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Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression…

Machine Learning · Computer Science 2021-09-30 Maud Lemercier , Cristopher Salvi , Theodoros Damoulas , Edwin V. Bonilla , Terry Lyons

The challenge of simulating random variables is a central problem in Statistics and Machine Learning. Given a tractable proposal distribution $P$, from which we can draw exact samples, and a target distribution $Q$ which is absolutely…

Computation · Statistics 2022-07-26 Stratis Markou

Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…

Machine Learning · Statistics 2021-01-18 Ho Chung Leon Law , Danica J. Sutherland , Dino Sejdinovic , Seth Flaxman

We consider the problem of approximating the set of eigenvalues of the covariance matrix of a multivariate distribution (equivalently, the problem of approximating the "population spectrum"), given access to samples drawn from the…

Machine Learning · Computer Science 2017-07-18 Weihao Kong , Gregory Valiant

Generative models at times produce "invalid" outputs, such as images with generation artifacts and unnatural sounds. Validity-constrained distribution learning attempts to address this problem by requiring that the learned distribution have…

Machine Learning · Computer Science 2024-10-22 Nick Rittler , Kamalika Chaudhuri

Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

Machine Learning · Computer Science 2020-09-14 Mario Michael Krell , Bilal Wehbe

Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

Methodology · Statistics 2017-12-27 Xin Chen , Xuejun Ma , Wang Zhou

Regression is one of the most fundamental statistical inference problems. A broad definition of regression problems is as estimation of the distribution of an outcome using a family of probability models indexed by covariates. Despite the…

Statistics Theory · Mathematics 2023-09-26 Peter Mueller , Fernando Andrés Quintana , Garritt L. Page

In this paper, we aim at establishing an approximation theory and a learning theory of distribution regression via a fully connected neural network (FNN). In contrast to the classical regression methods, the input variables of distribution…

Machine Learning · Statistics 2023-07-10 Zhongjie Shi , Zhan Yu , Ding-Xuan Zhou

The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

Information Theory · Computer Science 2020-10-19 Pavel Loskot

We consider the problem of determining the proportion of edges that are discovered in an Erdos-Renyi graph when one constructs all shortest paths from a given source node to all other nodes. This problem is equivalent to the one of…

Statistical Mechanics · Physics 2009-11-13 Vincent D. Blondel , Jean-Loup Guillaume , Julien M. Hendrickx , Raphael M. Jungers

This article introduces Regression Discontinuity Design (RDD) with Distribution-Valued Outcomes (R3D), extending the standard RDD framework to settings where the outcome is a distribution rather than a scalar. Such settings arise when…

Econometrics · Economics 2025-04-08 David Van Dijcke

Estimating the eigenvalues of a population covariance matrix from a sample covariance matrix is a problem of fundamental importance in multivariate statistics; the eigenvalues of covariance matrices play a key role in many widely…

Statistics Theory · Mathematics 2007-06-13 Noureddine El Karoui

We consider linear regression problems with a varying number of random projections, where we provably exhibit a double descent curve for a fixed prediction problem, with a high-dimensional analysis based on random matrix theory. We first…

Machine Learning · Computer Science 2023-03-15 Francis Bach

This paper describes how to convert a machine learning problem into a series of map-reduce tasks. We study logistic regression algorithm. In logistic regression algorithm, it is assumed that samples are independent and each sample is…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-06 Qi Li

In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…

Machine Learning · Statistics 2022-05-31 Tim Tsz-Kit Lau , Han Liu

This paper studies the problem of {\em learning} the probability distribution $P_X$ of a discrete random variable $X$ using indirect and sequential samples. At each time step, we choose one of the possible $K$ functions, $g_1, \ldots, g_K$…

Machine Learning · Computer Science 2018-08-17 Samarth Gupta , Gauri Joshi , Osman Yağan

We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic…

Numerical Analysis · Mathematics 2010-07-28 Nicolas Champagnat , Christophe Chipot , Erwan Faou

While statistical modeling of distributional data has gained increased attention, the case of multivariate distributions has been somewhat neglected despite its relevance in various applications. This is because the Wasserstein distance,…

Methodology · Statistics 2025-10-21 Han Chen , Yidong Zhou , Hans-Georg Müller

The optimum sample allocation in stratified sampling is one of the basic issues of survey methodology. It is a procedure of dividing the overall sample size into strata sample sizes in such a way that for given sampling designs in strata…

Methodology · Statistics 2024-03-27 Jacek Wesołowski , Robert Wieczorkowski , Wojciech Wójciak