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The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other statistical functionals such as quantiles, expectiles, or…

Methodology · Statistics 2023-09-22 Tobias Fissler , Marc-Oliver Pohle

To characterize the location (mean, median) of a set of graphs, one needs a notion of centrality that is adapted to metric spaces, since graph sets are not Euclidean spaces. A standard approach is to consider the Frechet mean. In this work,…

Machine Learning · Statistics 2022-01-19 Daniel Ferguson , Francois G. Meyer

The discrete distribution is often used to describe complex instances in machine learning, such as images, sequences, and documents. Traditionally, clustering of discrete distributions (D2C) has been approached using Wasserstein barycenter…

Machine Learning · Computer Science 2024-08-19 Zixiao Wang , Dong Qiao , Jicong Fan

Problem definition: A key challenge in supervised learning is data scarcity, which can cause prediction models to overfit to the training data and perform poorly out of sample. A contemporary approach to combat overfitting is offered by…

Optimization and Control · Mathematics 2025-10-10 Reza Belbasi , Aras Selvi , Wolfram Wiesemann

The rate of the weak convergence in the fractional step method for the Arratia flow is established in terms of the Wasserstein distance between the images of the Lebesque measure under the action of the flow. We introduce finite-dimensional…

Probability · Mathematics 2020-08-25 A. A. Dorogovtsev , M. B. Vovchanskii

The Fr\'echet distance is a popular distance measure for curves which naturally lends itself to fundamental computational tasks, such as clustering, nearest-neighbor searching, and spherical range searching in the corresponding metric…

Computational Geometry · Computer Science 2018-08-07 Anne Driemel , Amer Krivošija

As a growing number of problems involve variables that are random objects, the development of models for such data has become increasingly important. This paper introduces a novel varying-coefficient Fr\'echet regression model that extends…

Methodology · Statistics 2025-09-16 Yanzhao Wang , Jianqiang Zhang , Wangli Xu

Wasserstein Generative Adversarial Networks (WGANs) can be used to generate realistic samples from complicated image distributions. The Wasserstein metric used in WGANs is based on a notion of distance between individual images, which…

Computer Vision and Pattern Recognition · Computer Science 2019-01-14 Jonas Adler , Sebastian Lunz

Fr\'echet regression extends classical regression methods to non-Euclidean metric spaces, enabling the analysis of data relationships on complex structures such as manifolds and graphs. This work establishes a rigorous theoretical analysis…

Machine Learning · Statistics 2025-02-05 Masanari Kimura , Howard Bondell

This work presents several expected generalization error bounds based on the Wasserstein distance. More specifically, it introduces full-dataset, single-letter, and random-subset bounds, and their analogues in the randomized subsample…

Machine Learning · Statistics 2022-03-29 Borja Rodríguez-Gálvez , Germán Bassi , Ragnar Thobaben , Mikael Skoglund

The Wasserstein metric is an important measure of distance between probability distributions, with applications in machine learning, statistics, probability theory, and data analysis. This paper provides upper and lower bounds on…

Statistics Theory · Mathematics 2019-11-11 Shashank Singh , Barnabás Póczos

A 2022 paper arXiv:2009.10305v4 introduced the notion of true positive and negative skewness for continuous random variables via Fr\'echet $p$-means. In this work, we find novel criteria for true skewness, establish true skewness for the…

Probability · Mathematics 2022-09-23 Yevgeniy Kovchegov , Alex Negrón , Clarice Pertel , Christopher Wang

We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discrete Choquet integral includes weighted arithmetic means,…

Probability · Mathematics 2015-05-13 Ivan Kojadinovic , Jean-Luc Marichal

In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…

Methodology · Statistics 2016-04-07 Deepesh Bhati , Subrata Chakraborty , Snober Gowhar Lateef

We present a Bayesian framework based on a new exponential likelihood function driven by the quadratic Wasserstien metric. Compared to conventional Bayesian models based on Gaussian likelihood functions driven by the least-squares norm…

Numerical Analysis · Mathematics 2018-12-31 Mohammad Motamed , Daniel Appelo

In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its…

Data Analysis, Statistics and Probability · Physics 2024-07-16 Taki Kirouani

This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…

Optimization and Control · Mathematics 2021-12-13 Boris S. Mordukhovich , Pedro Pérez-Aros

In this paper we consider an ergodic diffusion process with jumps whose drift coefficient depends on $\mu$ and volatility coefficient depends on $\sigma$, two unknown parameters. We suppose that the process is discretely observed at the…

Statistics Theory · Mathematics 2020-11-30 Chiara Amorino , Arnaud Gloter

The Sliced Wasserstein (SW) distance has become a popular alternative to the Wasserstein distance for comparing probability measures. Widespread applications include image processing, domain adaptation and generative modelling, where it is…

Machine Learning · Statistics 2025-05-15 Eloi Tanguy , Rémi Flamary , Julie Delon

This paper introduces feature subset weighting using monotone measures for distance-based supervised learning. The Choquet integral is used to define a distance metric that incorporates these weights. This integration enables the proposed…

Machine Learning · Computer Science 2025-09-26 Adnan Theerens , Yvan Saeys , Chris Cornelis