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A new similarity measure for two sets of S-parameters is proposed. It is constructed with the modified Hausdorff distance applied to S-parameter points in 3D space with real, imaginary and normalized frequency axes. New S-parameters…

Mathematical Physics · Physics 2021-08-24 Yuriy Shlepnev

We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used…

Methodology · Statistics 2018-12-18 Alessio Spantini , Daniele Bigoni , Youssef Marzouk

This paper considers hidden Markov models where the observations are given as the sum of a latent state which lies in a general state space and some independent noise with unknown distribution. It is shown that these fully nonparametric…

Statistics Theory · Mathematics 2020-01-30 Elisabeth Gassiat , Sylvain Le Corff , Luc Lehéricy

In this paper, we propose novel, fully Bayesian non-parametric tests for one-sample and two-sample multivariate location problems. We model the underlying distribution using a Dirichlet process prior, and develop a testing procedure based…

Statistics Theory · Mathematics 2021-08-03 Indrabati Bhattacharya , Subhashis Ghosal

Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…

Methodology · Statistics 2022-05-30 Hoseung Song , Hao Chen

Motivated by its appearance as a limiting distribution for random and non-random sums of independent random variables, in this paper we develop Stein's method for approximation by the asymmetric Laplace distribution. Our results generalise…

Probability · Mathematics 2026-05-15 Fraser Daly , Robert E. Gaunt , Heather L. Sutcliffe

We propose a method for learning Markov network structures for continuous data without invoking any assumptions about the distribution of the variables. The method makes use of previous work on a non-parametric estimator for mutual…

Machine Learning · Computer Science 2017-08-09 Janne Leppä-aho , Santeri Räisänen , Xiao Yang , Teemu Roos

Transformation-invariant analysis of signals often requires the computation of the distance from a test pattern to a transformation manifold. In particular, the estimation of the distances between a transformed query signal and several…

Computer Vision and Pattern Recognition · Computer Science 2011-12-26 Elif Vural , Pascal Frossard

In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a…

Probability · Mathematics 2010-04-06 Gesine Reinert , Adrian Röllin

We propose an approach for testing the hypothesis that two realizations of the random variables in the form of histograms are taken from the same statistical population (i.e. that two histograms are drawn from the same distribution). The…

Data Analysis, Statistics and Probability · Physics 2013-05-22 Sergey Bityukov , Nikolai Krasnikov , Alexander Nikitenko , Vera Smirnova

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

Rapid progress in representation learning has led to a proliferation of embedding models, and to associated challenges of model selection and practical application. It is non-trivial to assess a model's generalizability to new, candidate…

Machine Learning · Computer Science 2022-02-18 Leo Betthauser , Urszula Chajewska , Maurice Diesendruck , Rohith Pesala

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…

Machine Learning · Statistics 2013-06-19 Ilya Soloveychik , Ami Wiesel

The Chernoff information between two probability measures is a statistical divergence measuring their deviation defined as their maximally skewed Bhattacharyya distance. Although the Chernoff information was originally introduced for…

Information Theory · Computer Science 2022-10-04 Frank Nielsen

In classical analysis of variance, dispersion is measured by considering squared distances of sample elements from the sample mean. We consider a measure of dispersion for univariate or multivariate response based on all pairwise distances…

Applications · Statistics 2010-11-11 Maria L. Rizzo , Gábor J. Székely

In this paper we propose a new test for the hypothesis of a constant coefficient of variation in the common nonparametric regression model. The test is based on an estimate of the $L^2$-distance between the square of the regression function…

Statistics Theory · Mathematics 2008-09-30 H. Dette , G. Wieczorek

Graph Laplacians and related nonlinear mappings into low dimensional spaces have been shown to be powerful tools for organizing high dimensional data. Here we consider a data set X in which the graph associated with it changes depending on…

Classical Analysis and ODEs · Mathematics 2015-03-20 Ronald R. Coifman , Matthew J. Hirn

In this paper we shall consider one parametric generalization of some non-symmetric divergence measures. The \textit{non-symmetric divergence measures} are such as: Kullback-Leibler \textit{relative information}, $\chi…

Statistics Theory · Mathematics 2007-06-13 Pranesh Kumar , Inder Jeet Taneja

The $\mathcal{G}^0$ distribution is widely used for monopolarized SAR image modeling because it can characterize regions with different degree of texture accurately. It is indexed by three parameters: the number of looks (which can be…

Methodology · Statistics 2019-04-25 Alejandro C. Frery , Juliana Gambini

Metrics for rigorously defining a distance between two events have been used to study the properties of the dataspace manifold of particle collider physics. The probability distribution of pairwise distances on this dataspace is unique with…

High Energy Physics - Phenomenology · Physics 2025-03-07 Andrew J. Larkoski