12-10 Vikram V. Garg , Luis Tenorio , Karen Willcox

The article is devoted to the problem of small learning samples in machine learning. The flaws of maximum likelihood learning and minimax learning are looked into and the concept of minimax deviation learning is introduced that is free of…

Machine Learning · Computer Science 2017-07-18 Michail Schlesinger , Evgeniy Vodolazskiy

The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gaussian distributed factors by a finite…

Methodology · Statistics 2010-10-13 Silvia Cagnone , Cinzia Viroli

Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. While the optimal order of these parameters…

Methodology · Statistics 2019-02-14 Henry Lam , Xinyu Zhang , Xuhui Zhang

We consider a circular deconvolution problem, in which the density $f$ of a circular random variable $X$ must be estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y$ of $X$. The additive measurement error is…

Statistics Theory · Mathematics 2013-12-11 Jan Johannes , Maik Schwarz

We consider the problem of binary classification with abstention in the relatively less studied \emph{bounded-rate} setting. We begin by obtaining a characterization of the Bayes optimal classifier for an arbitrary input-label distribution…

Machine Learning · Computer Science 2019-05-24 Shubhanshu Shekhar , Mohammad Ghavamzadeh , Tara Javidi

Branching and weak probabilistic bisimilarities are two well-known notions capturing behavioral equivalence between nondeterministic probabilistic systems. For probabilistic systems, divergence is of major concern. Recently several…

Logic in Computer Science · Computer Science 2024-12-31 Hao Wu , Yuxi Fu , Huan Long , Xian Xu , Wenbo Zhang

In this paper, we are interested in the study of beta kernel estimators from an asymptotic minimax point of view. It is well known that beta kernel estimators are, on the contrary of classical kernel estimators, "free of boundary effect"…

Statistics Theory · Mathematics 2010-01-15 Karine Bertin , Nicolas Klutchnikoff

This paper addresses the challenge of identifying a minimal subset of discrete, independent variables that best predicts a binary class. We propose an efficient iterative method that sequentially selects variables based on which one…

Computation · Statistics 2025-11-03 María del Carmen Romero , Mariana del Fresno , Alejandro Clausse

Fitting probabilistic models to data is often difficult, due to the general intractability of the partition function and its derivatives. Here we propose a new parameter estimation technique that does not require computing an intractable…

Machine Learning · Computer Science 2015-03-13 Jascha Sohl-Dickstein , Peter Battaglino , Michael R. DeWeese

Meta learning uses information from base learners (e.g. classifiers or estimators) as well as information about the learning problem to improve upon the performance of a single base learner. For example, the Bayes error rate of a given…

Machine Learning · Computer Science 2016-03-11 Kevin R. Moon , Veronique Delouille , Alfred O. Hero

We study random designs that minimize the asymptotic variance of a de-biased lasso estimator when a large pool of unlabeled data is available but measuring the corresponding responses is costly. The optimal sampling distribution arises as…

Statistics Theory · Mathematics 2020-10-27 Hamid Eftekhari , Moulinath Banerjee , Ya'acov Ritov

Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis , Annamaria Guolo , Cristiano Varin

In this paper, we consider estimators for an additive functional of $\phi$, which is defined as $\theta(P;\phi)=\sum_{i=1}^k\phi(p_i)$, from $n$ i.i.d. random samples drawn from a discrete distribution $P=(p_1,...,p_k)$ with alphabet size…

Information Theory · Computer Science 2017-12-08 Kazuto Fukuchi , Jun Sakuma

The discrete kernel method was developed to estimate count data distributions, distinguishing discrete associated kernels based on their asymptotic behaviour. This study investigates the class of discrete asymmetric kernels and their…

Methodology · Statistics 2017-02-07 Tristan Senga Kiessé

This work considers the problem of binary classification: given training data $x_1, \dots, x_n$ from a certain population, together with associated labels $y_1,\dots, y_n \in \left\{0,1 \right\}$, determine the best label for an element $x$…

Statistics Theory · Mathematics 2016-07-04 Nicolas Garcia Trillos , Ryan Murray

It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects…

Methodology · Statistics 2016-03-02 Nirian Martin , Leandro Pardo , Konstantinos Zografos

We propose a new approach to address the text classification problems when learning with partial labels is beneficial. Instead of offering each training sample a set of candidate labels, we assign negative-oriented labels to the ambiguous…

Machine Learning · Statistics 2019-06-11 Jiangning Chen , Zhibo Dai , Juntao Duan , Qianli Hu , Ruilin Li , Heinrich Matzinger , Ionel Popescu , Haoyan Zhai

Estimating the ratio of two probability densities from a finite number of observations is a central machine learning problem. A common approach is to construct estimators using binary classifiers that distinguish observations from the two…

Machine Learning · Computer Science 2025-01-28 Werner Zellinger