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Related papers: Fast Computing for Distance Covariance

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A fundamental method of reconstructing networks, e.g. in the context of gene regulation, relies on the precision matrix (the inverse of the variance-covariance matrix) as an indicator which variables are associated with each other. The…

Methodology · Statistics 2016-06-21 Mahsa Ghanbari , Julia Lasserre , Martin Vingron

In this paper, we study distance covariance, Hilbert-Schmidt covariance (aka Hilbert-Schmidt independence criterion [Gretton et al. (2008)]) and related independence tests under the high dimensional scenario. We show that the sample…

Statistics Theory · Mathematics 2019-02-12 Changbo Zhu , Shun Yao , Xianyang Zhang , Xiaofeng Shao

The distance of a stabilizer quantum code is a very important feature since it determines the number of errors that can be detected and corrected. We present three new fast algorithms and implementations for computing the symplectic…

Quantum Physics · Physics 2026-04-03 Fernando Hernando , Gregorio Quintana-Ortí , Markus Grassl

Crowdsourced, or human computation based clustering algorithms usually rely on relative distance comparisons, as these are easier to elicit from human workers than absolute distance information. A relative distance comparison is a statement…

Data Structures and Algorithms · Computer Science 2017-09-26 Antti Ukkonen

Covariance matrix estimation concerns the problem of estimating the covariance matrix from a collection of samples, which is of extreme importance in many applications. Classical results have shown that $O(n)$ samples are sufficient to…

Information Theory · Computer Science 2019-03-19 Wei Cui , Xu Zhang , Yulong Liu

During the last few decades, online controlled experiments (also known as A/B tests) have been adopted as a golden standard for measuring business improvements in industry. In our company, there are more than a billion users participating…

Applications · Statistics 2021-08-06 Tao Xiong , Yihan Bao , Penglei Zhao , Yong Wang

Log-Euclidean distances are commonly used to quantify the similarity between positive definite matrices using geometric considerations. This paper analyzes the behavior of this distance when it is used to measure closeness between…

Signal Processing · Electrical Eng. & Systems 2024-08-09 Xavier Mestre , Roberto Pereira

Nonparametric correlations such as Spearman's rank correlation and Kendall's tau correlation are widely applied in scientific and engineering fields. This paper investigates the problem of computing nonparametric correlations on the fly for…

Applications · Statistics 2017-12-06 Wei Xiao

Complex networks are a useful tool to investigate various phenomena in social science, economics, and logistics. Node Vector Distance (NVD) is an emerging set of techniques allowing us to estimate the distance and correlation between…

Social and Information Networks · Computer Science 2023-10-18 Michele Coscia , Karel Devriendt

Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numerous research areas. Recently, they have gained popularity in…

Machine Learning · Computer Science 2022-03-25 Jeremiah Birrell , Markos A. Katsoulakis , Yannis Pantazis

Distance correlation is a recent extension of Pearson's correlation, that characterises general statistical independence between Euclidean-space-valued random variables, not only linear relations. This review delves into how and when…

Statistics Theory · Mathematics 2020-09-30 Fernando Castro-Prado , Wenceslao González-Manteiga

This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced…

Optimization and Control · Mathematics 2024-05-15 Rajmadan Lakshmanan , Alois Pichler

We introduce a multi-fidelity estimator of covariance matrices that employs the log-Euclidean geometry of the symmetric positive-definite manifold. The estimator fuses samples from a hierarchy of data sources of differing fidelities and…

Computation · Statistics 2023-05-30 Aimee Maurais , Terrence Alsup , Benjamin Peherstorfer , Youssef Marzouk

Most existing distance metric learning methods assume perfect side information that is usually given in pairwise or triplet constraints. Instead, in many real-world applications, the constraints are derived from side information, such as…

Machine Learning · Computer Science 2012-03-19 Kaizhu Huang , Rong Jin , Zenglin Xu , Cheng-Lin Liu

We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

The accurate classification of galaxies in large-sample astrophysical databases of galaxy clusters depends sensitively on the ability to distinguish between morphological types, especially at higher redshifts. This capability can be…

Cosmology and Nongalactic Astrophysics · Physics 2014-03-21 Mercedes T. Richards , Donald St. P. Richards , Elizabeth Martinez-Gomez

For any two point sets $A,B \subset \mathbb{R}^d$ of size up to $n$, the Chamfer distance from $A$ to $B$ is defined as $\text{CH}(A,B)=\sum_{a \in A} \min_{b \in B} d_X(a,b)$, where $d_X$ is the underlying distance measure (e.g., the…

Data Structures and Algorithms · Computer Science 2023-07-07 Ainesh Bakshi , Piotr Indyk , Rajesh Jayaram , Sandeep Silwal , Erik Waingarten

We design fast deterministic algorithms for distance computation in the congested clique model. Our key contributions include: -- A $(2+\epsilon)$-approximation for all-pairs shortest paths in $O(\log^2{n} / \epsilon)$ rounds on unweighted…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-01 Keren Censor-Hillel , Michal Dory , Janne H. Korhonen , Dean Leitersdorf

Comparing the functional behavior of neural network models, whether it is a single network over time or two (or more networks) during or post-training, is an essential step in understanding what they are learning (and what they are not),…

Computer Vision and Pattern Recognition · Computer Science 2022-11-10 Xingjian Zhen , Zihang Meng , Rudrasis Chakraborty , Vikas Singh

Cosine similarity is a popular distance measure that measures the similarity between two vectors in the inner product space. It is widely used in many data classification algorithms like K-Nearest Neighbors, Clustering etc. This study…

Machine Learning · Statistics 2025-02-05 Satyajeet Sahoo , Jhareswar Maiti
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